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Trade: ZEN/USDT/240/JMA/VWMA/7687

Strategy
ZEN/USDT/240/JMA/VWMA/7687
Pair
ZEN_USDT
Interval
4h
Score
311853
Daily Profit
0.161575
Profit Factor
1.294970
Profitability
43.034056
Streak
35.161550
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 18:52
Expiration Time
2025-11-30 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247268.8377 309497.5199 -62228.6822 -71670.366 194602.2621 -266272.6281
Total P&L (%) 247.2688 309.4975 -62.2287 -71.6704 194.6023 -266.2726
Avg Daily Profit (%) 0.1291 0.1616 -0.0325 -0.0658 0.0564 0
Buy And Hold Return (%) 31.4429 31.4429 31.4429 31.4429 31.4429 31.4429
Max Trade Drawdown -214192 -128202 -220637 -358185 -240285 -365973
Profit Factor 1.1086 1.295 0.9493 0.9684 1.1942 0.7894
Total Trades 645 323 322 645 323 322
Winning Trades 286 139 147 286 139 147
Losing Trades 359 184 175 359 184 175
Profitability (%) 44.3411 43.0341 45.6522 44.3411 43.0341 45.6522
Ratio Avg Win / Avg Loss 1.3916 1.7142 1.1301 1.2155 1.5808 0.9398
Largest Winning Trade 76215 76215 51870 99874 99874 46715
Largest Losing Trade -41655 -25300 -41655 -152955 -41578 -152955
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 20 20 19 20 20 19
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 11428 5960 5469 11428 5960 5469
Profit Streak 20.9949 35.1616 20.9949 20.9949 35.1616 20.9949
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118737 311853 -578341 -576106 -123677 -580008
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594540800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506757928,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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": [
        [
            247268.8377497026,
            309497.5199488042,
            -62228.6821991017,
            -71670.3660012198,
            194602.2620991218,
            -266272.6281003414
        ],
        [
            247.268838,
            309.49752,
            -62.228682,
            -71.670366,
            194.602262,
            -266.272628
        ],
        [
            0.129088,
            0.161575,
            -0.032487,
            -0.065823,
            0.056422,
            0
        ],
        [
            31.442948,
            31.442948,
            31.442948,
            31.442948,
            31.442948,
            31.442948
        ],
        [
            -214192,
            -128202,
            -220637,
            -358185,
            -240285,
            -365973
        ],
        [
            1.108613,
            1.29497,
            0.949298,
            0.968376,
            1.194228,
            0.789407
        ],
        [
            645,
            323,
            322,
            645,
            323,
            322
        ],
        [
            286,
            139,
            147,
            286,
            139,
            147
        ],
        [
            359,
            184,
            175,
            359,
            184,
            175
        ],
        [
            44.341085,
            43.034056,
            45.652174,
            44.341085,
            43.034056,
            45.652174
        ],
        [
            1.391581,
            1.714204,
            1.130117,
            1.215549,
            1.580849,
            0.93977
        ],
        [
            76215,
            76215,
            51870,
            99874,
            99874,
            46715
        ],
        [
            -41655,
            -25300,
            -41655,
            -152955,
            -41578,
            -152955
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            11428,
            5960,
            5469,
            11428,
            5960,
            5469
        ],
        [
            20.994883,
            35.16155,
            20.994883,
            20.994883,
            35.16155,
            20.994883
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118737,
            311853,
            -578341,
            -576106,
            -123677,
            -580008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594540800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506757928,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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)