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Trade: ZEN/USDT/720/VWMA/HWMA/2604

Strategy
ZEN/USDT/720/VWMA/HWMA/2604
Pair
ZEN_USDT
Interval
12h
Score
349513
Daily Profit
0.166540
Profit Factor
2.074882
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 16:55
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261127.3765 317591.2964 -56463.9199 -45550.1381 117401.043 -162951.1811
Total P&L (%) 261.1274 317.5913 -56.4639 -45.5501 117.401 -162.9512
Avg Daily Profit (%) 0.1369 0.1665 -0.0296 -0.0319 0.0407 0
Buy And Hold Return (%) 19.1534 19.1534 19.1534 19.1534 19.1534 19.1534
Max Trade Drawdown -211205 -128510 -186288 -480645 -281463 -297645
Profit Factor 1.4109 2.0749 0.8339 0.9636 1.1907 0.7442
Total Trades 73 37 36 73 37 36
Winning Trades 31 17 14 31 17 14
Losing Trades 42 20 22 42 20 22
Profitability (%) 42.4658 45.9459 38.8889 42.4658 45.9459 38.8889
Ratio Avg Win / Avg Loss 1.9116 2.441 1.3104 1.3056 1.4008 1.1694
Largest Winning Trade 255046 255046 57056 290411 290411 121725
Largest Losing Trade -42594 -37611 -42594 -99708 -99708 -86320
Avg Bars in Trades 47 33 61 47 33 61
Avg Bars in Winners 62 33 97 62 33 97
Avg Bars in Losers 35 32 38 35 32 38
Bars Traded 3434 1233 2201 3434 1233 2201
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 -87566 349513 -583434 -658318 -151397 -583434

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894917605,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 8,
            "na": 0.25168,
            "nb": 0.1,
            "nc": 0.00341
        }
    }
}
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": [
        [
            261127.3765015609,
            317591.2963778707,
            -56463.9198763097,
            -45550.1381171792,
            117401.0430212545,
            -162951.1811384337
        ],
        [
            261.127377,
            317.591296,
            -56.46392,
            -45.550138,
            117.401043,
            -162.951181
        ],
        [
            0.136931,
            0.16654,
            -0.029609,
            -0.031872,
            0.040731,
            0
        ],
        [
            19.153439,
            19.153439,
            19.153439,
            19.153439,
            19.153439,
            19.153439
        ],
        [
            -211205,
            -128510,
            -186288,
            -480645,
            -281463,
            -297645
        ],
        [
            1.410949,
            2.074882,
            0.833909,
            0.963634,
            1.190709,
            0.744164
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            42.465753,
            45.945946,
            38.888889,
            42.465753,
            45.945946,
            38.888889
        ],
        [
            1.911609,
            2.441038,
            1.310429,
            1.305568,
            1.400834,
            1.169401
        ],
        [
            255046,
            255046,
            57056,
            290411,
            290411,
            121725
        ],
        [
            -42594,
            -37611,
            -42594,
            -99708,
            -99708,
            -86320
        ],
        [
            47,
            33,
            61,
            47,
            33,
            61
        ],
        [
            62,
            33,
            97,
            62,
            33,
            97
        ],
        [
            35,
            32,
            38,
            35,
            32,
            38
        ],
        [
            3434,
            1233,
            2201,
            3434,
            1233,
            2201
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87566,
            349513,
            -583434,
            -658318,
            -151397,
            -583434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894917605,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 8,
            "na": 0.25168,
            "nb": 0.1,
            "nc": 0.00341
        }
    }
}

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)