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Trade: ZEN/USDT/240/VWMA/DCM/8345

Strategy
ZEN/USDT/240/VWMA/DCM/8345
Pair
ZEN_USDT
Interval
4h
Score
376785
Daily Profit
0.159878
Profit Factor
2.056671
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-07 05:04
Expiration Time
2025-12-03 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244198.9718 306805.1237 -62606.1519 -68286.8513 -40270.5919 -28016.2594
Total P&L (%) 244.199 306.8051 -62.6062 -68.2869 -40.2706 -28.0163
Avg Daily Profit (%) 0.1273 0.1599 -0.0326 -0.0598 -0.0269 -0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166714 -122137 -123613 -138600 -120040 -82239
Profit Factor 1.3596 2.0567 0.839 0.8719 0.8372 0.902
Total Trades 97 48 49 97 48 49
Winning Trades 46 23 23 46 23 23
Losing Trades 51 25 26 51 25 26
Profitability (%) 47.4227 47.9167 46.9388 47.4227 47.9167 46.9388
Ratio Avg Win / Avg Loss 1.5074 2.2355 0.9484 0.9667 0.91 1.0196
Largest Winning Trade 253204 253204 54232 48363 48363 38397
Largest Losing Trade -58299 -27630 -58299 -39839 -29641 -39839
Avg Bars in Trades 114 108 120 114 108 120
Avg Bars in Winners 141 136 147 141 136 147
Avg Bars in Losers 90 83 97 90 83 97
Bars Traded 11122 5204 5918 11122 5204 5918
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 -22320 376785 -581872 -581521 -581499 -580205
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11514,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759802687190,
    "expiration_time": 1764769248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 143,
            "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": [
        [
            244198.9718405621,
            306805.1237366102,
            -62606.1518960481,
            -68286.8512684662,
            -40270.591886988,
            -28016.2593814783
        ],
        [
            244.198972,
            306.805124,
            -62.606152,
            -68.286851,
            -40.270592,
            -28.016259
        ],
        [
            0.127253,
            0.159878,
            -0.032624,
            -0.059828,
            -0.026851,
            -0.017129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166714,
            -122137,
            -123613,
            -138600,
            -120040,
            -82239
        ],
        [
            1.359586,
            2.056671,
            0.83896,
            0.871925,
            0.837182,
            0.901988
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            47.42268,
            47.916667,
            46.938776,
            47.42268,
            47.916667,
            46.938776
        ],
        [
            1.507367,
            2.235512,
            0.94839,
            0.9667,
            0.909981,
            1.019638
        ],
        [
            253204,
            253204,
            54232,
            48363,
            48363,
            38397
        ],
        [
            -58299,
            -27630,
            -58299,
            -39839,
            -29641,
            -39839
        ],
        [
            114,
            108,
            120,
            114,
            108,
            120
        ],
        [
            141,
            136,
            147,
            141,
            136,
            147
        ],
        [
            90,
            83,
            97,
            90,
            83,
            97
        ],
        [
            11122,
            5204,
            5918,
            11122,
            5204,
            5918
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22320,
            376785,
            -581872,
            -581521,
            -581499,
            -580205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11514,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759802687190,
    "expiration_time": 1764769248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 143,
            "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)