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Trade: ZEN/USDT/360/VWMA/DCM/5272

Strategy
ZEN/USDT/360/VWMA/DCM/5272
Pair
ZEN_USDT
Interval
6h
Score
351307
Daily Profit
0.184130
Profit Factor
1.369095
Profitability
47.413793
Streak
109.597913
Best Strategy
Training Data Length
1919.750000
Evaluation Time
2025-10-07 17:21
Expiration Time
2025-12-04 04:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353484.3464 411863.4807 -58379.1343 -98854.7011 601933.1456 -700787.8467
Total P&L (%) 353.4843 411.8635 -58.3791 -98.8547 601.9331 -700.7878
Avg Daily Profit (%) 0.1841 0.2145 -0.0304 -0.2325 0.1016 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202528 -154954 -171270 -896809 -105443 -793700
Profit Factor 1.3691 1.8602 0.8781 0.8919 6.2545 0.1241
Total Trades 116 58 58 116 58 58
Winning Trades 55 23 32 55 23 32
Losing Trades 61 35 26 61 35 26
Profitability (%) 47.4138 39.6552 55.1724 47.4138 39.6552 55.1724
Ratio Avg Win / Avg Loss 1.5185 2.8307 0.7135 0.9892 9.5177 0.1008
Largest Winning Trade 170804 170804 38472 566012 566012 92069
Largest Losing Trade -99136 -60381 -99136 -377367 -76036 -377367
Avg Bars in Trades 62 79 44 62 79 44
Avg Bars in Winners 70 92 54 70 92 54
Avg Bars in Losers 54 71 31 54 71 31
Bars Traded 7202 4636 2566 7202 4636 2566
Profit Streak 109.5979 109.5979 130.3479 109.5979 109.5979 130.3479
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351307 -172518 -758778 -580122 -232244 -758778
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7679,
    "evaluation_days": 1919.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597989600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759846859651,
    "expiration_time": 1764814392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "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": [
        [
            353484.3463566087,
            411863.4807021161,
            -58379.1343455073,
            -98854.7011057955,
            601933.1455846423,
            -700787.8466904381
        ],
        [
            353.484346,
            411.863481,
            -58.379134,
            -98.854701,
            601.933146,
            -700.787847
        ],
        [
            0.18413,
            0.21454,
            -0.03041,
            -0.232546,
            0.101558,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202528,
            -154954,
            -171270,
            -896809,
            -105443,
            -793700
        ],
        [
            1.369095,
            1.860201,
            0.878099,
            0.891917,
            6.254519,
            0.124085
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            47.413793,
            39.655172,
            55.172414,
            47.413793,
            39.655172,
            55.172414
        ],
        [
            1.518451,
            2.83074,
            0.713455,
            0.989217,
            9.517746,
            0.100819
        ],
        [
            170804,
            170804,
            38472,
            566012,
            566012,
            92069
        ],
        [
            -99136,
            -60381,
            -99136,
            -377367,
            -76036,
            -377367
        ],
        [
            62,
            79,
            44,
            62,
            79,
            44
        ],
        [
            70,
            92,
            54,
            70,
            92,
            54
        ],
        [
            54,
            71,
            31,
            54,
            71,
            31
        ],
        [
            7202,
            4636,
            2566,
            7202,
            4636,
            2566
        ],
        [
            109.597913,
            109.597913,
            130.347913,
            109.597913,
            109.597913,
            130.347913
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351307,
            -172518,
            -758778,
            -580122,
            -232244,
            -758778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7679,
    "evaluation_days": 1919.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597989600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759846859651,
    "expiration_time": 1764814392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "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)