← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ZEN/USDT/360/RMA/VWAP/4189

Strategy
ZEN/USDT/360/RMA/VWAP/4189
Pair
ZEN_USDT
Interval
6h
Score
327247
Daily Profit
0.164460
Profit Factor
1.577135
Profitability
53.378378
Streak
12.717787
Best Strategy
Training Data Length
1922.250000
Evaluation Time
2025-10-10 08:13
Expiration Time
2025-12-06 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165639.4543 316132.8484 -150493.3942 -100040.5189 -34336.5904 -65703.9285
Total P&L (%) 165.6395 316.1328 -150.4934 -100.0405 -34.3366 -65.7039
Avg Daily Profit (%) 0.0862 0.1645 -0.0783 0 -0.0219 -0.0557
Buy And Hold Return (%) 60.2831 60.2831 60.2831 60.2831 60.2831 60.2831
Max Trade Drawdown -300203 -130210 -227897 -105515 -40103 -57136
Profit Factor 1.1143 1.5771 0.8331 0.1805 0.2276 0.1535
Total Trades 295 148 147 295 148 147
Winning Trades 164 79 85 131 69 62
Losing Trades 131 69 62 164 79 85
Profitability (%) 55.5932 53.3784 57.8231 44.4068 46.6216 42.1769
Ratio Avg Win / Avg Loss 0.8901 1.3775 0.6077 0.226 0.2606 0.2104
Largest Winning Trade 154739 154739 46440 4031 4031 3966
Largest Losing Trade -104229 -41141 -104229 -50597 -35430 -50597
Avg Bars in Trades 25 19 31 25 19 31
Avg Bars in Winners 23 15 31 27 23 32
Avg Bars in Losers 27 23 32 23 15 31
Bars Traded 7532 2872 4660 7532 2872 4660
Profit Streak 12.7178 12.7178 32.4678 0 0 0
Trades During Streak 2 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174116 327247 -578476 -580854 -581698 -583707
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7689,
    "evaluation_days": 1922.25,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760073216811,
    "expiration_time": 1765036872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 65
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            165639.4542598752,
            316132.8484107869,
            -150493.3941509121,
            -100040.5189094467,
            -34336.590398002,
            -65703.9285114448
        ],
        [
            165.639454,
            316.132848,
            -150.493394,
            -100.040519,
            -34.33659,
            -65.703929
        ],
        [
            0.08617,
            0.16446,
            -0.07829,
            0,
            -0.02188,
            -0.055656
        ],
        [
            60.283051,
            60.283051,
            60.283051,
            60.283051,
            60.283051,
            60.283051
        ],
        [
            -300203,
            -130210,
            -227897,
            -105515,
            -40103,
            -57136
        ],
        [
            1.114271,
            1.577135,
            0.833113,
            0.180502,
            0.227646,
            0.1535
        ],
        [
            295,
            148,
            147,
            295,
            148,
            147
        ],
        [
            164,
            79,
            85,
            131,
            69,
            62
        ],
        [
            131,
            69,
            62,
            164,
            79,
            85
        ],
        [
            55.59322,
            53.378378,
            57.823129,
            44.40678,
            46.621622,
            42.176871
        ],
        [
            0.890058,
            1.377498,
            0.607683,
            0.225972,
            0.260638,
            0.210444
        ],
        [
            154739,
            154739,
            46440,
            4031,
            4031,
            3966
        ],
        [
            -104229,
            -41141,
            -104229,
            -50597,
            -35430,
            -50597
        ],
        [
            25,
            19,
            31,
            25,
            19,
            31
        ],
        [
            23,
            15,
            31,
            27,
            23,
            32
        ],
        [
            27,
            23,
            32,
            23,
            15,
            31
        ],
        [
            7532,
            2872,
            4660,
            7532,
            2872,
            4660
        ],
        [
            12.717787,
            12.717787,
            32.467787,
            0,
            0,
            0
        ],
        [
            2,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174116,
            327247,
            -578476,
            -580854,
            -581698,
            -583707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7689,
    "evaluation_days": 1922.25,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760073216811,
    "expiration_time": 1765036872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 65
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)