← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/480/BBL/VWMA/1047

Strategy
ZEN/USDT/480/BBL/VWMA/1047
Pair
ZEN_USDT
Interval
8h
Score
324332
Daily Profit
0.204082
Profit Factor
1.316986
Profitability
59.029650
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 20:27
Expiration Time
2025-11-27 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402321.5842 390408.4367 11913.1476 23787.7668 699184.7865 -675397.0197
Total P&L (%) 402.3216 390.4084 11.9131 23.7878 699.1848 -675.397
Avg Daily Profit (%) 0.2103 0.2041 0.0062 0.0112 0.1087 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201342 -160835 -101360 -1730634 -1567828 -1302723
Profit Factor 1.1944 1.317 1.0142 1.002 1.0995 0.8613
Total Trades 743 371 372 743 371 372
Winning Trades 453 219 234 453 219 234
Losing Trades 290 152 138 290 152 138
Profitability (%) 60.969 59.0297 62.9032 60.969 59.0297 62.9032
Ratio Avg Win / Avg Loss 0.7646 0.9141 0.5981 0.6415 0.7631 0.5079
Largest Winning Trade 126420 126420 26691 255562 255562 150830
Largest Losing Trade -37392 -37392 -32690 -445883 -445883 -376794
Avg Bars in Trades 7 12 3 7 12 3
Avg Bars in Winners 5 7 3 5 7 3
Avg Bars in Losers 11 18 3 11 18 3
Bars Traded 5723 4471 1252 5723 4471 1252
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 193728 324332 -493971 -396292 -157409 -577438
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5739,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594339200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253220114,
    "expiration_time": 1764206496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 1.94841
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            402321.5842395789,
            390408.4366786852,
            11913.1475608939,
            23787.7668297715,
            699184.78648941,
            -675397.0196596362
        ],
        [
            402.321584,
            390.408437,
            11.913148,
            23.787767,
            699.184786,
            -675.39702
        ],
        [
            0.210309,
            0.204082,
            0.006227,
            0.011156,
            0.108706,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201342,
            -160835,
            -101360,
            -1730634,
            -1567828,
            -1302723
        ],
        [
            1.194426,
            1.316986,
            1.014222,
            1.001999,
            1.099455,
            0.861277
        ],
        [
            743,
            371,
            372,
            743,
            371,
            372
        ],
        [
            453,
            219,
            234,
            453,
            219,
            234
        ],
        [
            290,
            152,
            138,
            290,
            152,
            138
        ],
        [
            60.969044,
            59.02965,
            62.903226,
            60.969044,
            59.02965,
            62.903226
        ],
        [
            0.764644,
            0.914073,
            0.598131,
            0.641456,
            0.763092,
            0.507933
        ],
        [
            126420,
            126420,
            26691,
            255562,
            255562,
            150830
        ],
        [
            -37392,
            -37392,
            -32690,
            -445883,
            -445883,
            -376794
        ],
        [
            7,
            12,
            3,
            7,
            12,
            3
        ],
        [
            5,
            7,
            3,
            5,
            7,
            3
        ],
        [
            11,
            18,
            3,
            11,
            18,
            3
        ],
        [
            5723,
            4471,
            1252,
            5723,
            4471,
            1252
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            193728,
            324332,
            -493971,
            -396292,
            -157409,
            -577438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5739,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594339200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253220114,
    "expiration_time": 1764206496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 1.94841
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)