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Trade: ZEN/USDT/240/VWAP/BBU/3743

Strategy
ZEN/USDT/240/VWAP/BBU/3743
Pair
ZEN_USDT
Interval
4h
Score
324223
Daily Profit
0.168374
Profit Factor
1.199982
Profitability
56.179775
Streak
0.000000
Best Strategy
Training Data Length
1920.330000
Evaluation Time
2025-10-08 14:08
Expiration Time
2025-12-05 00:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323334.067 369418.9829 -46084.9159 -51573.7902 -44839.7511 -6734.0391
Total P&L (%) 323.3341 369.419 -46.0849 -51.5738 -44.8398 -6.734
Avg Daily Profit (%) 0.1684 0.1924 -0.024 -0.0378 -0.031 -0.0036
Buy And Hold Return (%) 38.4853 38.4853 38.4853 38.4853 38.4853 38.4853
Max Trade Drawdown -300330 -238816 -93610 -1380946 -1350732 -182891
Profit Factor 1.2 1.2845 0.8553 0.9893 0.9892 0.9897
Total Trades 534 267 267 534 267 267
Winning Trades 300 164 136 300 164 136
Losing Trades 234 103 131 234 103 131
Profitability (%) 56.1798 61.4232 50.9363 56.1798 61.4232 50.9363
Ratio Avg Win / Avg Loss 0.936 0.8067 0.8239 0.7717 0.6213 0.9533
Largest Winning Trade 118924 118924 20461 275130 275130 65888
Largest Losing Trade -54033 -54033 -23133 -539939 -539939 -108648
Avg Bars in Trades 21 41 1 21 41 1
Avg Bars in Winners 13 23 1 13 23 1
Avg Bars in Losers 31 69 1 31 69 1
Bars Traded 11469 11085 384 11469 11085 384
Profit Streak 0 9.464 0 0 9.464 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324223 319190 -579537 -576908 -577790 -579537
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11522,
    "evaluation_days": 1920.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759921693673,
    "expiration_time": 1764887904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 1.49967
        }
    }
}
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": [
        [
            323334.0670253662,
            369418.9829286292,
            -46084.9159032627,
            -51573.7902031701,
            -44839.7510952651,
            -6734.0391079062
        ],
        [
            323.334067,
            369.418983,
            -46.084916,
            -51.57379,
            -44.839751,
            -6.734039
        ],
        [
            0.168374,
            0.192373,
            -0.023998,
            -0.037754,
            -0.030976,
            -0.00363
        ],
        [
            38.485294,
            38.485294,
            38.485294,
            38.485294,
            38.485294,
            38.485294
        ],
        [
            -300330,
            -238816,
            -93610,
            -1380946,
            -1350732,
            -182891
        ],
        [
            1.199982,
            1.284532,
            0.855296,
            0.989302,
            0.989246,
            0.989656
        ],
        [
            534,
            267,
            267,
            534,
            267,
            267
        ],
        [
            300,
            164,
            136,
            300,
            164,
            136
        ],
        [
            234,
            103,
            131,
            234,
            103,
            131
        ],
        [
            56.179775,
            61.423221,
            50.93633,
            56.179775,
            61.423221,
            50.93633
        ],
        [
            0.935986,
            0.806749,
            0.823851,
            0.771655,
            0.621295,
            0.953272
        ],
        [
            118924,
            118924,
            20461,
            275130,
            275130,
            65888
        ],
        [
            -54033,
            -54033,
            -23133,
            -539939,
            -539939,
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        ],
        [
            21,
            41,
            1,
            21,
            41,
            1
        ],
        [
            13,
            23,
            1,
            13,
            23,
            1
        ],
        [
            31,
            69,
            1,
            31,
            69,
            1
        ],
        [
            11469,
            11085,
            384,
            11469,
            11085,
            384
        ],
        [
            0,
            9.464047,
            0,
            0,
            9.464047,
            0
        ],
        [
            0,
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            0,
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            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            324223,
            319190,
            -579537,
            -576908,
            -577790,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11522,
    "evaluation_days": 1920.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759921693673,
    "expiration_time": 1764887904000,
    "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": 10,
            "offset": 0,
            "std": 1.49967
        }
    }
}

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)