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Trade: ZEN/USDT/720/MIDPOINT/VWMA/3378

Strategy
ZEN/USDT/720/MIDPOINT/VWMA/3378
Pair
ZEN_USDT
Interval
12h
Score
433889
Daily Profit
0.171232
Profit Factor
1.982613
Profitability
52.500000
Streak
87.374037
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 23:58
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275259.3451 326538.5882 -51279.2431 -98653.9591 94174.3083 -192828.2675
Total P&L (%) 275.2593 326.5386 -51.2792 -98.654 94.1743 -192.8283
Avg Daily Profit (%) 0.1443 0.1712 -0.0269 -0.2257 0.0348 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122495 -63344 -217545 -137034 -12859 -208286
Profit Factor 1.3689 1.9826 0.8761 0.6141 4.2047 0.1477
Total Trades 80 40 40 80 40 40
Winning Trades 45 21 24 45 21 24
Losing Trades 35 19 16 35 19 16
Profitability (%) 56.25 52.5 60 56.25 52.5 60
Ratio Avg Win / Avg Loss 1.0647 1.7938 0.5841 0.4776 3.8042 0.0985
Largest Winning Trade 182052 182052 62563 62132 62132 13934
Largest Losing Trade -99086 -43011 -99086 -95209 -11252 -95209
Avg Bars in Trades 45 37 52 45 37 52
Avg Bars in Winners 44 24 61 44 24 61
Avg Bars in Losers 45 51 39 45 51 39
Bars Traded 3601 1503 2098 3601 1503 2098
Profit Streak 51.374 87.374 0 51.374 87.374 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 -22248 433889 -579453 -603181 -138279 -579453
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920316815,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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": [
        [
            275259.3451289768,
            326538.5882340248,
            -51279.2431050479,
            -98653.9591078367,
            94174.3083447601,
            -192828.2674525967
        ],
        [
            275.259345,
            326.538588,
            -51.279243,
            -98.653959,
            94.174308,
            -192.828267
        ],
        [
            0.144342,
            0.171232,
            -0.02689,
            -0.22565,
            0.034803,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122495,
            -63344,
            -217545,
            -137034,
            -12859,
            -208286
        ],
        [
            1.368894,
            1.982613,
            0.876095,
            0.614093,
            4.204662,
            0.14774
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            56.25,
            52.5,
            60,
            56.25,
            52.5,
            60
        ],
        [
            1.064695,
            1.793793,
            0.584063,
            0.477628,
            3.804218,
            0.098493
        ],
        [
            182052,
            182052,
            62563,
            62132,
            62132,
            13934
        ],
        [
            -99086,
            -43011,
            -99086,
            -95209,
            -11252,
            -95209
        ],
        [
            45,
            37,
            52,
            45,
            37,
            52
        ],
        [
            44,
            24,
            61,
            44,
            24,
            61
        ],
        [
            45,
            51,
            39,
            45,
            51,
            39
        ],
        [
            3601,
            1503,
            2098,
            3601,
            1503,
            2098
        ],
        [
            51.374037,
            87.374037,
            0,
            51.374037,
            87.374037,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22248,
            433889,
            -579453,
            -603181,
            -138279,
            -579453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920316815,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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)