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Trade: ZEN/USDT/240/MIDPRICE/VWMA/9342

Strategy
ZEN/USDT/240/MIDPRICE/VWMA/9342
Pair
ZEN_USDT
Interval
4h
Score
433101
Daily Profit
0.296298
Profit Factor
1.625195
Profitability
49.285714
Streak
0.000000
Best Strategy
Training Data Length
1914.000000
Evaluation Time
2025-10-02 05:35
Expiration Time
2025-11-28 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567113.4372 488150.789 78962.6481 438540.625 509076.3557 -70535.7307
Total P&L (%) 567.1134 488.1508 78.9626 438.5406 509.0764 -70.5357
Avg Daily Profit (%) 0.2963 0.255 0.0413 0.088 0.0944 -0.0638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113965 -121944 -74631 -1271163 -988557 -626110
Profit Factor 1.6252 2.0034 1.1877 1.0702 1.1378 0.9723
Total Trades 140 70 70 140 70 70
Winning Trades 69 36 33 69 36 33
Losing Trades 71 34 37 71 34 37
Profitability (%) 49.2857 51.4286 47.1429 49.2857 51.4286 47.1429
Ratio Avg Win / Avg Loss 1.6723 1.8921 1.3317 1.1013 1.0746 1.0902
Largest Winning Trade 231376 231376 65531 946391 946391 685063
Largest Losing Trade -44203 -44203 -28525 -653189 -653189 -310822
Avg Bars in Trades 79 62 96 79 62 96
Avg Bars in Winners 90 55 129 90 55 129
Avg Bars in Losers 68 70 66 68 70 66
Bars Traded 11130 4384 6746 11130 4384 6746
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 433101 -82096 -247384 -218644 -229396 -674680
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11484,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596384000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372500044,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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": [
        [
            567113.4371558685,
            488150.7890209944,
            78962.6481348735,
            438540.6250129136,
            509076.3556633737,
            -70535.7306504608
        ],
        [
            567.113437,
            488.150789,
            78.962648,
            438.540625,
            509.076356,
            -70.535731
        ],
        [
            0.296298,
            0.255042,
            0.041255,
            0.088006,
            0.094442,
            -0.063825
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113965,
            -121944,
            -74631,
            -1271163,
            -988557,
            -626110
        ],
        [
            1.625195,
            2.003395,
            1.187738,
            1.070232,
            1.137812,
            0.972341
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            49.285714,
            51.428571,
            47.142857,
            49.285714,
            51.428571,
            47.142857
        ],
        [
            1.672302,
            1.892095,
            1.331707,
            1.101253,
            1.0746,
            1.090201
        ],
        [
            231376,
            231376,
            65531,
            946391,
            946391,
            685063
        ],
        [
            -44203,
            -44203,
            -28525,
            -653189,
            -653189,
            -310822
        ],
        [
            79,
            62,
            96,
            79,
            62,
            96
        ],
        [
            90,
            55,
            129,
            90,
            55,
            129
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            11130,
            4384,
            6746,
            11130,
            4384,
            6746
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433101,
            -82096,
            -247384,
            -218644,
            -229396,
            -674680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11484,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596384000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372500044,
    "expiration_time": 1764324288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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)