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Trade: ZEN/USDT/720/VWAP/PWMA/1821

Strategy
ZEN/USDT/720/VWAP/PWMA/1821
Pair
ZEN_USDT
Interval
12h
Score
366017
Daily Profit
0.205390
Profit Factor
1.411360
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-06 19:44
Expiration Time
2025-12-03 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394142.9576 365195.3313 28947.6264 42012.605 -9207.1417 51219.7466
Total P&L (%) 394.143 365.1953 28.9476 42.0126 -9.2071 51.2197
Avg Daily Profit (%) 0.2054 0.1903 0.0151 0.0183 -0.005 0.0216
Buy And Hold Return (%) 17.249 17.249 17.249 17.249 17.249 17.249
Max Trade Drawdown -165098 -144788 -99559 -1035994 -1021982 -473586
Profit Factor 1.4114 1.7003 1.0663 1.0094 0.9965 1.0277
Total Trades 186 93 93 186 93 93
Winning Trades 90 40 50 90 40 50
Losing Trades 96 53 43 96 53 43
Profitability (%) 48.3871 43.0108 53.7634 48.3871 43.0108 53.7634
Ratio Avg Win / Avg Loss 1.5055 2.2529 0.917 1.0767 1.3204 0.8838
Largest Winning Trade 181865 181865 46226 373610 373610 292751
Largest Losing Trade -43745 -38590 -43745 -327215 -327215 -253307
Avg Bars in Trades 19 19 20 19 19 20
Avg Bars in Winners 23 25 22 23 25 22
Avg Bars in Losers 16 14 17 16 14 17
Bars Traded 3715 1801 1914 3715 1801 1914
Profit Streak 0 0 40.6977 0 0 40.6977
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366017 288505 -329993 -381995 -581857 -357897
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769078424,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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": [
        [
            394142.9576333101,
            365195.3312783153,
            28947.6263549942,
            42012.6049726318,
            -9207.1416746221,
            51219.746647254
        ],
        [
            394.142958,
            365.195331,
            28.947626,
            42.012605,
            -9.207142,
            51.219747
        ],
        [
            0.20539,
            0.190305,
            0.015085,
            0.018279,
            -0.005033,
            0.021553
        ],
        [
            17.24901,
            17.24901,
            17.24901,
            17.24901,
            17.24901,
            17.24901
        ],
        [
            -165098,
            -144788,
            -99559,
            -1035994,
            -1021982,
            -473586
        ],
        [
            1.41136,
            1.700331,
            1.06629,
            1.009387,
            0.996497,
            1.027723
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            48.387097,
            43.010753,
            53.763441,
            48.387097,
            43.010753,
            53.763441
        ],
        [
            1.505451,
            2.252939,
            0.917009,
            1.076679,
            1.320358,
            0.883842
        ],
        [
            181865,
            181865,
            46226,
            373610,
            373610,
            292751
        ],
        [
            -43745,
            -38590,
            -43745,
            -327215,
            -327215,
            -253307
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            3715,
            1801,
            1914,
            3715,
            1801,
            1914
        ],
        [
            0,
            0,
            40.697667,
            0,
            0,
            40.697667
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366017,
            288505,
            -329993,
            -381995,
            -581857,
            -357897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769078424,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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)