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Trade: ZEN/USDT/480/VWMA/ZLMA/3811

Strategy
ZEN/USDT/480/VWMA/ZLMA/3811
Pair
ZEN_USDT
Interval
8h
Score
301207
Daily Profit
0.162149
Profit Factor
2.350644
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1909.330000
Evaluation Time
2025-09-27 11:40
Expiration Time
2025-11-23 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338439.3591 309595.0206 28844.3385 61176.4954 -112440.257 173616.7524
Total P&L (%) 338.4394 309.595 28.8443 61.1765 -112.4403 173.6168
Avg Daily Profit (%) 0.1773 0.1621 0.0151 0.025 0 0.0527
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158060 -141046 -73466 -733906 -768888 -230024
Profit Factor 1.6914 2.3506 1.1108 1.0325 0.8882 1.1983
Total Trades 58 29 29 58 29 29
Winning Trades 24 12 12 24 12 12
Losing Trades 34 17 17 34 17 17
Profitability (%) 41.3793 41.3793 41.3793 41.3793 41.3793 41.3793
Ratio Avg Win / Avg Loss 2.3962 3.3301 1.5737 1.4627 1.2583 1.6976
Largest Winning Trade 117689 117689 56685 275684 200380 275684
Largest Losing Trade -70826 -33157 -70826 -230321 -230321 -230024
Avg Bars in Trades 93 70 116 93 70 116
Avg Bars in Winners 140 96 185 140 96 185
Avg Bars in Losers 59 51 67 59 51 67
Bars Traded 5401 2032 3369 5401 2032 3369
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 -172220 301207 -276792 -527664 -582518 -127192
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597132800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758962459330,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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": [
        [
            338439.3591214803,
            309595.0205758145,
            28844.3385456659,
            61176.4953549353,
            -112440.2570028106,
            173616.7523577457
        ],
        [
            338.439359,
            309.595021,
            28.844339,
            61.176495,
            -112.440257,
            173.616752
        ],
        [
            0.177256,
            0.162149,
            0.015107,
            0.025003,
            0,
            0.052732
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158060,
            -141046,
            -73466,
            -733906,
            -768888,
            -230024
        ],
        [
            1.691416,
            2.350644,
            1.110826,
            1.03252,
            0.888192,
            1.198298
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931
        ],
        [
            2.396173,
            3.33008,
            1.57367,
            1.462737,
            1.258272,
            1.697589
        ],
        [
            117689,
            117689,
            56685,
            275684,
            200380,
            275684
        ],
        [
            -70826,
            -33157,
            -70826,
            -230321,
            -230321,
            -230024
        ],
        [
            93,
            70,
            116,
            93,
            70,
            116
        ],
        [
            140,
            96,
            185,
            140,
            96,
            185
        ],
        [
            59,
            51,
            67,
            59,
            51,
            67
        ],
        [
            5401,
            2032,
            3369,
            5401,
            2032,
            3369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172220,
            301207,
            -276792,
            -527664,
            -582518,
            -127192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5728,
    "evaluation_days": 1909.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597132800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758962459330,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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)