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Trade: ZEN/USDT/240/BBL/VWAP/7237

Strategy
ZEN/USDT/240/BBL/VWAP/7237
Pair
ZEN_USDT
Interval
4h
Score
479457
Daily Profit
0.707399
Profit Factor
2.980958
Profitability
36.974790
Streak
0.000000
Best Strategy
Training Data Length
1916.170000
Evaluation Time
2025-10-04 10:38
Expiration Time
2025-11-30 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1355497.5403 1392438.5226 -36940.9822 -63831.0581 -59472.618 -4358.4401
Total P&L (%) 1355.4975 1392.4385 -36.941 -63.8311 -59.4726 -4.3584
Avg Daily Profit (%) 0.7074 0.7267 -0.0193 -0.0531 -0.0471 -0.0023
Buy And Hold Return (%) 23.7493 23.7493 23.7493 23.7493 23.7493 23.7493
Max Trade Drawdown -225770 -220451 -43143 -829635 -759959 -82818
Profit Factor 2.981 3.5029 0.7113 0.9627 0.9591 0.983
Total Trades 119 59 60 119 59 60
Winning Trades 44 18 26 44 18 26
Losing Trades 75 41 34 75 41 34
Profitability (%) 36.9748 30.5085 43.3333 36.9748 30.5085 43.3333
Ratio Avg Win / Avg Loss 5.0812 7.9789 0.9301 1.641 2.1847 1.2854
Largest Winning Trade 1571681 1571681 19180 715808 715808 74815
Largest Losing Trade -50534 -50534 -15958 -246299 -246299 -54215
Avg Bars in Trades 93 185 3 93 185 3
Avg Bars in Winners 130 311 4 130 311 4
Avg Bars in Losers 72 129 2 72 129 2
Bars Traded 11161 10938 223 11161 10938 223
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 479457 -165301 -752273 -582749 -762538 -750606
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11497,
    "evaluation_days": 1916.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595059200000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759563518606,
    "expiration_time": 1764517104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 2.42861
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1355497.5403284873,
            1392438.5225712685,
            -36940.9822427814,
            -63831.0580924182,
            -59472.6180216133,
            -4358.4400708048
        ],
        [
            1355.49754,
            1392.438523,
            -36.940982,
            -63.831058,
            -59.472618,
            -4.35844
        ],
        [
            0.707399,
            0.726678,
            -0.019279,
            -0.053059,
            -0.047124,
            -0.002326
        ],
        [
            23.74932,
            23.74932,
            23.74932,
            23.74932,
            23.74932,
            23.74932
        ],
        [
            -225770,
            -220451,
            -43143,
            -829635,
            -759959,
            -82818
        ],
        [
            2.980958,
            3.502948,
            0.711273,
            0.962701,
            0.959143,
            0.982954
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            36.97479,
            30.508475,
            43.333333,
            36.97479,
            30.508475,
            43.333333
        ],
        [
            5.081178,
            7.978938,
            0.930126,
            1.640967,
            2.184715,
            1.285402
        ],
        [
            1571681,
            1571681,
            19180,
            715808,
            715808,
            74815
        ],
        [
            -50534,
            -50534,
            -15958,
            -246299,
            -246299,
            -54215
        ],
        [
            93,
            185,
            3,
            93,
            185,
            3
        ],
        [
            130,
            311,
            4,
            130,
            311,
            4
        ],
        [
            72,
            129,
            2,
            72,
            129,
            2
        ],
        [
            11161,
            10938,
            223,
            11161,
            10938,
            223
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479457,
            -165301,
            -752273,
            -582749,
            -762538,
            -750606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11497,
    "evaluation_days": 1916.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595059200000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759563518606,
    "expiration_time": 1764517104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 2.42861
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)