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Trade: ZEN/USDT/120/DEMA/VWMA/5198

Strategy
ZEN/USDT/120/DEMA/VWMA/5198
Pair
ZEN_USDT
Interval
2h
Score
311915
Daily Profit
0.158478
Profit Factor
1.347615
Profitability
50.519031
Streak
0.000000
Best Strategy
Training Data Length
1916.500000
Evaluation Time
2025-10-05 05:35
Expiration Time
2025-12-13 03:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284802.4471 303723.2412 -18920.7941 -65311.8886 194579.3567 -259891.2453
Total P&L (%) 284.8024 303.7232 -18.9208 -65.3119 194.5794 -259.8912
Avg Daily Profit (%) 0.1486 0.1585 -0.0099 -0.0552 0.0564 0
Buy And Hold Return (%) 37.269 37.269 37.269 37.269 37.269 37.269
Max Trade Drawdown -210460 -185378 -203066 -315196 -197080 -411163
Profit Factor 1.1605 1.3476 0.979 0.9561 1.3227 0.7064
Total Trades 579 289 290 579 289 290
Winning Trades 313 146 167 313 146 167
Losing Trades 266 143 123 266 143 123
Profitability (%) 54.0587 50.519 57.5862 54.0587 50.519 57.5862
Ratio Avg Win / Avg Loss 0.9862 1.3199 0.7211 0.8125 1.2955 0.5203
Largest Winning Trade 94882 94882 33885 80590 80590 63258
Largest Losing Trade -73407 -46759 -73407 -107049 -59922 -107049
Avg Bars in Trades 39 44 33 39 44 33
Avg Bars in Winners 38 47 29 38 47 29
Avg Bars in Losers 40 42 39 40 42 39
Bars Traded 22756 13001 9755 22756 13001 9755
Profit Streak 13.1078 0 14.6078 13.1078 0 14.6078
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36192 311915 -578243 -576619 -117562 -578243
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22998,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594612800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631713154,
    "expiration_time": 1765590681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "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": [
        [
            284802.4470875219,
            303723.2411736104,
            -18920.7940860885,
            -65311.8886069751,
            194579.3566934548,
            -259891.2453004295
        ],
        [
            284.802447,
            303.723241,
            -18.920794,
            -65.311889,
            194.579357,
            -259.891245
        ],
        [
            0.148606,
            0.158478,
            -0.009873,
            -0.05523,
            0.056388,
            0
        ],
        [
            37.268966,
            37.268966,
            37.268966,
            37.268966,
            37.268966,
            37.268966
        ],
        [
            -210460,
            -185378,
            -203066,
            -315196,
            -197080,
            -411163
        ],
        [
            1.160462,
            1.347615,
            0.979004,
            0.956113,
            1.322663,
            0.706381
        ],
        [
            579,
            289,
            290,
            579,
            289,
            290
        ],
        [
            313,
            146,
            167,
            313,
            146,
            167
        ],
        [
            266,
            143,
            123,
            266,
            143,
            123
        ],
        [
            54.058722,
            50.519031,
            57.586207,
            54.058722,
            50.519031,
            57.586207
        ],
        [
            0.986208,
            1.319925,
            0.721063,
            0.812543,
            1.295485,
            0.520269
        ],
        [
            94882,
            94882,
            33885,
            80590,
            80590,
            63258
        ],
        [
            -73407,
            -46759,
            -73407,
            -107049,
            -59922,
            -107049
        ],
        [
            39,
            44,
            33,
            39,
            44,
            33
        ],
        [
            38,
            47,
            29,
            38,
            47,
            29
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            22756,
            13001,
            9755,
            22756,
            13001,
            9755
        ],
        [
            13.107791,
            0,
            14.607791,
            13.107791,
            0,
            14.607791
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36192,
            311915,
            -578243,
            -576619,
            -117562,
            -578243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22998,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594612800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631713154,
    "expiration_time": 1765590681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "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)