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Trade: ZEN/USDT/240/VWMA/PWMA/8198

Strategy
ZEN/USDT/240/VWMA/PWMA/8198
Pair
ZEN_USDT
Interval
4h
Score
376502
Daily Profit
0.150741
Profit Factor
1.520911
Profitability
58.407080
Streak
38.680935
Best Strategy
Training Data Length
1915.670000
Evaluation Time
2025-10-03 23:20
Expiration Time
2025-11-30 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 174320.5945 288769.2715 -114448.6771 -100857.9578 24548.2753 -125406.2331
Total P&L (%) 174.3206 288.7693 -114.4487 -100.858 24.5483 -125.4062
Avg Daily Profit (%) 0.091 0.1507 -0.0597 0 0.0115 0
Buy And Hold Return (%) 14.474 14.474 14.474 14.474 14.474 14.474
Max Trade Drawdown -223304 -106792 -281547 -187858 -28495 -193172
Profit Factor 1.1237 1.5209 0.8661 0.7277 1.2134 0.509
Total Trades 226 113 113 226 113 113
Winning Trades 136 66 70 95 46 49
Losing Trades 90 47 43 131 67 64
Profitability (%) 60.177 58.4071 61.9469 42.0354 40.708 43.3628
Ratio Avg Win / Avg Loss 0.7436 1.0831 0.532 1.0035 1.7673 0.6648
Largest Winning Trade 102643 102643 51509 34316 34316 22723
Largest Losing Trade -119472 -41160 -119472 -96635 -17153 -96635
Avg Bars in Trades 49 41 58 49 41 58
Avg Bars in Winners 41 34 48 60 52 67
Avg Bars in Losers 62 51 75 42 33 52
Bars Traded 11282 4652 6630 11282 4652 6630
Profit Streak 13.1809 38.6809 0 0 0 31.6809
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154456 376502 -579482 -581025 -189643 -583072
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596139200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522832776,
    "expiration_time": 1764472608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 131,
            "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": [
        [
            174320.5944687763,
            288769.2715275526,
            -114448.6770587764,
            -100857.9578208739,
            24548.2752936181,
            -125406.233114492
        ],
        [
            174.320594,
            288.769272,
            -114.448677,
            -100.857958,
            24.548275,
            -125.406233
        ],
        [
            0.090997,
            0.150741,
            -0.059743,
            0,
            0.01146,
            0
        ],
        [
            14.474005,
            14.474005,
            14.474005,
            14.474005,
            14.474005,
            14.474005
        ],
        [
            -223304,
            -106792,
            -281547,
            -187858,
            -28495,
            -193172
        ],
        [
            1.123733,
            1.520911,
            0.866062,
            0.727744,
            1.213374,
            0.508989
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            136,
            66,
            70,
            95,
            46,
            49
        ],
        [
            90,
            47,
            43,
            131,
            67,
            64
        ],
        [
            60.176991,
            58.40708,
            61.946903,
            42.035398,
            40.707965,
            43.362832
        ],
        [
            0.743647,
            1.083073,
            0.532009,
            1.00352,
            1.767305,
            0.664802
        ],
        [
            102643,
            102643,
            51509,
            34316,
            34316,
            22723
        ],
        [
            -119472,
            -41160,
            -119472,
            -96635,
            -17153,
            -96635
        ],
        [
            49,
            41,
            58,
            49,
            41,
            58
        ],
        [
            41,
            34,
            48,
            60,
            52,
            67
        ],
        [
            62,
            51,
            75,
            42,
            33,
            52
        ],
        [
            11282,
            4652,
            6630,
            11282,
            4652,
            6630
        ],
        [
            13.180935,
            38.680935,
            0,
            0,
            0,
            31.680935
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154456,
            376502,
            -579482,
            -581025,
            -189643,
            -583072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596139200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522832776,
    "expiration_time": 1764472608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 131,
            "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)