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Trade: ZEN/USDT/15/VWMA/RMA/6045

Strategy
ZEN/USDT/15/VWMA/RMA/6045
Pair
ZEN_USDT
Interval
15m
Score
470672
Daily Profit
0.379708
Profit Factor
2.527312
Profitability
53.191489
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 12:53
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111255.565 12371.8897 98883.6753 128640.3324 -15211.7878 143852.1202
Total P&L (%) 111.2556 12.3719 98.8837 128.6403 -15.2118 143.8521
Avg Daily Profit (%) 0.4272 0.0475 0.3797 0.3181 -0.0633 0.3429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32779 -56671 -23161 -89296 -90503 -66542
Profit Factor 1.6212 1.1082 2.5273 1.359 0.9294 2.0076
Total Trades 94 47 47 94 47 47
Winning Trades 46 21 25 46 21 25
Losing Trades 48 26 22 48 26 22
Profitability (%) 48.9362 44.6809 53.1915 48.9362 44.6809 53.1915
Ratio Avg Win / Avg Loss 1.6917 1.372 2.224 1.4181 1.1507 1.7667
Largest Winning Trade 29190 29190 20946 53055 42002 53055
Largest Losing Trade -22784 -22784 -22193 -63733 -44594 -63733
Avg Bars in Trades 259 264 255 259 264 255
Avg Bars in Winners 210 186 230 210 186 230
Avg Bars in Losers 307 327 283 307 327 283
Bars Traded 24430 12435 11995 24430 12435 11995
Profit Streak 0 18.3498 0 0 18.3498 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 398651 -325796 470672 270572 -581931 423232

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758794019632,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "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": [
        [
            111255.5649920318,
            12371.8897340239,
            98883.6752580079,
            128640.332437038,
            -15211.7877879527,
            143852.1202249906
        ],
        [
            111.255565,
            12.37189,
            98.883675,
            128.640332,
            -15.211788,
            143.85212
        ],
        [
            0.427216,
            0.047507,
            0.379708,
            0.318061,
            -0.063344,
            0.342877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32779,
            -56671,
            -23161,
            -89296,
            -90503,
            -66542
        ],
        [
            1.621175,
            1.108182,
            2.527312,
            1.35899,
            0.929434,
            2.007581
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            48.93617,
            44.680851,
            53.191489,
            48.93617,
            44.680851,
            53.191489
        ],
        [
            1.691661,
            1.372035,
            2.224035,
            1.418077,
            1.150728,
            1.766671
        ],
        [
            29190,
            29190,
            20946,
            53055,
            42002,
            53055
        ],
        [
            -22784,
            -22784,
            -22193,
            -63733,
            -44594,
            -63733
        ],
        [
            259,
            264,
            255,
            259,
            264,
            255
        ],
        [
            210,
            186,
            230,
            210,
            186,
            230
        ],
        [
            307,
            327,
            283,
            307,
            327,
            283
        ],
        [
            24430,
            12435,
            11995,
            24430,
            12435,
            11995
        ],
        [
            0,
            18.349764,
            0,
            0,
            18.349764,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398651,
            -325796,
            470672,
            270572,
            -581931,
            423232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758794019632,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "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)