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Trade: ZEN/USDT/480/ALMA/VWMA/7900

Strategy
ZEN/USDT/480/ALMA/VWMA/7900
Pair
ZEN_USDT
Interval
8h
Score
354263
Daily Profit
0.216868
Profit Factor
2.355945
Profitability
42.424242
Streak
94.400735
Best Strategy
Training Data Length
1908.330000
Evaluation Time
2025-09-26 12:37
Expiration Time
2025-11-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416873.094 413855.829 3017.265 39691.1286 48694.6054 -9003.4768
Total P&L (%) 416.8731 413.8558 3.0173 39.6911 48.6946 -9.0035
Avg Daily Profit (%) 0.2184 0.2169 0.0016 0.0175 0.0208 -0.0049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234924 -199984 -72923 -486395 -408140 -142120
Profit Factor 1.7067 2.3559 1.0106 1.0414 1.0925 0.9792
Total Trades 66 33 33 66 33 33
Winning Trades 31 14 17 31 14 17
Losing Trades 35 19 16 35 19 16
Profitability (%) 46.9697 42.4242 51.5152 46.9697 42.4242 51.5152
Ratio Avg Win / Avg Loss 1.9269 3.1974 0.9512 1.1757 1.4827 0.9216
Largest Winning Trade 198209 198209 51711 231260 231260 136571
Largest Losing Trade -51105 -36346 -51105 -142120 -113418 -142120
Avg Bars in Trades 81 110 52 81 110 52
Avg Bars in Winners 88 112 68 88 112 68
Avg Bars in Losers 75 109 36 75 109 36
Bars Traded 5396 3649 1747 5396 3649 1747
Profit Streak 78.0674 94.4007 78.0674 78.0674 94.4007 78.0674
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117979 354263 -566282 -475714 -287677 -580048

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5725,
    "evaluation_days": 1908.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879423540,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            416873.0939980717,
            413855.8290293847,
            3017.264968687,
            39691.1286375069,
            48694.605391497,
            -9003.4767539901
        ],
        [
            416.873094,
            413.855829,
            3.017265,
            39.691129,
            48.694605,
            -9.003477
        ],
        [
            0.218449,
            0.216868,
            0.001581,
            0.017518,
            0.020791,
            -0.004944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234924,
            -199984,
            -72923,
            -486395,
            -408140,
            -142120
        ],
        [
            1.706652,
            2.355945,
            1.010598,
            1.041367,
            1.092542,
            0.979221
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            46.969697,
            42.424242,
            51.515152,
            46.969697,
            42.424242,
            51.515152
        ],
        [
            1.926865,
            3.197354,
            0.951151,
            1.175737,
            1.482735,
            0.92162
        ],
        [
            198209,
            198209,
            51711,
            231260,
            231260,
            136571
        ],
        [
            -51105,
            -36346,
            -51105,
            -142120,
            -113418,
            -142120
        ],
        [
            81,
            110,
            52,
            81,
            110,
            52
        ],
        [
            88,
            112,
            68,
            88,
            112,
            68
        ],
        [
            75,
            109,
            36,
            75,
            109,
            36
        ],
        [
            5396,
            3649,
            1747,
            5396,
            3649,
            1747
        ],
        [
            78.067402,
            94.400735,
            78.067402,
            78.067402,
            94.400735,
            78.067402
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117979,
            354263,
            -566282,
            -475714,
            -287677,
            -580048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5725,
    "evaluation_days": 1908.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879423540,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)