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Trade: ZEN/USDT/720/SINWMA/VWAP/8590

Strategy
ZEN/USDT/720/SINWMA/VWAP/8590
Pair
ZEN_USDT
Interval
12h
Score
440327
Daily Profit
0.242719
Profit Factor
2.668916
Profitability
46.341463
Streak
33.163349
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 06:55
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470546.801 464685.0642 5861.7368 -48734.1889 60860.4307 -109594.6196
Total P&L (%) 470.5468 464.6851 5.8617 -48.7342 60.8604 -109.5946
Avg Daily Profit (%) 0.2458 0.2427 0.0031 -0.0349 0.0248 0
Buy And Hold Return (%) 58.6667 58.6667 58.6667 58.6667 58.6667 58.6667
Max Trade Drawdown -193719 -155579 -126627 -688729 -545801 -316577
Profit Factor 1.9078 2.6689 1.0244 0.9677 1.072 0.8352
Total Trades 81 41 40 81 41 40
Winning Trades 42 19 23 42 19 23
Losing Trades 39 22 17 39 22 17
Profitability (%) 51.8519 46.3415 57.5 51.8519 46.3415 57.5
Ratio Avg Win / Avg Loss 1.7715 3.0903 0.7572 0.8986 1.2413 0.6173
Largest Winning Trade 598485 598485 49224 598485 598485 142059
Largest Losing Trade -49264 -33866 -49264 -217626 -217626 -172327
Avg Bars in Trades 43 35 50 43 35 50
Avg Bars in Winners 45 35 54 45 35 54
Avg Bars in Losers 40 36 45 40 36 45
Bars Traded 3498 1469 2029 3498 1469 2029
Profit Streak 33.1633 33.1633 60.6633 33.1633 33.1633 60.6633
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3407 440327 -547367 -595820 -456019 -578327
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377313395,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "offset": 12
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}
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": [
        [
            470546.8009759891,
            464685.0641759197,
            5861.7368000696,
            -48734.1888977049,
            60860.4306580006,
            -109594.6195557055
        ],
        [
            470.546801,
            464.685064,
            5.861737,
            -48.734189,
            60.860431,
            -109.59462
        ],
        [
            0.245781,
            0.242719,
            0.003062,
            -0.034893,
            0.024833,
            0
        ],
        [
            58.666667,
            58.666667,
            58.666667,
            58.666667,
            58.666667,
            58.666667
        ],
        [
            -193719,
            -155579,
            -126627,
            -688729,
            -545801,
            -316577
        ],
        [
            1.907802,
            2.668916,
            1.024434,
            0.967735,
            1.071994,
            0.835218
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            51.851852,
            46.341463,
            57.5,
            51.851852,
            46.341463,
            57.5
        ],
        [
            1.77153,
            3.090324,
            0.75719,
            0.898611,
            1.241256,
            0.617335
        ],
        [
            598485,
            598485,
            49224,
            598485,
            598485,
            142059
        ],
        [
            -49264,
            -33866,
            -49264,
            -217626,
            -217626,
            -172327
        ],
        [
            43,
            35,
            50,
            43,
            35,
            50
        ],
        [
            45,
            35,
            54,
            45,
            35,
            54
        ],
        [
            40,
            36,
            45,
            40,
            36,
            45
        ],
        [
            3498,
            1469,
            2029,
            3498,
            1469,
            2029
        ],
        [
            33.163349,
            33.163349,
            60.663349,
            33.163349,
            33.163349,
            60.663349
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3407,
            440327,
            -547367,
            -595820,
            -456019,
            -578327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377313395,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "offset": 12
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}

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)