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Trade: ZEN/USDT/120/VWAP/BBU/1986

Strategy
ZEN/USDT/120/VWAP/BBU/1986
Pair
ZEN_USDT
Interval
2h
Score
404784
Daily Profit
0.194460
Profit Factor
1.949762
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 23:55
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 368321.6126 370641.2936 -2319.681 33971.4217 190017.2439 -156045.8222
Total P&L (%) 368.3216 370.6413 -2.3197 33.9714 190.0172 -156.0458
Avg Daily Profit (%) 0.1932 0.1945 -0.0012 0.0153 0.0559 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204969 -197844 -39854 -2280272 -2155798 -211091
Profit Factor 1.7927 1.9498 0.9688 1.0119 1.0746 0.4894
Total Trades 73 36 37 73 36 37
Winning Trades 38 21 17 38 21 17
Losing Trades 35 15 20 35 15 20
Profitability (%) 52.0548 58.3333 45.9459 52.0548 58.3333 45.9459
Ratio Avg Win / Avg Loss 1.6511 1.3927 1.1398 0.932 0.7676 0.5757
Largest Winning Trade 148722 148722 12135 1109464 1109464 33295
Largest Losing Trade -70504 -70504 -20927 -955887 -955887 -138227
Avg Bars in Trades 286 576 3 286 576 3
Avg Bars in Winners 183 328 3 183 328 3
Avg Bars in Losers 397 923 3 397 923 3
Bars Traded 20878 20758 120 20878 20758 120
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 -65047 404784 -580404 -460204 -257314 -582071
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594670400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759006550026,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 3.12922
        }
    }
}
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": [
        [
            368321.6125520739,
            370641.293574822,
            -2319.681022748,
            33971.4216591602,
            190017.2438937848,
            -156045.8222346244
        ],
        [
            368.321613,
            370.641294,
            -2.319681,
            33.971422,
            190.017244,
            -156.045822
        ],
        [
            0.193243,
            0.19446,
            -0.001217,
            0.015345,
            0.05588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204969,
            -197844,
            -39854,
            -2280272,
            -2155798,
            -211091
        ],
        [
            1.792661,
            1.949762,
            0.968829,
            1.011914,
            1.074637,
            0.489368
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            52.054795,
            58.333333,
            45.945946,
            52.054795,
            58.333333,
            45.945946
        ],
        [
            1.651135,
            1.392687,
            1.139799,
            0.932026,
            0.767598,
            0.575727
        ],
        [
            148722,
            148722,
            12135,
            1109464,
            1109464,
            33295
        ],
        [
            -70504,
            -70504,
            -20927,
            -955887,
            -955887,
            -138227
        ],
        [
            286,
            576,
            3,
            286,
            576,
            3
        ],
        [
            183,
            328,
            3,
            183,
            328,
            3
        ],
        [
            397,
            923,
            3,
            397,
            923,
            3
        ],
        [
            20878,
            20758,
            120,
            20878,
            20758,
            120
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65047,
            404784,
            -580404,
            -460204,
            -257314,
            -582071
        ]
    ]
}
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": 1594670400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759006550026,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 3.12922
        }
    }
}

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)