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Trade: ZEN/USDT/720/VWAP/DCU/5551

Strategy
ZEN/USDT/720/VWAP/DCU/5551
Pair
ZEN_USDT
Interval
12h
Score
616316
Daily Profit
0.410796
Profit Factor
4.023535
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
1916.500000
Evaluation Time
2025-10-04 06:56
Expiration Time
2025-11-30 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 754092.4903 787290.4493 -33197.959 -24564.2315 174952.662 -199516.8935
Total P&L (%) 754.0925 787.2904 -33.198 -24.5642 174.9527 -199.5169
Avg Daily Profit (%) 0.3935 0.4108 -0.0173 -0.0147 0.0528 0
Buy And Hold Return (%) 54.7981 54.7981 54.7981 54.7981 54.7981 54.7981
Max Trade Drawdown -178393 -154496 -66586 -867422 -719556 -199650
Profit Factor 2.635 4.0235 0.8347 0.9827 1.1906 0.6009
Total Trades 87 43 44 87 43 44
Winning Trades 47 22 25 47 22 25
Losing Trades 40 21 19 40 21 19
Profitability (%) 54.023 51.1628 56.8182 54.023 51.1628 56.8182
Ratio Avg Win / Avg Loss 2.2426 3.8406 0.6344 0.8363 1.1364 0.4567
Largest Winning Trade 865547 865547 28190 805793 805793 52564
Largest Losing Trade -60338 -60338 -55558 -359259 -359259 -114990
Avg Bars in Trades 41 58 25 41 58 25
Avg Bars in Winners 40 53 29 40 53 29
Avg Bars in Losers 43 64 20 43 64 20
Bars Traded 3648 2525 1123 3648 2525 1123
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 556954 616316 -579557 -580024 -136078 -579557
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3833,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550193883,
    "expiration_time": 1764503568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 143
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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": [
        [
            754092.4902543053,
            787290.4492612139,
            -33197.9590069084,
            -24564.2315194562,
            174952.6619598193,
            -199516.8934792754
        ],
        [
            754.09249,
            787.290449,
            -33.197959,
            -24.564232,
            174.952662,
            -199.516893
        ],
        [
            0.393474,
            0.410796,
            -0.017322,
            -0.014707,
            0.052789,
            0
        ],
        [
            54.798104,
            54.798104,
            54.798104,
            54.798104,
            54.798104,
            54.798104
        ],
        [
            -178393,
            -154496,
            -66586,
            -867422,
            -719556,
            -199650
        ],
        [
            2.635035,
            4.023535,
            0.834689,
            0.982678,
            1.190553,
            0.600918
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            54.022989,
            51.162791,
            56.818182,
            54.022989,
            51.162791,
            56.818182
        ],
        [
            2.242583,
            3.840647,
            0.634364,
            0.836321,
            1.136437,
            0.456698
        ],
        [
            865547,
            865547,
            28190,
            805793,
            805793,
            52564
        ],
        [
            -60338,
            -60338,
            -55558,
            -359259,
            -359259,
            -114990
        ],
        [
            41,
            58,
            25,
            41,
            58,
            25
        ],
        [
            40,
            53,
            29,
            40,
            53,
            29
        ],
        [
            43,
            64,
            20,
            43,
            64,
            20
        ],
        [
            3648,
            2525,
            1123,
            3648,
            2525,
            1123
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556954,
            616316,
            -579557,
            -580024,
            -136078,
            -579557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3833,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550193883,
    "expiration_time": 1764503568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 143
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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)