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Trade: ZEN/USDT/120/VWAP/KCU/4712

Strategy
ZEN/USDT/120/VWAP/KCU/4712
Pair
ZEN_USDT
Interval
2h
Score
333214
Daily Profit
0.158116
Profit Factor
1.426126
Profitability
68.939394
Streak
0.000000
Best Strategy
Training Data Length
1912.500000
Evaluation Time
2025-10-01 06:11
Expiration Time
2025-12-09 00:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302397.3388 306649.3284 -4251.9896 -36635.1836 1813.7251 -38448.9088
Total P&L (%) 302.3973 306.6493 -4.252 -36.6352 1.8137 -38.4489
Avg Daily Profit (%) 0.1581 0.1603 -0.0022 -0.0239 0.0009 -0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151901 -156263 -61507 -727229 -732226 -150859
Profit Factor 1.4261 1.5573 0.9733 0.9787 1.0013 0.8752
Total Trades 132 66 66 132 66 66
Winning Trades 91 46 45 91 46 45
Losing Trades 41 20 21 41 20 21
Profitability (%) 68.9394 69.697 68.1818 68.9394 69.697 68.1818
Ratio Avg Win / Avg Loss 0.6425 0.6771 0.4542 0.4409 0.4353 0.4084
Largest Winning Trade 76616 76616 14942 252894 252894 69034
Largest Losing Trade -65348 -65348 -61507 -488659 -488659 -118990
Avg Bars in Trades 172 335 8 172 335 8
Avg Bars in Winners 68 129 5 68 129 5
Avg Bars in Losers 403 811 15 403 811 15
Bars Traded 22730 22160 570 22730 22160 570
Profit Streak 0 0 81.4664 0 0 81.4664
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333214 -114355 -701765 -577973 -699738 -701765
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22950,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594692000000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759288294675,
    "expiration_time": 1765232640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            302397.338840645,
            306649.3284247185,
            -4251.9895840737,
            -36635.1836319214,
            1813.7251467434,
            -38448.9087786649
        ],
        [
            302.397339,
            306.649328,
            -4.25199,
            -36.635184,
            1.813725,
            -38.448909
        ],
        [
            0.158116,
            0.16034,
            -0.002223,
            -0.023854,
            0.00094,
            -0.025372
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151901,
            -156263,
            -61507,
            -727229,
            -732226,
            -150859
        ],
        [
            1.426126,
            1.557261,
            0.973319,
            0.978691,
            1.001285,
            0.875203
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            68.939394,
            69.69697,
            68.181818,
            68.939394,
            69.69697,
            68.181818
        ],
        [
            0.64254,
            0.67707,
            0.454216,
            0.440949,
            0.435341,
            0.408428
        ],
        [
            76616,
            76616,
            14942,
            252894,
            252894,
            69034
        ],
        [
            -65348,
            -65348,
            -61507,
            -488659,
            -488659,
            -118990
        ],
        [
            172,
            335,
            8,
            172,
            335,
            8
        ],
        [
            68,
            129,
            5,
            68,
            129,
            5
        ],
        [
            403,
            811,
            15,
            403,
            811,
            15
        ],
        [
            22730,
            22160,
            570,
            22730,
            22160,
            570
        ],
        [
            0,
            0,
            81.466373,
            0,
            0,
            81.466374
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333214,
            -114355,
            -701765,
            -577973,
            -699738,
            -701765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22950,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594692000000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759288294675,
    "expiration_time": 1765232640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)