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Trade: ZEN/USDT/360/VWAP/WMA/5462

Strategy
ZEN/USDT/360/VWAP/WMA/5462
Pair
ZEN_USDT
Interval
6h
Score
301948
Daily Profit
0.436168
Profit Factor
2.363657
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-09 02:37
Expiration Time
2025-12-05 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 837878.6787 905861.3899 -67982.7112 -53223.8564 -9642.9394 -43580.917
Total P&L (%) 837.8787 905.8614 -67.9827 -53.2239 -9.6429 -43.5809
Avg Daily Profit (%) 0.4362 0.4716 -0.0354 -0.0395 -0.0053 -0.0298
Buy And Hold Return (%) 32.9787 32.9787 32.9787 32.9787 32.9787 32.9787
Max Trade Drawdown -285933 -202838 -156648 -1886357 -1506016 -661402
Profit Factor 2.3637 3.9668 0.7801 0.9858 0.9948 0.9768
Total Trades 117 58 59 117 58 59
Winning Trades 39 17 22 39 17 22
Losing Trades 78 41 37 78 41 37
Profitability (%) 33.3333 29.3103 37.2881 33.3333 29.3103 37.2881
Ratio Avg Win / Avg Loss 4.7273 9.5669 1.3119 1.9715 2.3993 1.6428
Largest Winning Trade 1062409 1062409 51249 1114948 1114948 467384
Largest Losing Trade -36821 -36821 -33134 -405152 -241807 -405152
Avg Bars in Trades 63 56 70 63 56 70
Avg Bars in Winners 112 100 121 112 100 121
Avg Bars in Losers 38 37 40 38 37 40
Bars Traded 7413 3253 4160 7413 3253 4160
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 301948 -173754 -761012 -584171 -769150 -759901
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7684,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966661613,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 197
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "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": [
        [
            837878.6786531955,
            905861.3898640386,
            -67982.7112108422,
            -53223.8563684837,
            -9642.9393986827,
            -43580.916969801
        ],
        [
            837.878679,
            905.86139,
            -67.982711,
            -53.223856,
            -9.642939,
            -43.580917
        ],
        [
            0.436168,
            0.471557,
            -0.035389,
            -0.039544,
            -0.005278,
            -0.029791
        ],
        [
            32.978723,
            32.978723,
            32.978723,
            32.978723,
            32.978723,
            32.978723
        ],
        [
            -285933,
            -202838,
            -156648,
            -1886357,
            -1506016,
            -661402
        ],
        [
            2.363657,
            3.966767,
            0.780062,
            0.985755,
            0.994815,
            0.976774
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            33.333333,
            29.310345,
            37.288136,
            33.333333,
            29.310345,
            37.288136
        ],
        [
            4.727314,
            9.566909,
            1.311922,
            1.971509,
            2.39926,
            1.642756
        ],
        [
            1062409,
            1062409,
            51249,
            1114948,
            1114948,
            467384
        ],
        [
            -36821,
            -36821,
            -33134,
            -405152,
            -241807,
            -405152
        ],
        [
            63,
            56,
            70,
            63,
            56,
            70
        ],
        [
            112,
            100,
            121,
            112,
            100,
            121
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            7413,
            3253,
            4160,
            7413,
            3253,
            4160
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301948,
            -173754,
            -761012,
            -584171,
            -769150,
            -759901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7684,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966661613,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 197
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "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)