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Trade: ZEN/USDT/240/VWAP/KCU/9505

Strategy
ZEN/USDT/240/VWAP/KCU/9505
Pair
ZEN_USDT
Interval
4h
Score
459056
Daily Profit
0.203910
Profit Factor
1.600345
Profitability
79.012346
Streak
30.005780
Best Strategy
Training Data Length
1924.830000
Evaluation Time
2025-10-13 03:08
Expiration Time
2025-12-09 15:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400273.6251 392491.9521 7781.6731 -26882.027 215544.1021 -242426.1292
Total P&L (%) 400.2736 392.492 7.7817 -26.882 215.5441 -242.4261
Avg Daily Profit (%) 0.208 0.2039 0.004 -0.0163 0.0597 0
Buy And Hold Return (%) 70.4388 70.4388 70.4388 70.4388 70.4388 70.4388
Max Trade Drawdown -136528 -140838 -157072 -326565 -281487 -315509
Profit Factor 1.3443 1.6003 1.0153 0.9842 1.2343 0.691
Total Trades 323 162 161 323 162 161
Winning Trades 245 128 117 245 128 117
Losing Trades 78 34 44 78 34 44
Profitability (%) 75.8514 79.0123 72.6708 75.8514 79.0123 72.6708
Ratio Avg Win / Avg Loss 0.428 0.4251 0.3818 0.3133 0.3279 0.2599
Largest Winning Trade 31810 31810 18872 71234 71234 32166
Largest Losing Trade -63300 -60554 -63300 -218264 -177058 -218264
Avg Bars in Trades 35 56 14 35 56 14
Avg Bars in Winners 12 16 8 12 16 8
Avg Bars in Losers 106 205 29 106 205 29
Bars Traded 11411 9142 2269 11411 9142 2269
Profit Streak 2.0058 30.0058 0 2.0058 30.0058 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304918 459056 -555059 -577806 -112426 -577273
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11549,
    "evaluation_days": 1924.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595304000000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760314099441,
    "expiration_time": 1765288368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            400273.6251142982,
            392491.9520632449,
            7781.6730510534,
            -26882.0270309725,
            215544.1021475854,
            -242426.1291785577
        ],
        [
            400.273625,
            392.491952,
            7.781673,
            -26.882027,
            215.544102,
            -242.426129
        ],
        [
            0.207953,
            0.20391,
            0.004043,
            -0.016265,
            0.059718,
            0
        ],
        [
            70.438799,
            70.438799,
            70.438799,
            70.438799,
            70.438799,
            70.438799
        ],
        [
            -136528,
            -140838,
            -157072,
            -326565,
            -281487,
            -315509
        ],
        [
            1.344298,
            1.600345,
            1.015294,
            0.984227,
            1.234335,
            0.690986
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            245,
            128,
            117,
            245,
            128,
            117
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            75.851393,
            79.012346,
            72.670807,
            75.851393,
            79.012346,
            72.670807
        ],
        [
            0.42798,
            0.425092,
            0.38182,
            0.313346,
            0.32787,
            0.259858
        ],
        [
            31810,
            31810,
            18872,
            71234,
            71234,
            32166
        ],
        [
            -63300,
            -60554,
            -63300,
            -218264,
            -177058,
            -218264
        ],
        [
            35,
            56,
            14,
            35,
            56,
            14
        ],
        [
            12,
            16,
            8,
            12,
            16,
            8
        ],
        [
            106,
            205,
            29,
            106,
            205,
            29
        ],
        [
            11411,
            9142,
            2269,
            11411,
            9142,
            2269
        ],
        [
            2.00578,
            30.00578,
            0,
            2.005781,
            30.005781,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304918,
            459056,
            -555059,
            -577806,
            -112426,
            -577273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11549,
    "evaluation_days": 1924.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595304000000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760314099441,
    "expiration_time": 1765288368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)