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Trade: ZEN/USDT/720/FWMA/VWMA/9983

Strategy
ZEN/USDT/720/FWMA/VWMA/9983
Pair
ZEN_USDT
Interval
12h
Score
308105
Daily Profit
0.170311
Profit Factor
1.535616
Profitability
41.666667
Streak
145.008585
Best Strategy
Training Data Length
1926.500000
Evaluation Time
2025-10-14 15:12
Expiration Time
2025-12-10 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -308071.3608 132953.7204 -441025.0813 1594426.1052 2552925.3933 -958499.2881
Total P&L (%) -308.0714 132.9537 -441.0251 1594.4261 2552.9254 -958.4993
Avg Daily Profit (%) -0.1599 0.069 -0.2289 0.147 0.1703 0
Buy And Hold Return (%) 123.556 123.556 123.556 123.556 123.556 123.556
Max Trade Drawdown -533695 -123427 -533695 -5516585 -2362098 -4804756
Profit Factor 0.689 1.5665 0.4164 1.1578 1.5356 0.8205
Total Trades 72 36 36 72 36 36
Winning Trades 59 28 31 25 15 10
Losing Trades 13 8 5 47 21 26
Profitability (%) 81.9444 77.7778 86.1111 34.7222 41.6667 27.7778
Ratio Avg Win / Avg Loss 0.1518 0.4476 0.0672 2.1766 2.1499 2.1334
Largest Winning Trade 37313 37313 23191 3146808 2130805 3146808
Largest Losing Trade -533695 -53166 -533695 -1020847 -832194 -1020847
Avg Bars in Trades 49 65 33 49 65 33
Avg Bars in Winners 19 21 18 85 117 38
Avg Bars in Losers 183 218 127 29 28 31
Bars Traded 3551 2355 1196 3551 2355 1196
Profit Streak 145.0086 145.0086 274.5086 145.0086 145.0086 437.5086
Trades During Streak 8 4 5 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -658693 -237876 -574903 -130485 308105 -594181
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3853,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760443941782,
    "expiration_time": 1765393488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            -308071.3608355713,
            132953.7204179183,
            -441025.0812534895,
            1594426.1051916508,
            2552925.3933350253,
            -958499.2881433768
        ],
        [
            -308.071361,
            132.95372,
            -441.025081,
            1594.426105,
            2552.925393,
            -958.499288
        ],
        [
            -0.159912,
            0.069013,
            -0.228926,
            0.147003,
            0.170311,
            0
        ],
        [
            123.555974,
            123.555974,
            123.555974,
            123.555974,
            123.555974,
            123.555974
        ],
        [
            -533695,
            -123427,
            -533695,
            -5516585,
            -2362098,
            -4804756
        ],
        [
            0.688953,
            1.566486,
            0.416429,
            1.157753,
            1.535616,
            0.820532
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            59,
            28,
            31,
            25,
            15,
            10
        ],
        [
            13,
            8,
            5,
            47,
            21,
            26
        ],
        [
            81.944444,
            77.777778,
            86.111111,
            34.722222,
            41.666667,
            27.777778
        ],
        [
            0.151803,
            0.447567,
            0.067166,
            2.176576,
            2.149863,
            2.133382
        ],
        [
            37313,
            37313,
            23191,
            3146808,
            2130805,
            3146808
        ],
        [
            -533695,
            -53166,
            -533695,
            -1020847,
            -832194,
            -1020847
        ],
        [
            49,
            65,
            33,
            49,
            65,
            33
        ],
        [
            19,
            21,
            18,
            85,
            117,
            38
        ],
        [
            183,
            218,
            127,
            29,
            28,
            31
        ],
        [
            3551,
            2355,
            1196,
            3551,
            2355,
            1196
        ],
        [
            145.008585,
            145.008585,
            274.508585,
            145.008585,
            145.008585,
            437.508585
        ],
        [
            8,
            4,
            5,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -658693,
            -237876,
            -574903,
            -130485,
            308105,
            -594181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3853,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760443941782,
    "expiration_time": 1765393488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)