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Trade: ZEN/USDT/720/VWMA/SUPERTREND/8567

Strategy
ZEN/USDT/720/VWMA/SUPERTREND/8567
Pair
ZEN_USDT
Interval
12h
Score
501471
Daily Profit
0.287740
Profit Factor
2.581018
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 14:57
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 705455.0888 550877.8909 154577.1979 1152965.0708 -179265.9818 1332231.0526
Total P&L (%) 705.4551 550.8779 154.5772 1152.9651 -179.266 1332.2311
Avg Daily Profit (%) 0.3685 0.2877 0.0807 0.1321 0 0.1391
Buy And Hold Return (%) 88.6659 88.6659 88.6659 88.6659 88.6659 88.6659
Max Trade Drawdown -89402 -140647 -87920 -1449848 -1229594 -470325
Profit Factor 2.3025 2.581 1.8002 1.2545 0.9471 2.1678
Total Trades 67 34 33 67 34 33
Winning Trades 37 19 18 37 19 18
Losing Trades 30 15 15 30 15 15
Profitability (%) 55.2239 55.8824 54.5455 55.2239 55.8824 54.5455
Ratio Avg Win / Avg Loss 1.8669 2.0376 1.5002 1.0172 0.7477 1.8065
Largest Winning Trade 238235 238235 43761 878247 878247 516732
Largest Losing Trade -76886 -49570 -76886 -627218 -627218 -364723
Avg Bars in Trades 52 42 63 52 42 63
Avg Bars in Winners 60 39 81 60 39 81
Avg Bars in Losers 43 46 40 43 46 40
Bars Traded 3531 1448 2083 3531 1448 2083
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 -106460 501471 -89773 -136723 -580032 -2193
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759406255002,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 12,
            "multiplier": 3.26728
        }
    }
}
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": [
        [
            705455.0887622095,
            550877.8908962609,
            154577.1978659485,
            1152965.0708462147,
            -179265.98175618,
            1332231.0526023947
        ],
        [
            705.455089,
            550.877891,
            154.577198,
            1152.965071,
            -179.265982,
            1332.231053
        ],
        [
            0.36848,
            0.28774,
            0.08074,
            0.132137,
            0,
            0.139131
        ],
        [
            88.665923,
            88.665923,
            88.665923,
            88.665923,
            88.665923,
            88.665923
        ],
        [
            -89402,
            -140647,
            -87920,
            -1449848,
            -1229594,
            -470325
        ],
        [
            2.302533,
            2.581018,
            1.800213,
            1.254544,
            0.947099,
            2.167808
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            55.223881,
            55.882353,
            54.545455,
            55.223881,
            55.882353,
            54.545455
        ],
        [
            1.866918,
            2.037645,
            1.500177,
            1.017198,
            0.74771,
            1.806506
        ],
        [
            238235,
            238235,
            43761,
            878247,
            878247,
            516732
        ],
        [
            -76886,
            -49570,
            -76886,
            -627218,
            -627218,
            -364723
        ],
        [
            52,
            42,
            63,
            52,
            42,
            63
        ],
        [
            60,
            39,
            81,
            60,
            39,
            81
        ],
        [
            43,
            46,
            40,
            43,
            46,
            40
        ],
        [
            3531,
            1448,
            2083,
            3531,
            1448,
            2083
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106460,
            501471,
            -89773,
            -136723,
            -580032,
            -2193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759406255002,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 12,
            "multiplier": 3.26728
        }
    }
}

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)