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Trade: ZEC/USDT/720/SUPERTREND/VWMA/2900

Strategy
ZEC/USDT/720/SUPERTREND/VWMA/2900
Pair
ZEC_USDT
Interval
12h
Score
777360
Daily Profit
0.191491
Profit Factor
7.901383
Profitability
79.310345
Streak
175.808662
Best Strategy
Training Data Length
2384.500000
Evaluation Time
2025-09-29 10:24
Expiration Time
2025-12-09 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644824.191 406789.1176 238035.0734 11649730.9029 9475001.4636 2174729.4393
Total P&L (%) 644.8242 406.7891 238.0351 11649.7309 9475.0015 2174.7294
Avg Daily Profit (%) 0.2704 0.1706 0.0998 0.2001 0.1915 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41731 -40078 -51013 -2836740 -569476 -2836740
Profit Factor 3.6188 4.7935 2.7126 2.9962 7.9014 1.4873
Total Trades 57 29 28 57 29 28
Winning Trades 43 23 20 43 23 20
Losing Trades 14 6 8 14 6 8
Profitability (%) 75.4386 79.3103 71.4286 75.4386 79.3103 71.4286
Ratio Avg Win / Avg Loss 1.1782 1.2505 1.085 0.9755 2.0612 0.5949
Largest Winning Trade 115181 115181 50520 2729529 2729529 1559952
Largest Losing Trade -42772 -42772 -26617 -2836740 -319309 -2836740
Avg Bars in Trades 78 64 93 78 64 93
Avg Bars in Winners 65 50 82 65 50 82
Avg Bars in Losers 119 118 121 119 118 121
Bars Traded 4479 1867 2611 4479 1867 2611
Profit Streak 143.8087 175.8087 143.8087 143.8087 175.8087 143.8087
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160540 684081 -73346 -163867 777360 -35710
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4769,
    "evaluation_days": 2384.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1561896000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130668407,
    "expiration_time": 1765284624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 235,
            "offset": 0,
            "multiplier": 4.50861
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "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": [
        [
            644824.1909737221,
            406789.1176013742,
            238035.0733723479,
            11649730.902876563,
            9475001.463623945,
            2174729.439252619
        ],
        [
            644.824191,
            406.789118,
            238.035073,
            11649.730903,
            9475.001464,
            2174.729439
        ],
        [
            0.270423,
            0.170597,
            0.099826,
            0.200092,
            0.191491,
            0.131117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41731,
            -40078,
            -51013,
            -2836740,
            -569476,
            -2836740
        ],
        [
            3.618836,
            4.793516,
            2.712572,
            2.996245,
            7.901383,
            1.48729
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            14,
            6,
            8,
            14,
            6,
            8
        ],
        [
            75.438596,
            79.310345,
            71.428571,
            75.438596,
            79.310345,
            71.428571
        ],
        [
            1.178226,
            1.250482,
            1.085029,
            0.975522,
            2.06123,
            0.594916
        ],
        [
            115181,
            115181,
            50520,
            2729529,
            2729529,
            1559952
        ],
        [
            -42772,
            -42772,
            -26617,
            -2836740,
            -319309,
            -2836740
        ],
        [
            78,
            64,
            93,
            78,
            64,
            93
        ],
        [
            65,
            50,
            82,
            65,
            50,
            82
        ],
        [
            119,
            118,
            121,
            119,
            118,
            121
        ],
        [
            4479,
            1867,
            2611,
            4479,
            1867,
            2611
        ],
        [
            143.808662,
            175.808662,
            143.808662,
            143.808662,
            175.808662,
            143.808662
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160540,
            684081,
            -73346,
            -163867,
            777360,
            -35710
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4769,
    "evaluation_days": 2384.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1561896000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130668407,
    "expiration_time": 1765284624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 235,
            "offset": 0,
            "multiplier": 4.50861
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "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)