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Trade: ZEN/USDT/720/HWMA/VWMA/2064

Strategy
ZEN/USDT/720/HWMA/VWMA/2064
Pair
ZEN_USDT
Interval
12h
Score
340904
Daily Profit
0.179464
Profit Factor
1.920115
Profitability
43.965517
Streak
0.000000
Best Strategy
Training Data Length
1917.000000
Evaluation Time
2025-10-05 03:23
Expiration Time
2025-12-01 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -339804.9286 114251.6334 -454056.562 3010095.781 322034.4741 2688061.3069
Total P&L (%) -339.8049 114.2516 -454.0566 3010.0958 322.0345 2688.0613
Avg Daily Profit (%) -0.1773 0.0596 -0.2369 0.1795 0.0751 0.1738
Buy And Hold Return (%) 90.0933 90.0933 90.0933 90.0933 90.0933 90.0933
Max Trade Drawdown -531105 -111566 -560323 -819346 -819346 -750427
Profit Factor 0.7053 1.3675 0.4607 1.9201 1.1452 3.5519
Total Trades 116 58 58 116 58 58
Winning Trades 81 38 43 51 25 26
Losing Trades 35 20 15 65 33 32
Profitability (%) 69.8276 65.5172 74.1379 43.9655 43.1034 44.8276
Ratio Avg Win / Avg Loss 0.3047 0.7197 0.1607 2.4472 1.5116 4.3715
Largest Winning Trade 54537 54537 27981 1282594 557674 1282594
Largest Losing Trade -518467 -53610 -518467 -819346 -819346 -269670
Avg Bars in Trades 30 41 20 30 41 20
Avg Bars in Winners 12 13 11 41 65 18
Avg Bars in Losers 72 92 45 21 22 21
Bars Traded 3548 2379 1169 3548 2379 1169
Profit Streak 0 0 280.0164 0 0 419.5164
Trades During Streak 0 0 11 0 0 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577899 -374909 -755908 340904 -337666 -165734
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623820432,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82864,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            -339804.9286331502,
            114251.6333823166,
            -454056.562015467,
            3010095.780979729,
            322034.4741058277,
            2688061.306873901
        ],
        [
            -339.804929,
            114.251633,
            -454.056562,
            3010.095781,
            322.034474,
            2688.061307
        ],
        [
            -0.177259,
            0.059599,
            -0.236858,
            0.179464,
            0.075141,
            0.173752
        ],
        [
            90.093324,
            90.093324,
            90.093324,
            90.093324,
            90.093324,
            90.093324
        ],
        [
            -531105,
            -111566,
            -560323,
            -819346,
            -819346,
            -750427
        ],
        [
            0.705262,
            1.367493,
            0.460747,
            1.920115,
            1.145187,
            3.551874
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            81,
            38,
            43,
            51,
            25,
            26
        ],
        [
            35,
            20,
            15,
            65,
            33,
            32
        ],
        [
            69.827586,
            65.517241,
            74.137931,
            43.965517,
            43.103448,
            44.827586
        ],
        [
            0.304743,
            0.719733,
            0.160726,
            2.447205,
            1.511647,
            4.371537
        ],
        [
            54537,
            54537,
            27981,
            1282594,
            557674,
            1282594
        ],
        [
            -518467,
            -53610,
            -518467,
            -819346,
            -819346,
            -269670
        ],
        [
            30,
            41,
            20,
            30,
            41,
            20
        ],
        [
            12,
            13,
            11,
            41,
            65,
            18
        ],
        [
            72,
            92,
            45,
            21,
            22,
            21
        ],
        [
            3548,
            2379,
            1169,
            3548,
            2379,
            1169
        ],
        [
            0,
            0,
            280.01644,
            0,
            0,
            419.51644
        ],
        [
            0,
            0,
            11,
            0,
            0,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577899,
            -374909,
            -755908,
            340904,
            -337666,
            -165734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623820432,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82864,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)