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Trade: ZEN/USDT/480/WMA/VWMA/4310

Strategy
ZEN/USDT/480/WMA/VWMA/4310
Pair
ZEN_USDT
Interval
8h
Score
306284
Daily Profit
0.255581
Profit Factor
1.615737
Profitability
42.307692
Streak
0.000000
Best Strategy
Training Data Length
1908.000000
Evaluation Time
2025-09-26 01:06
Expiration Time
2025-11-21 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487648.1176 470155.4601 17492.6575 26568.8773 142511.2427 -115942.3654
Total P&L (%) 487.6481 470.1555 17.4927 26.5689 142.5112 -115.9424
Avg Daily Profit (%) 0.2556 0.2464 0.0092 0.0124 0.0464 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154327 -153583 -72950 -769521 -694114 -279183
Profit Factor 1.6157 2.0068 1.0538 1.0108 1.0984 0.8842
Total Trades 130 65 65 130 65 65
Winning Trades 55 25 30 55 25 30
Losing Trades 75 40 35 75 40 35
Profitability (%) 42.3077 38.4615 46.1538 42.3077 38.4615 46.1538
Ratio Avg Win / Avg Loss 2.2033 3.2108 1.2295 1.3784 1.7575 1.0316
Largest Winning Trade 379570 379570 49965 489391 489391 191814
Largest Losing Trade -36146 -36146 -28454 -175285 -175285 -169543
Avg Bars in Trades 42 49 35 42 49 35
Avg Bars in Winners 61 77 48 61 77 48
Avg Bars in Losers 28 32 24 28 32 24
Bars Traded 5558 3244 2314 5558 3244 2314
Profit Streak 0 0 39.9214 0 0 39.9214
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306284 -124614 -482927 -390997 -378476 -711577

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596211200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758838004818,
    "expiration_time": 1763761536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            487648.1176197504,
            470155.4600944504,
            17492.6575252995,
            26568.8773395573,
            142511.2427111987,
            -115942.3653716413
        ],
        [
            487.648118,
            470.15546,
            17.492658,
            26.568877,
            142.511243,
            -115.942365
        ],
        [
            0.255581,
            0.246413,
            0.009168,
            0.01235,
            0.04644,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154327,
            -153583,
            -72950,
            -769521,
            -694114,
            -279183
        ],
        [
            1.615737,
            2.006772,
            1.053826,
            1.010848,
            1.098428,
            0.884202
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            42.307692,
            38.461538,
            46.153846,
            42.307692,
            38.461538,
            46.153846
        ],
        [
            2.203277,
            3.210835,
            1.229464,
            1.37843,
            1.757485,
            1.031569
        ],
        [
            379570,
            379570,
            49965,
            489391,
            489391,
            191814
        ],
        [
            -36146,
            -36146,
            -28454,
            -175285,
            -175285,
            -169543
        ],
        [
            42,
            49,
            35,
            42,
            49,
            35
        ],
        [
            61,
            77,
            48,
            61,
            77,
            48
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            5558,
            3244,
            2314,
            5558,
            3244,
            2314
        ],
        [
            0,
            0,
            39.921352,
            0,
            0,
            39.921352
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306284,
            -124614,
            -482927,
            -390997,
            -378476,
            -711577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596211200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758838004818,
    "expiration_time": 1763761536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)