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Trade: ZEN/USDT/240/VWMA/BBU/1281

Strategy
ZEN/USDT/240/VWMA/BBU/1281
Pair
ZEN_USDT
Interval
4h
Score
320185
Daily Profit
0.281990
Profit Factor
1.644161
Profitability
40.251572
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 18:52
Expiration Time
2025-11-30 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540152.6582 483064.9151 57087.7431 185928.1797 -81465.2932 267393.4729
Total P&L (%) 540.1527 483.0649 57.0877 185.9282 -81.4653 267.3935
Avg Daily Profit (%) 0.282 0.2522 0.0298 0.0549 -0.088 0.068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186702 -157634 -82063 -1264709 -874067 -577406
Profit Factor 1.6442 2.1408 1.1375 1.0541 0.9532 1.1574
Total Trades 159 79 80 159 79 80
Winning Trades 64 29 35 64 29 35
Losing Trades 95 50 45 95 50 45
Profitability (%) 40.2516 36.7089 43.75 40.2516 36.7089 43.75
Ratio Avg Win / Avg Loss 2.4406 3.6911 1.4625 1.5646 1.6434 1.4881
Largest Winning Trade 297922 297922 35717 391904 391904 331299
Largest Losing Trade -39996 -39996 -29746 -378580 -187873 -378580
Avg Bars in Trades 70 83 56 70 83 56
Avg Bars in Winners 105 136 79 105 136 79
Avg Bars in Losers 46 53 38 46 53 38
Bars Traded 11149 6623 4526 11149 6623 4526
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320185 -19987 -245063 -282547 -610127 -171428
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506757267,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 2.95709
        }
    }
}
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": [
        [
            540152.6582032108,
            483064.9150926052,
            57087.7431106057,
            185928.1796734116,
            -81465.2932015379,
            267393.4728749497
        ],
        [
            540.152658,
            483.064915,
            57.087743,
            185.92818,
            -81.465293,
            267.393473
        ],
        [
            0.28199,
            0.252187,
            0.029803,
            0.054861,
            -0.087955,
            0.067956
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186702,
            -157634,
            -82063,
            -1264709,
            -874067,
            -577406
        ],
        [
            1.644161,
            2.140809,
            1.137529,
            1.054077,
            0.953177,
            1.157442
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            95,
            50,
            45,
            95,
            50,
            45
        ],
        [
            40.251572,
            36.708861,
            43.75,
            40.251572,
            36.708861,
            43.75
        ],
        [
            2.440551,
            3.69105,
            1.462537,
            1.564645,
            1.643409,
            1.48814
        ],
        [
            297922,
            297922,
            35717,
            391904,
            391904,
            331299
        ],
        [
            -39996,
            -39996,
            -29746,
            -378580,
            -187873,
            -378580
        ],
        [
            70,
            83,
            56,
            70,
            83,
            56
        ],
        [
            105,
            136,
            79,
            105,
            136,
            79
        ],
        [
            46,
            53,
            38,
            46,
            53,
            38
        ],
        [
            11149,
            6623,
            4526,
            11149,
            6623,
            4526
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320185,
            -19987,
            -245063,
            -282547,
            -610127,
            -171428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506757267,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 2.95709
        }
    }
}

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)