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Trade: ZEN/USDT/360/VWMA/HWMA/7666

Strategy
ZEN/USDT/360/VWMA/HWMA/7666
Pair
ZEN_USDT
Interval
6h
Score
340723
Daily Profit
0.211695
Profit Factor
1.362764
Profitability
48.184818
Streak
7.950820
Best Strategy
Training Data Length
1915.750000
Evaluation Time
2025-10-03 19:49
Expiration Time
2025-11-30 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363774.6647 405554.4276 -41779.7629 -54836.9989 696480.8695 -751317.8684
Total P&L (%) 363.7747 405.5544 -41.7798 -54.837 696.4809 -751.3179
Avg Daily Profit (%) 0.1899 0.2117 -0.0218 -0.0415 0.1084 0
Buy And Hold Return (%) 18.1252 18.1252 18.1252 18.1252 18.1252 18.1252
Max Trade Drawdown -289802 -145124 -204553 -1472017 -799113 -996351
Profit Factor 1.1603 1.3628 0.9637 0.994 1.1594 0.844
Total Trades 605 303 302 605 303 302
Winning Trades 301 146 155 301 146 155
Losing Trades 304 157 147 304 157 147
Profitability (%) 49.7521 48.1848 51.3245 49.7521 48.1848 51.3245
Ratio Avg Win / Avg Loss 1.1719 1.4654 0.914 1.0039 1.2468 0.8005
Largest Winning Trade 110228 110228 45433 356679 356679 298422
Largest Losing Trade -63129 -34259 -63129 -445062 -287794 -445062
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 7555 3788 3767 7555 3788 3767
Profit Streak 4.7008 7.9508 0 4.7008 7.9508 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32865 340723 -579304 -575333 -91753 -579304
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7663,
    "evaluation_days": 1915.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596088800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510150905,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.285,
            "nb": 0.1,
            "nc": 0.77249
        }
    }
}
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": [
        [
            363774.6646779955,
            405554.4276242266,
            -41779.7629462315,
            -54836.9988962676,
            696480.8694672415,
            -751317.8683635064
        ],
        [
            363.774665,
            405.554428,
            -41.779763,
            -54.836999,
            696.480869,
            -751.317868
        ],
        [
            0.189886,
            0.211695,
            -0.021809,
            -0.041484,
            0.108373,
            0
        ],
        [
            18.125153,
            18.125153,
            18.125153,
            18.125153,
            18.125153,
            18.125153
        ],
        [
            -289802,
            -145124,
            -204553,
            -1472017,
            -799113,
            -996351
        ],
        [
            1.160318,
            1.362764,
            0.963705,
            0.99403,
            1.159445,
            0.844045
        ],
        [
            605,
            303,
            302,
            605,
            303,
            302
        ],
        [
            301,
            146,
            155,
            301,
            146,
            155
        ],
        [
            304,
            157,
            147,
            304,
            157,
            147
        ],
        [
            49.752066,
            48.184818,
            51.324503,
            49.752066,
            48.184818,
            51.324503
        ],
        [
            1.171882,
            1.465438,
            0.913966,
            1.003937,
            1.246801,
            0.800481
        ],
        [
            110228,
            110228,
            45433,
            356679,
            356679,
            298422
        ],
        [
            -63129,
            -34259,
            -63129,
            -445062,
            -287794,
            -445062
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            7555,
            3788,
            3767,
            7555,
            3788,
            3767
        ],
        [
            4.70082,
            7.95082,
            0,
            4.700821,
            7.950821,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32865,
            340723,
            -579304,
            -575333,
            -91753,
            -579304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7663,
    "evaluation_days": 1915.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596088800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510150905,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.285,
            "nb": 0.1,
            "nc": 0.77249
        }
    }
}

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)