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Trade: ZEN/USDT/240/WMA/VWMA/1668

Strategy
ZEN/USDT/240/WMA/VWMA/1668
Pair
ZEN_USDT
Interval
4h
Score
382351
Daily Profit
0.225354
Profit Factor
3.259938
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1917.830000
Evaluation Time
2025-10-06 01:06
Expiration Time
2025-12-02 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527832.669 432190.2071 95642.462 826316.1078 50034.4624 776281.6454
Total P&L (%) 527.8327 432.1902 95.6425 826.3161 50.0345 776.2816
Avg Daily Profit (%) 0.2752 0.2254 0.0499 0.1161 0.0212 0.1132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86424 -80025 -57150 -1379028 -775084 -634375
Profit Factor 2.2343 3.2599 1.4046 1.2475 1.03 1.4651
Total Trades 69 34 35 69 34 35
Winning Trades 31 14 17 31 14 17
Losing Trades 38 20 18 38 20 18
Profitability (%) 44.9275 41.1765 48.5714 44.9275 41.1765 48.5714
Ratio Avg Win / Avg Loss 2.7388 4.6571 1.4872 1.5292 1.4714 1.5512
Largest Winning Trade 257352 257352 61710 629833 629833 490936
Largest Losing Trade -33253 -20363 -33253 -461494 -426489 -461494
Avg Bars in Trades 161 159 163 161 159 163
Avg Bars in Winners 241 233 247 241 233 247
Avg Bars in Losers 96 107 84 96 107 84
Bars Traded 11148 5422 5726 11148 5422 5726
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 -95317 382351 -126155 -144915 -356942 -39764
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11507,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701988045,
    "expiration_time": 1764665424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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": [
        [
            527832.6690406598,
            432190.2070528789,
            95642.4619877808,
            826316.1077823755,
            50034.4623520327,
            776281.645430343
        ],
        [
            527.832669,
            432.190207,
            95.642462,
            826.316108,
            50.034462,
            776.281645
        ],
        [
            0.275224,
            0.225354,
            0.04987,
            0.116138,
            0.021156,
            0.11324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86424,
            -80025,
            -57150,
            -1379028,
            -775084,
            -634375
        ],
        [
            2.234292,
            3.259938,
            1.404579,
            1.247482,
            1.029966,
            1.465068
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            44.927536,
            41.176471,
            48.571429,
            44.927536,
            41.176471,
            48.571429
        ],
        [
            2.73881,
            4.657054,
            1.487201,
            1.529172,
            1.47138,
            1.551249
        ],
        [
            257352,
            257352,
            61710,
            629833,
            629833,
            490936
        ],
        [
            -33253,
            -20363,
            -33253,
            -461494,
            -426489,
            -461494
        ],
        [
            161,
            159,
            163,
            161,
            159,
            163
        ],
        [
            241,
            233,
            247,
            241,
            233,
            247
        ],
        [
            96,
            107,
            84,
            96,
            107,
            84
        ],
        [
            11148,
            5422,
            5726,
            11148,
            5422,
            5726
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95317,
            382351,
            -126155,
            -144915,
            -356942,
            -39764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11507,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597392000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701988045,
    "expiration_time": 1764665424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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)