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Trade: ZEN/USDT/720/SSF/VWMA/3666

Strategy
ZEN/USDT/720/SSF/VWMA/3666
Pair
ZEN_USDT
Interval
12h
Score
483453
Daily Profit
0.247629
Profit Factor
2.333516
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-08 09:18
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 372712.9769 475572.2032 -102859.2263 -96359.7007 461681.9033 -558041.604
Total P&L (%) 372.713 475.5722 -102.8592 -96.3597 461.6819 -558.0416
Avg Daily Profit (%) 0.1941 0.2476 -0.0536 -0.1724 0.0899 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196145 -144765 -124261 -485727 -97619 -222489
Profit Factor 1.5019 2.3335 0.7335 0.8884 3.7692 0.1991
Total Trades 66 33 33 66 33 33
Winning Trades 35 19 16 35 19 16
Losing Trades 31 14 17 31 14 17
Profitability (%) 53.0303 57.5758 48.4848 53.0303 57.5758 48.4848
Ratio Avg Win / Avg Loss 1.3303 1.7194 0.7793 0.7869 2.7773 0.2115
Largest Winning Trade 389234 389234 44130 389234 389234 30700
Largest Losing Trade -92142 -72341 -92142 -335686 -34772 -335686
Avg Bars in Trades 54 80 28 54 80 28
Avg Bars in Winners 58 74 40 58 74 40
Avg Bars in Losers 49 88 17 49 88 17
Bars Traded 3595 2646 949 3595 2646 949
Profit Streak 72.763 0 139.763 72.763 0 139.763
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118660 483453 -580543 -708327 -65088 -580543
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": 1597449600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904319411,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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": [
        [
            372712.9768898096,
            475572.2032333554,
            -102859.2263435459,
            -96359.7007258017,
            461681.9032775868,
            -558041.6040033884
        ],
        [
            372.712977,
            475.572203,
            -102.859226,
            -96.359701,
            461.681903,
            -558.041604
        ],
        [
            0.194071,
            0.247629,
            -0.053559,
            -0.172364,
            0.089901,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196145,
            -144765,
            -124261,
            -485727,
            -97619,
            -222489
        ],
        [
            1.501945,
            2.333516,
            0.733461,
            0.888402,
            3.769169,
            0.199062
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            53.030303,
            57.575758,
            48.484848,
            53.030303,
            57.575758,
            48.484848
        ],
        [
            1.330294,
            1.719433,
            0.779302,
            0.786871,
            2.777282,
            0.211504
        ],
        [
            389234,
            389234,
            44130,
            389234,
            389234,
            30700
        ],
        [
            -92142,
            -72341,
            -92142,
            -335686,
            -34772,
            -335686
        ],
        [
            54,
            80,
            28,
            54,
            80,
            28
        ],
        [
            58,
            74,
            40,
            58,
            74,
            40
        ],
        [
            49,
            88,
            17,
            49,
            88,
            17
        ],
        [
            3595,
            2646,
            949,
            3595,
            2646,
            949
        ],
        [
            72.762956,
            0,
            139.762956,
            72.762956,
            0,
            139.762956
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118660,
            483453,
            -580543,
            -708327,
            -65088,
            -580543
        ]
    ]
}
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": 1597449600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904319411,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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)