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Trade: ZEN/USDT/720/VWAP/KCU/7117

Strategy
ZEN/USDT/720/VWAP/KCU/7117
Pair
ZEN_USDT
Interval
12h
Score
386228
Daily Profit
0.149386
Profit Factor
1.775705
Profitability
73.333333
Streak
8.204209
Best Strategy
Training Data Length
1921.500000
Evaluation Time
2025-10-09 07:54
Expiration Time
2025-12-05 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306976.2513 287044.378 19931.8733 44051.1914 -216233.735 260284.9264
Total P&L (%) 306.9763 287.0444 19.9319 44.0512 -216.2337 260.2849
Avg Daily Profit (%) 0.1598 0.1494 0.0104 0.019 0 0.0667
Buy And Hold Return (%) 15.5261 15.5261 15.5261 15.5261 15.5261 15.5261
Max Trade Drawdown -157154 -170130 -53593 -863811 -912280 -182690
Profit Factor 1.5346 1.7757 1.0976 1.0237 0.8558 1.7301
Total Trades 89 45 44 89 45 44
Winning Trades 65 33 32 65 33 32
Losing Trades 24 12 12 24 12 12
Profitability (%) 73.0337 73.3333 72.7273 73.0337 73.3333 72.7273
Ratio Avg Win / Avg Loss 0.5666 0.6457 0.4116 0.378 0.3112 0.6488
Largest Winning Trade 73691 73691 17541 235888 235888 84513
Largest Losing Trade -62038 -62038 -49165 -525505 -525505 -159087
Avg Bars in Trades 42 76 7 42 76 7
Avg Bars in Winners 13 21 4 13 21 4
Avg Bars in Losers 121 226 15 121 226 15
Bars Traded 3764 3429 336 3764 3429 336
Profit Streak 2.2042 8.2042 0 2.2042 8.2042 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314666 386228 -368002 -365211 -577014 -100053
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985643656,
    "expiration_time": 1764948528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 74,
            "offset": 34,
            "scalar": 3
        }
    }
}
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": [
        [
            306976.2512904338,
            287044.3779653275,
            19931.8733251066,
            44051.1914339692,
            -216233.7349563952,
            260284.9263903641
        ],
        [
            306.976251,
            287.044378,
            19.931873,
            44.051191,
            -216.233735,
            260.284926
        ],
        [
            0.159759,
            0.149386,
            0.010373,
            0.018997,
            0,
            0.066727
        ],
        [
            15.526066,
            15.526066,
            15.526066,
            15.526066,
            15.526066,
            15.526066
        ],
        [
            -157154,
            -170130,
            -53593,
            -863811,
            -912280,
            -182690
        ],
        [
            1.53459,
            1.775705,
            1.097617,
            1.023729,
            0.855833,
            1.730052
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            73.033708,
            73.333333,
            72.727273,
            73.033708,
            73.333333,
            72.727273
        ],
        [
            0.566618,
            0.645711,
            0.411606,
            0.377992,
            0.311212,
            0.648769
        ],
        [
            73691,
            73691,
            17541,
            235888,
            235888,
            84513
        ],
        [
            -62038,
            -62038,
            -49165,
            -525505,
            -525505,
            -159087
        ],
        [
            42,
            76,
            7,
            42,
            76,
            7
        ],
        [
            13,
            21,
            4,
            13,
            21,
            4
        ],
        [
            121,
            226,
            15,
            121,
            226,
            15
        ],
        [
            3764,
            3429,
            336,
            3764,
            3429,
            336
        ],
        [
            2.204209,
            8.204209,
            0,
            2.204209,
            8.204209,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314666,
            386228,
            -368002,
            -365211,
            -577014,
            -100053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985643656,
    "expiration_time": 1764948528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 74,
            "offset": 34,
            "scalar": 3
        }
    }
}

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)