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Trade: ZEN/USDT/15/VWMA/SMA/1018

Strategy
ZEN/USDT/15/VWMA/SMA/1018
Pair
ZEN_USDT
Interval
15m
Score
349649
Daily Profit
0.270580
Profit Factor
1.463739
Profitability
64.948454
Streak
9.559725
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 01:56
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55956.0325 -14508.3854 70464.418 11718.9794 -22144.3806 33863.36
Total P&L (%) 55.956 -14.5084 70.4644 11.719 -22.1444 33.8634
Avg Daily Profit (%) 0.2149 -0.0557 0.2706 0.0426 -0.0961 0.1121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72582 -56362 -31459 -59561 -41334 -30342
Profit Factor 1.1539 0.9314 1.4637 1.0384 0.8731 1.259
Total Trades 193 96 97 193 96 97
Winning Trades 113 50 63 113 50 63
Losing Trades 80 46 34 80 46 34
Profitability (%) 58.5492 52.0833 64.9485 58.5492 52.0833 64.9485
Ratio Avg Win / Avg Loss 0.817 0.8569 0.79 0.7352 0.8032 0.6795
Largest Winning Trade 22055 22055 17236 21786 21786 14050
Largest Losing Trade -31459 -24892 -31459 -30342 -17642 -30342
Avg Bars in Trades 128 130 125 128 130 125
Avg Bars in Winners 84 72 94 84 72 94
Avg Bars in Losers 189 194 183 189 194 183
Bars Traded 24729 12531 12198 24729 12531 12198
Profit Streak 4.091 0 9.5597 4.091 0 9.5597
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45452 -582201 349649 -427721 -582201 -45930
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736378100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759013760236,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 168,
            "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": [
        [
            55956.0325479398,
            -14508.3854151393,
            70464.4179630789,
            11718.9794442133,
            -22144.3806038957,
            33863.3600481089
        ],
        [
            55.956033,
            -14.508385,
            70.464418,
            11.718979,
            -22.144381,
            33.86336
        ],
        [
            0.214868,
            -0.055711,
            0.27058,
            0.042562,
            -0.096073,
            0.112055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72582,
            -56362,
            -31459,
            -59561,
            -41334,
            -30342
        ],
        [
            1.153947,
            0.931411,
            1.463739,
            1.0384,
            0.873058,
            1.259018
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            113,
            50,
            63,
            113,
            50,
            63
        ],
        [
            80,
            46,
            34,
            80,
            46,
            34
        ],
        [
            58.549223,
            52.083333,
            64.948454,
            58.549223,
            52.083333,
            64.948454
        ],
        [
            0.816954,
            0.856898,
            0.789954,
            0.73515,
            0.803213,
            0.67947
        ],
        [
            22055,
            22055,
            17236,
            21786,
            21786,
            14050
        ],
        [
            -31459,
            -24892,
            -31459,
            -30342,
            -17642,
            -30342
        ],
        [
            128,
            130,
            125,
            128,
            130,
            125
        ],
        [
            84,
            72,
            94,
            84,
            72,
            94
        ],
        [
            189,
            194,
            183,
            189,
            194,
            183
        ],
        [
            24729,
            12531,
            12198,
            24729,
            12531,
            12198
        ],
        [
            4.090975,
            0,
            9.559725,
            4.090975,
            0,
            9.559725
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45452,
            -582201,
            349649,
            -427721,
            -582201,
            -45930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736378100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759013760236,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 168,
            "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)