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Trade: ZEN/USDT/360/KCB/VWMA/3287

Strategy
ZEN/USDT/360/KCB/VWMA/3287
Pair
ZEN_USDT
Interval
6h
Score
307950
Daily Profit
0.163249
Profit Factor
1.424324
Profitability
59.292035
Streak
17.865469
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-02 23:46
Expiration Time
2025-11-29 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312622.5122 291570.3405 21052.1717 449.2147 149077.1669 -148627.9522
Total P&L (%) 312.6225 291.5703 21.0522 0.4492 149.0772 -148.628
Avg Daily Profit (%) 0.1632 0.1523 0.011 0.0002 0.0477 0
Buy And Hold Return (%) 17.022 17.022 17.022 17.022 17.022 17.022
Max Trade Drawdown -114611 -55443 -160500 -137399 -61209 -176364
Profit Factor 1.4243 1.8962 1.0512 1.0006 1.5522 0.6518
Total Trades 113 56 57 113 56 57
Winning Trades 67 32 35 67 32 35
Losing Trades 46 24 22 46 24 22
Profitability (%) 59.292 57.1429 61.4035 59.292 57.1429 61.4035
Ratio Avg Win / Avg Loss 0.9779 1.4222 0.6607 0.687 1.1641 0.4097
Largest Winning Trade 79517 79517 49449 51037 51037 24815
Largest Losing Trade -79488 -38099 -79488 -106244 -33685 -106244
Avg Bars in Trades 64 74 55 64 74 55
Avg Bars in Winners 56 50 61 56 50 61
Avg Bars in Losers 77 105 46 77 105 46
Bars Traded 7317 4150 3167 7317 4150 3167
Profit Streak 17.8655 0 68.3655 17.8655 0 68.3655
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307950 -169427 -613783 -577686 -306756 -758385
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7660,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595872800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759437976544,
    "expiration_time": 1764391680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "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": [
        [
            312622.5121647303,
            291570.340471244,
            21052.1716934861,
            449.2147074121,
            149077.1669493927,
            -148627.9522419805
        ],
        [
            312.622512,
            291.57034,
            21.052172,
            0.449215,
            149.077167,
            -148.627952
        ],
        [
            0.163249,
            0.152256,
            0.010993,
            0.000234,
            0.047666,
            0
        ],
        [
            17.022008,
            17.022008,
            17.022008,
            17.022008,
            17.022008,
            17.022008
        ],
        [
            -114611,
            -55443,
            -160500,
            -137399,
            -61209,
            -176364
        ],
        [
            1.424324,
            1.896226,
            1.051169,
            1.000645,
            1.552166,
            0.651843
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            59.292035,
            57.142857,
            61.403509,
            59.292035,
            57.142857,
            61.403509
        ],
        [
            0.977894,
            1.42217,
            0.660735,
            0.68701,
            1.164124,
            0.40973
        ],
        [
            79517,
            79517,
            49449,
            51037,
            51037,
            24815
        ],
        [
            -79488,
            -38099,
            -79488,
            -106244,
            -33685,
            -106244
        ],
        [
            64,
            74,
            55,
            64,
            74,
            55
        ],
        [
            56,
            50,
            61,
            56,
            50,
            61
        ],
        [
            77,
            105,
            46,
            77,
            105,
            46
        ],
        [
            7317,
            4150,
            3167,
            7317,
            4150,
            3167
        ],
        [
            17.865469,
            0,
            68.365469,
            17.865469,
            0,
            68.365469
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307950,
            -169427,
            -613783,
            -577686,
            -306756,
            -758385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7660,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595872800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759437976544,
    "expiration_time": 1764391680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "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)