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Trade: ZEN/USDT/720/VWMA/PSAR/2513

Strategy
ZEN/USDT/720/VWMA/PSAR/2513
Pair
ZEN_USDT
Interval
12h
Score
456660
Daily Profit
0.286189
Profit Factor
2.287126
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-27 13:13
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505286.4084 545763.1219 -40476.7135 -73591.2393 -4162.1902 -69429.0491
Total P&L (%) 505.2864 545.7631 -40.4767 -73.5912 -4.1622 -69.429
Avg Daily Profit (%) 0.265 0.2862 -0.0212 -0.0698 -0.0022 -0.0621
Buy And Hold Return (%) 27.4717 27.4717 27.4717 27.4717 27.4717 27.4717
Max Trade Drawdown -244380 -155564 -202161 -580615 -493646 -303398
Profit Factor 1.6697 2.2871 0.8775 0.9593 0.9963 0.8988
Total Trades 95 48 47 95 48 47
Winning Trades 45 23 22 45 23 22
Losing Trades 50 25 25 50 25 25
Profitability (%) 47.3684 47.9167 46.8085 47.3684 47.9167 46.8085
Ratio Avg Win / Avg Loss 1.8552 2.486 0.9972 1.0659 1.0829 1.0214
Largest Winning Trade 643214 643214 55616 482170 482170 91689
Largest Losing Trade -59645 -41209 -59645 -173360 -173360 -112745
Avg Bars in Trades 35 23 48 35 23 48
Avg Bars in Winners 45 26 66 45 26 66
Avg Bars in Losers 27 20 33 27 20 33
Bars Traded 3417 1121 2296 3417 1121 2296
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395483 456660 -581938 -579881 -579555 -580271
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967989715,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            505286.4083946055,
            545763.1218957505,
            -40476.713501145,
            -73591.2393211163,
            -4162.1901910824,
            -69429.0491300341
        ],
        [
            505.286408,
            545.763122,
            -40.476714,
            -73.591239,
            -4.16219,
            -69.429049
        ],
        [
            0.264964,
            0.286189,
            -0.021225,
            -0.069796,
            -0.002229,
            -0.062126
        ],
        [
            27.471698,
            27.471698,
            27.471698,
            27.471698,
            27.471698,
            27.471698
        ],
        [
            -244380,
            -155564,
            -202161,
            -580615,
            -493646,
            -303398
        ],
        [
            1.669691,
            2.287126,
            0.877525,
            0.959332,
            0.996295,
            0.898822
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            47.368421,
            47.916667,
            46.808511,
            47.368421,
            47.916667,
            46.808511
        ],
        [
            1.855212,
            2.486006,
            0.997188,
            1.065924,
            1.082929,
            1.021388
        ],
        [
            643214,
            643214,
            55616,
            482170,
            482170,
            91689
        ],
        [
            -59645,
            -41209,
            -59645,
            -173360,
            -173360,
            -112745
        ],
        [
            35,
            23,
            48,
            35,
            23,
            48
        ],
        [
            45,
            26,
            66,
            45,
            26,
            66
        ],
        [
            27,
            20,
            33,
            27,
            20,
            33
        ],
        [
            3417,
            1121,
            2296,
            3417,
            1121,
            2296
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395483,
            456660,
            -581938,
            -579881,
            -579555,
            -580271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967989715,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)