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Trade: ZEN/USDT/120/BBM/VWMA/8624

Strategy
ZEN/USDT/120/BBM/VWMA/8624
Pair
ZEN_USDT
Interval
2h
Score
335510
Daily Profit
0.187419
Profit Factor
1.238376
Profitability
54.208754
Streak
0.000000
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-26 15:58
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357220.4763 396405.7245 -39185.2483 -102435.805 219385.254 -321821.059
Total P&L (%) 357.2205 396.4057 -39.1852 -102.4358 219.3853 -321.8211
Avg Daily Profit (%) 0.1874 0.208 -0.0206 0 0.0609 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139735 -136858 -212543 -248107 -50734 -363354
Profit Factor 1.2384 1.4908 0.9433 0.803 3.0093 0.2165
Total Trades 297 149 148 297 149 148
Winning Trades 161 76 85 138 78 60
Losing Trades 136 73 63 159 71 88
Profitability (%) 54.2088 51.0067 57.4324 46.4646 52.349 40.5405
Ratio Avg Win / Avg Loss 1.0461 1.432 0.6991 0.9252 2.7392 0.3176
Largest Winning Trade 139671 139671 34688 104823 104823 39766
Largest Losing Trade -101942 -48585 -101942 -156952 -48489 -156952
Avg Bars in Trades 76 90 62 76 90 62
Avg Bars in Winners 69 80 58 84 99 64
Avg Bars in Losers 85 100 67 69 81 60
Bars Traded 22713 13518 9195 22713 13518 9195
Profit Streak 0 0 8.3737 7.3737 7.7904 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335510 320758 -579304 -579919 -104979 -584618

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758891487745,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 2.33657
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            357220.4762545899,
            396405.7245206053,
            -39185.2482660152,
            -102435.8050225645,
            219385.2540085958,
            -321821.05903116
        ],
        [
            357.220476,
            396.405725,
            -39.185248,
            -102.435805,
            219.385254,
            -321.821059
        ],
        [
            0.187419,
            0.207978,
            -0.020559,
            0,
            0.060943,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139735,
            -136858,
            -212543,
            -248107,
            -50734,
            -363354
        ],
        [
            1.238376,
            1.490808,
            0.943284,
            0.80299,
            3.009314,
            0.21654
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            161,
            76,
            85,
            138,
            78,
            60
        ],
        [
            136,
            73,
            63,
            159,
            71,
            88
        ],
        [
            54.208754,
            51.006711,
            57.432432,
            46.464646,
            52.348993,
            40.540541
        ],
        [
            1.046082,
            1.43196,
            0.69914,
            0.925184,
            2.739247,
            0.317592
        ],
        [
            139671,
            139671,
            34688,
            104823,
            104823,
            39766
        ],
        [
            -101942,
            -48585,
            -101942,
            -156952,
            -48489,
            -156952
        ],
        [
            76,
            90,
            62,
            76,
            90,
            62
        ],
        [
            69,
            80,
            58,
            84,
            99,
            64
        ],
        [
            85,
            100,
            67,
            69,
            81,
            60
        ],
        [
            22713,
            13518,
            9195,
            22713,
            13518,
            9195
        ],
        [
            0,
            0,
            8.373701,
            7.373701,
            7.790367,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335510,
            320758,
            -579304,
            -579919,
            -104979,
            -584618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758891487745,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 2.33657
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)