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Trade: ZEN/USDT/720/HLC3/VWMA/3386

Strategy
ZEN/USDT/720/HLC3/VWMA/3386
Pair
ZEN_USDT
Interval
12h
Score
510132
Daily Profit
0.487876
Profit Factor
2.460606
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-08 08:42
Expiration Time
2025-12-04 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 936966.3965 992795.116 -55828.7194 -57420.1193 616420.2546 -673840.3739
Total P&L (%) 936.9664 992.7951 -55.8287 -57.4201 616.4203 -673.8404
Avg Daily Profit (%) 0.4879 0.5169 -0.0291 -0.0444 0.1026 0
Buy And Hold Return (%) 10.063 10.063 10.063 10.063 10.063 10.063
Max Trade Drawdown -180819 -140660 -119210 -1118330 -449262 -820658
Profit Factor 2.4606 4.1483 0.8288 0.9741 1.7252 0.5077
Total Trades 105 52 53 105 52 53
Winning Trades 49 25 24 49 25 24
Losing Trades 56 27 29 56 27 29
Profitability (%) 46.6667 48.0769 45.283 46.6667 48.0769 45.283
Ratio Avg Win / Avg Loss 2.8121 4.4802 1.0015 1.1133 1.8632 0.6135
Largest Winning Trade 1114283 1114283 43812 1065305 1065305 116618
Largest Losing Trade -66469 -35100 -66469 -771653 -134496 -771653
Avg Bars in Trades 35 33 36 35 33 36
Avg Bars in Winners 44 33 54 44 33 54
Avg Bars in Losers 27 33 21 27 33 21
Bars Traded 3694 1754 1940 3694 1754 1940
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 510132 -162886 -761001 -580128 -233145 -762667
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902169640,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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": [
        [
            936966.3965187784,
            992795.115959703,
            -55828.7194409255,
            -57420.1192803455,
            616420.2545918016,
            -673840.3738721476
        ],
        [
            936.966397,
            992.795116,
            -55.828719,
            -57.420119,
            616.420255,
            -673.840374
        ],
        [
            0.487876,
            0.516946,
            -0.02907,
            -0.044447,
            0.102583,
            0
        ],
        [
            10.062968,
            10.062968,
            10.062968,
            10.062968,
            10.062968,
            10.062968
        ],
        [
            -180819,
            -140660,
            -119210,
            -1118330,
            -449262,
            -820658
        ],
        [
            2.460606,
            4.148338,
            0.828826,
            0.974121,
            1.725189,
            0.507713
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            46.666667,
            48.076923,
            45.283019,
            46.666667,
            48.076923,
            45.283019
        ],
        [
            2.812121,
            4.480205,
            1.001498,
            1.113281,
            1.863204,
            0.613487
        ],
        [
            1114283,
            1114283,
            43812,
            1065305,
            1065305,
            116618
        ],
        [
            -66469,
            -35100,
            -66469,
            -771653,
            -134496,
            -771653
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            44,
            33,
            54,
            44,
            33,
            54
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            3694,
            1754,
            1940,
            3694,
            1754,
            1940
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510132,
            -162886,
            -761001,
            -580128,
            -233145,
            -762667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902169640,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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)