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Trade: ZEN/USDT/480/T3/VWMA/4800

Strategy
ZEN/USDT/480/T3/VWMA/4800
Pair
ZEN_USDT
Interval
8h
Score
306586
Daily Profit
0.172045
Profit Factor
1.962184
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1923.670000
Evaluation Time
2025-10-11 18:17
Expiration Time
2025-12-08 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303986.4671 330958.2761 -26971.809 -132281.7583 243081.6103 -375363.3687
Total P&L (%) 303.9865 330.9583 -26.9718 -132.2818 243.0816 -375.3634
Avg Daily Profit (%) 0.158 0.172 -0.014 0 0.0641 0
Buy And Hold Return (%) 46.0503 46.0503 46.0503 46.0503 46.0503 46.0503
Max Trade Drawdown -148149 -145695 -176540 -822906 -338383 -857885
Profit Factor 1.3801 1.9622 0.9408 0.9259 1.3626 0.6631
Total Trades 89 44 45 89 44 45
Winning Trades 41 19 22 51 28 23
Losing Trades 48 25 23 38 16 22
Profitability (%) 46.0674 43.1818 48.8889 57.3034 63.6364 51.1111
Ratio Avg Win / Avg Loss 1.6158 2.5818 0.9836 0.6899 0.7786 0.6342
Largest Winning Trade 127728 127728 43274 436375 210998 436375
Largest Losing Trade -131257 -52406 -131257 -443087 -233358 -443087
Avg Bars in Trades 62 90 36 62 90 36
Avg Bars in Winners 71 94 51 59 90 21
Avg Bars in Losers 55 86 21 68 89 52
Bars Traded 5602 3962 1640 5602 3962 1640
Profit Streak 0 0 0 38.6372 277.6372 38.6372
Trades During Streak 0 0 0 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266016 306586 -581144 -578605 -106416 -580021
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760195857921,
    "expiration_time": 1765155744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.67187
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    }
}
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": [
        [
            303986.4670780705,
            330958.2761028775,
            -26971.8090248068,
            -132281.7583374886,
            243081.6103332874,
            -375363.3686707761
        ],
        [
            303.986467,
            330.958276,
            -26.971809,
            -132.281758,
            243.08161,
            -375.363369
        ],
        [
            0.158024,
            0.172045,
            -0.014021,
            0,
            0.064106,
            0
        ],
        [
            46.050309,
            46.050309,
            46.050309,
            46.050309,
            46.050309,
            46.050309
        ],
        [
            -148149,
            -145695,
            -176540,
            -822906,
            -338383,
            -857885
        ],
        [
            1.380135,
            1.962184,
            0.940814,
            0.925871,
            1.362575,
            0.663067
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            41,
            19,
            22,
            51,
            28,
            23
        ],
        [
            48,
            25,
            23,
            38,
            16,
            22
        ],
        [
            46.067416,
            43.181818,
            48.888889,
            57.303371,
            63.636364,
            51.111111
        ],
        [
            1.615768,
            2.581821,
            0.983578,
            0.689865,
            0.778614,
            0.634238
        ],
        [
            127728,
            127728,
            43274,
            436375,
            210998,
            436375
        ],
        [
            -131257,
            -52406,
            -131257,
            -443087,
            -233358,
            -443087
        ],
        [
            62,
            90,
            36,
            62,
            90,
            36
        ],
        [
            71,
            94,
            51,
            59,
            90,
            21
        ],
        [
            55,
            86,
            21,
            68,
            89,
            52
        ],
        [
            5602,
            3962,
            1640,
            5602,
            3962,
            1640
        ],
        [
            0,
            0,
            0,
            38.637244,
            277.637244,
            38.637244
        ],
        [
            0,
            0,
            0,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266016,
            306586,
            -581144,
            -578605,
            -106416,
            -580021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760195857921,
    "expiration_time": 1765155744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.67187
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    }
}

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)