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Trade: ZEN/USDT/360/SSF/VWMA/9654

Strategy
ZEN/USDT/360/SSF/VWMA/9654
Pair
ZEN_USDT
Interval
6h
Score
420107
Daily Profit
0.161415
Profit Factor
1.896458
Profitability
64.705882
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 22:21
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248982.2411 307777.3157 -58795.0746 -94332.9454 522320.4971 -616653.4425
Total P&L (%) 248.9822 307.7773 -58.7951 -94.3329 522.3205 -616.6534
Avg Daily Profit (%) 0.1306 0.1614 -0.0308 -0.1504 0.0959 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199238 -149819 -138603 -525633 -126370 -650311
Profit Factor 1.3449 1.8965 0.8447 0.9043 3.6944 0.2208
Total Trades 69 34 35 69 34 35
Winning Trades 40 22 18 40 22 18
Losing Trades 29 12 17 29 12 17
Profitability (%) 57.971 64.7059 51.4286 57.971 64.7059 51.4286
Ratio Avg Win / Avg Loss 0.9751 1.0344 0.7977 0.6556 2.0151 0.2085
Largest Winning Trade 181192 181192 43436 341998 341998 35579
Largest Losing Trade -90457 -63165 -90457 -401256 -51789 -401256
Avg Bars in Trades 105 142 69 105 142 69
Avg Bars in Winners 102 114 87 102 114 87
Avg Bars in Losers 109 193 49 109 193 49
Bars Traded 7265 4834 2431 7265 4834 2431
Profit Streak 60.8068 0 116.8068 60.8068 0 116.8068
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124415 420107 -580038 -685184 -55755 -580038

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597687200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828108333,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "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": [
        [
            248982.2411175735,
            307777.3157422683,
            -58795.0746246951,
            -94332.9453516357,
            522320.4971179388,
            -616653.4424695745
        ],
        [
            248.982241,
            307.777316,
            -58.795075,
            -94.332945,
            522.320497,
            -616.653442
        ],
        [
            0.130579,
            0.161415,
            -0.030835,
            -0.150431,
            0.095931,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199238,
            -149819,
            -138603,
            -525633,
            -126370,
            -650311
        ],
        [
            1.344939,
            1.896458,
            0.844659,
            0.904251,
            3.694421,
            0.220764
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            57.971014,
            64.705882,
            51.428571,
            57.971014,
            64.705882,
            51.428571
        ],
        [
            0.975081,
            1.034432,
            0.797733,
            0.655582,
            2.015139,
            0.208499
        ],
        [
            181192,
            181192,
            43436,
            341998,
            341998,
            35579
        ],
        [
            -90457,
            -63165,
            -90457,
            -401256,
            -51789,
            -401256
        ],
        [
            105,
            142,
            69,
            105,
            142,
            69
        ],
        [
            102,
            114,
            87,
            102,
            114,
            87
        ],
        [
            109,
            193,
            49,
            109,
            193,
            49
        ],
        [
            7265,
            4834,
            2431,
            7265,
            4834,
            2431
        ],
        [
            60.806809,
            0,
            116.806809,
            60.806809,
            0,
            116.806809
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124415,
            420107,
            -580038,
            -685184,
            -55755,
            -580038
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597687200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828108333,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "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)