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Trade: ZEN/USDT/720/VWAP/HILO/6885

Strategy
ZEN/USDT/720/VWAP/HILO/6885
Pair
ZEN_USDT
Interval
12h
Score
578642
Daily Profit
0.434475
Profit Factor
3.748552
Profitability
46.341463
Streak
33.697673
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-06 19:44
Expiration Time
2025-12-03 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 756359.7116 833757.3769 -77397.6654 -72204.5929 513389.82 -585594.4129
Total P&L (%) 756.3597 833.7574 -77.3977 -72.2046 513.3898 -585.5944
Avg Daily Profit (%) 0.3941 0.4345 -0.0403 -0.0667 0.0946 0
Buy And Hold Return (%) 65.9852 65.9852 65.9852 65.9852 65.9852 65.9852
Max Trade Drawdown -274341 -211544 -162802 -1513024 -937612 -683355
Profit Factor 2.3055 3.7486 0.7196 0.9708 1.4164 0.5268
Total Trades 82 41 41 82 41 41
Winning Trades 40 19 21 40 19 21
Losing Trades 42 22 20 42 22 20
Profitability (%) 48.7805 46.3415 51.2195 48.7805 46.3415 51.2195
Ratio Avg Win / Avg Loss 2.4207 4.3404 0.6853 1.0193 1.64 0.5017
Largest Winning Trade 991892 991892 27972 1386168 1386168 132024
Largest Losing Trade -49848 -46933 -49848 -410659 -380916 -410659
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 49 38 59 49 38 59
Avg Bars in Losers 37 36 38 37 36 38
Bars Traded 3560 1540 2020 3560 1540 2020
Profit Streak 0 33.6977 0 0 33.6977 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 174058 578642 -580584 -588363 -65243 -580584
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769078966,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            756359.7115802463,
            833757.3769312126,
            -77397.6653509659,
            -72204.5929457059,
            513389.8199675116,
            -585594.4129132174
        ],
        [
            756.359712,
            833.757377,
            -77.397665,
            -72.204593,
            513.38982,
            -585.594413
        ],
        [
            0.394143,
            0.434475,
            -0.040332,
            -0.066695,
            0.094564,
            0
        ],
        [
            65.985161,
            65.985161,
            65.985161,
            65.985161,
            65.985161,
            65.985161
        ],
        [
            -274341,
            -211544,
            -162802,
            -1513024,
            -937612,
            -683355
        ],
        [
            2.305453,
            3.748552,
            0.719615,
            0.970773,
            1.416363,
            0.526769
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            48.780488,
            46.341463,
            51.219512,
            48.780488,
            46.341463,
            51.219512
        ],
        [
            2.420726,
            4.340429,
            0.685348,
            1.019312,
            1.639999,
            0.501685
        ],
        [
            991892,
            991892,
            27972,
            1386168,
            1386168,
            132024
        ],
        [
            -49848,
            -46933,
            -49848,
            -410659,
            -380916,
            -410659
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            49,
            38,
            59,
            49,
            38,
            59
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            3560,
            1540,
            2020,
            3560,
            1540,
            2020
        ],
        [
            0,
            33.697673,
            0,
            0,
            33.697673,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            174058,
            578642,
            -580584,
            -588363,
            -65243,
            -580584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769078966,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)