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Trade: ZEN/USDT/480/VWAP/ALMA/9823

Strategy
ZEN/USDT/480/VWAP/ALMA/9823
Pair
ZEN_USDT
Interval
8h
Score
380997
Daily Profit
0.174117
Profit Factor
2.281466
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
1909.330000
Evaluation Time
2025-09-27 13:26
Expiration Time
2025-11-23 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221415.1046 332445.9923 -111030.8877 -143355.9678 -20950.0658 -122405.902
Total P&L (%) 221.4151 332.446 -111.0309 -143.356 -20.9501 -122.4059
Avg Daily Profit (%) 0.116 0.1741 -0.0582 0 -0.0123 0
Buy And Hold Return (%) 10.0222 10.0222 10.0222 10.0222 10.0222 10.0222
Max Trade Drawdown -218452 -119235 -129036 -394565 -230661 -322637
Profit Factor 1.3473 2.2815 0.7063 0.8568 0.9519 0.7837
Total Trades 94 47 47 94 47 47
Winning Trades 47 22 25 46 25 21
Losing Trades 47 25 22 48 22 26
Profitability (%) 50 46.8085 53.1915 48.9362 53.1915 44.6809
Ratio Avg Win / Avg Loss 1.3473 2.5926 0.6216 0.8941 0.8377 0.9703
Largest Winning Trade 396518 396518 47245 166995 80497 166995
Largest Losing Trade -152277 -33421 -152277 -199146 -199146 -152277
Avg Bars in Trades 58 51 64 58 51 64
Avg Bars in Winners 61 55 67 51 48 56
Avg Bars in Losers 54 48 62 64 55 72
Bars Traded 5472 2420 3052 5472 2420 3052
Profit Streak 0 0 0 7.1015 8.4348 7.1015
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37562 380997 -580283 -579372 -579158 -582082
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601020800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758968768941,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 244
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 77,
            "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": [
        [
            221415.1046492392,
            332445.9923274658,
            -111030.8876782266,
            -143355.9677948559,
            -20950.0657943653,
            -122405.9020004906
        ],
        [
            221.415105,
            332.445992,
            -111.030888,
            -143.355968,
            -20.950066,
            -122.405902
        ],
        [
            0.115965,
            0.174117,
            -0.058152,
            0,
            -0.012312,
            0
        ],
        [
            10.022196,
            10.022196,
            10.022196,
            10.022196,
            10.022196,
            10.022196
        ],
        [
            -218452,
            -119235,
            -129036,
            -394565,
            -230661,
            -322637
        ],
        [
            1.347302,
            2.281466,
            0.706347,
            0.856817,
            0.951882,
            0.783667
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            47,
            22,
            25,
            46,
            25,
            21
        ],
        [
            47,
            25,
            22,
            48,
            22,
            26
        ],
        [
            50,
            46.808511,
            53.191489,
            48.93617,
            53.191489,
            44.680851
        ],
        [
            1.347302,
            2.592575,
            0.621586,
            0.89407,
            0.837656,
            0.970254
        ],
        [
            396518,
            396518,
            47245,
            166995,
            80497,
            166995
        ],
        [
            -152277,
            -33421,
            -152277,
            -199146,
            -199146,
            -152277
        ],
        [
            58,
            51,
            64,
            58,
            51,
            64
        ],
        [
            61,
            55,
            67,
            51,
            48,
            56
        ],
        [
            54,
            48,
            62,
            64,
            55,
            72
        ],
        [
            5472,
            2420,
            3052,
            5472,
            2420,
            3052
        ],
        [
            0,
            0,
            0,
            7.101492,
            8.434826,
            7.101492
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37562,
            380997,
            -580283,
            -579372,
            -579158,
            -582082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601020800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758968768941,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 244
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 77,
            "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)