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Trade: ZEN/USDT/240/VWAP/HWMA/9059

Strategy
ZEN/USDT/240/VWAP/HWMA/9059
Pair
ZEN_USDT
Interval
4h
Score
345458
Daily Profit
0.165405
Profit Factor
1.249802
Profitability
48.792271
Streak
13.764366
Best Strategy
Training Data Length
1915.830000
Evaluation Time
2025-10-04 01:20
Expiration Time
2025-11-30 09:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 202113.8451 316888.1803 -114774.3352 -90138.0838 103193.579 -193331.6628
Total P&L (%) 202.1138 316.8882 -114.7743 -90.1381 103.1936 -193.3317
Avg Daily Profit (%) 0.1055 0.1654 -0.0599 -0.1208 0.037 0
Buy And Hold Return (%) 38.9259 38.9259 38.9259 38.9259 38.9259 38.9259
Max Trade Drawdown -273935 -158805 -294597 -208629 -29272 -228892
Profit Factor 1.0731 1.2498 0.9233 0.8743 1.3738 0.5614
Total Trades 829 414 415 829 414 415
Winning Trades 421 202 219 421 202 219
Losing Trades 408 212 196 408 212 196
Profitability (%) 50.7841 48.7923 52.7711 50.7841 48.7923 52.7711
Ratio Avg Win / Avg Loss 1.04 1.3117 0.8263 0.8473 1.4418 0.5024
Largest Winning Trade 72612 72612 30929 45518 45518 26298
Largest Losing Trade -51008 -28651 -51008 -54880 -21924 -54880
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 11478 5732 5746 11478 5732 5746
Profit Streak 0 13.7644 0 0 13.7644 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188335 345458 -578527 -575651 -143847 -578527
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11495,
    "evaluation_days": 1915.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594008000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759530041273,
    "expiration_time": 1764487440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.7459
        }
    }
}
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": [
        [
            202113.8450659553,
            316888.1802521859,
            -114774.3351862307,
            -90138.083791608,
            103193.5789923018,
            -193331.6627839097
        ],
        [
            202.113845,
            316.88818,
            -114.774335,
            -90.138084,
            103.193579,
            -193.331663
        ],
        [
            0.105497,
            0.165405,
            -0.059908,
            -0.12084,
            0.037014,
            0
        ],
        [
            38.925877,
            38.925877,
            38.925877,
            38.925877,
            38.925877,
            38.925877
        ],
        [
            -273935,
            -158805,
            -294597,
            -208629,
            -29272,
            -228892
        ],
        [
            1.073104,
            1.249802,
            0.923288,
            0.874261,
            1.373768,
            0.561385
        ],
        [
            829,
            414,
            415,
            829,
            414,
            415
        ],
        [
            421,
            202,
            219,
            421,
            202,
            219
        ],
        [
            408,
            212,
            196,
            408,
            212,
            196
        ],
        [
            50.784077,
            48.792271,
            52.771084,
            50.784077,
            48.792271,
            52.771084
        ],
        [
            1.039968,
            1.311673,
            0.826322,
            0.847265,
            1.441777,
            0.502426
        ],
        [
            72612,
            72612,
            30929,
            45518,
            45518,
            26298
        ],
        [
            -51008,
            -28651,
            -51008,
            -54880,
            -21924,
            -54880
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            11478,
            5732,
            5746,
            11478,
            5732,
            5746
        ],
        [
            0,
            13.764366,
            0,
            0,
            13.764367,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -188335,
            345458,
            -578527,
            -575651,
            -143847,
            -578527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11495,
    "evaluation_days": 1915.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594008000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759530041273,
    "expiration_time": 1764487440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.7459
        }
    }
}

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)