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Trade: ZEN/USDT/120/MIDPOINT/VWMA/3582

Strategy
ZEN/USDT/120/MIDPOINT/VWMA/3582
Pair
ZEN_USDT
Interval
2h
Score
322024
Daily Profit
0.155873
Profit Factor
1.285890
Profitability
57.394366
Streak
16.375978
Best Strategy
Training Data Length
1914.580000
Evaluation Time
2025-10-03 08:01
Expiration Time
2025-12-11 04:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190198.8312 298431.1965 -108232.3654 -86826.0256 124431.3518 -211257.3774
Total P&L (%) 190.1988 298.4312 -108.2324 -86.826 124.4314 -211.2574
Avg Daily Profit (%) 0.0993 0.1559 -0.0565 -0.1058 0.0422 0
Buy And Hold Return (%) 30.0839 30.0839 30.0839 30.0839 30.0839 30.0839
Max Trade Drawdown -396447 -264815 -219263 -374282 -208875 -223555
Profit Factor 1.0893 1.2859 0.9004 0.9281 1.1875 0.6117
Total Trades 569 284 285 569 284 285
Winning Trades 323 163 160 323 163 160
Losing Trades 246 121 125 246 121 125
Profitability (%) 56.7663 57.3944 56.1404 56.7663 57.3944 56.1404
Ratio Avg Win / Avg Loss 0.8296 0.9546 0.7034 0.7068 0.8815 0.4779
Largest Winning Trade 72891 72891 46471 57313 57313 24389
Largest Losing Trade -43550 -41672 -43550 -78580 -64907 -78580
Avg Bars in Trades 40 40 39 40 40 39
Avg Bars in Winners 32 30 34 32 30 34
Avg Bars in Losers 50 55 44 50 55 44
Bars Traded 22810 11643 11167 22810 11643 11167
Profit Streak 1.2926 16.376 1.2926 1.2926 16.376 1.2926
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -182868 322024 -581354 -578853 -151134 -581354
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22975,
    "evaluation_days": 1914.58,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594864800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759467684477,
    "expiration_time": 1765419120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
            190198.831161071,
            298431.1965329291,
            -108232.365371858,
            -86826.02560495,
            124431.351839082,
            -211257.3774440316
        ],
        [
            190.198831,
            298.431197,
            -108.232365,
            -86.826026,
            124.431352,
            -211.257377
        ],
        [
            0.099342,
            0.155873,
            -0.056531,
            -0.105812,
            0.042232,
            0
        ],
        [
            30.083943,
            30.083943,
            30.083943,
            30.083943,
            30.083943,
            30.083943
        ],
        [
            -396447,
            -264815,
            -219263,
            -374282,
            -208875,
            -223555
        ],
        [
            1.089276,
            1.28589,
            0.900392,
            0.928096,
            1.187534,
            0.611666
        ],
        [
            569,
            284,
            285,
            569,
            284,
            285
        ],
        [
            323,
            163,
            160,
            323,
            163,
            160
        ],
        [
            246,
            121,
            125,
            246,
            121,
            125
        ],
        [
            56.766257,
            57.394366,
            56.140351,
            56.766257,
            57.394366,
            56.140351
        ],
        [
            0.829604,
            0.954556,
            0.703431,
            0.706847,
            0.881543,
            0.477864
        ],
        [
            72891,
            72891,
            46471,
            57313,
            57313,
            24389
        ],
        [
            -43550,
            -41672,
            -43550,
            -78580,
            -64907,
            -78580
        ],
        [
            40,
            40,
            39,
            40,
            40,
            39
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            50,
            55,
            44,
            50,
            55,
            44
        ],
        [
            22810,
            11643,
            11167,
            22810,
            11643,
            11167
        ],
        [
            1.292644,
            16.375978,
            1.292644,
            1.292644,
            16.375978,
            1.292644
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -182868,
            322024,
            -581354,
            -578853,
            -151134,
            -581354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22975,
    "evaluation_days": 1914.58,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594864800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759467684477,
    "expiration_time": 1765419120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)