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Trade: ZEN/USDT/240/VWAP/PWMA/3921

Strategy
ZEN/USDT/240/VWAP/PWMA/3921
Pair
ZEN_USDT
Interval
4h
Score
426886
Daily Profit
0.261247
Profit Factor
1.866044
Profitability
49.606299
Streak
26.101771
Best Strategy
Training Data Length
1906.500000
Evaluation Time
2025-09-27 01:26
Expiration Time
2025-11-20 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465875.3379 498068.0567 -32192.7189 -80769.8262 870522.4095 -951292.2356
Total P&L (%) 465.8753 498.0681 -32.1927 -80.7698 870.5224 -951.2922
Avg Daily Profit (%) 0.2444 0.2612 -0.0169 -0.0864 0.1193 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -276986 -161473 -173179 -1609812 -570673 -1175263
Profit Factor 1.3936 1.866 0.9471 0.9768 1.6513 0.5576
Total Trades 254 127 127 254 127 127
Winning Trades 122 63 59 122 63 59
Losing Trades 132 64 68 132 64 68
Profitability (%) 48.0315 49.6063 46.4567 48.0315 49.6063 46.4567
Ratio Avg Win / Avg Loss 1.5078 1.8957 1.0916 1.0569 1.6775 0.6427
Largest Winning Trade 349629 349629 48800 609783 609783 160612
Largest Losing Trade -82476 -38180 -82476 -1045781 -169942 -1045781
Avg Bars in Trades 43 42 43 43 42 43
Avg Bars in Winners 51 50 52 51 50 52
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 10953 5370 5583 10953 5370 5583
Profit Streak 26.1018 26.1018 30.7684 26.1018 26.1018 30.7684
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408577 426886 -580166 -577529 -30054 -581832
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925592984,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 161
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 169,
            "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": [
        [
            465875.3378605419,
            498068.0567303089,
            -32192.7188697672,
            -80769.826171957,
            870522.4094660804,
            -951292.2356380379
        ],
        [
            465.875338,
            498.068057,
            -32.192719,
            -80.769826,
            870.522409,
            -951.292236
        ],
        [
            0.244362,
            0.261247,
            -0.016886,
            -0.08644,
            0.119277,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -276986,
            -161473,
            -173179,
            -1609812,
            -570673,
            -1175263
        ],
        [
            1.393614,
            1.866044,
            0.947093,
            0.976836,
            1.651332,
            0.557623
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            48.031496,
            49.606299,
            46.456693,
            48.031496,
            49.606299,
            46.456693
        ],
        [
            1.507844,
            1.895664,
            1.091565,
            1.056905,
            1.677543,
            0.642684
        ],
        [
            349629,
            349629,
            48800,
            609783,
            609783,
            160612
        ],
        [
            -82476,
            -38180,
            -82476,
            -1045781,
            -169942,
            -1045781
        ],
        [
            43,
            42,
            43,
            43,
            42,
            43
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            10953,
            5370,
            5583,
            10953,
            5370,
            5583
        ],
        [
            26.10177,
            26.101771,
            30.768437,
            26.101771,
            26.101771,
            30.768437
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408577,
            426886,
            -580166,
            -577529,
            -30054,
            -581832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925592984,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 161
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 169,
            "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)