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Trade: ZEN/USDT/480/VWMA/SUPERTREND/8465

Strategy
ZEN/USDT/480/VWMA/SUPERTREND/8465
Pair
ZEN_USDT
Interval
8h
Score
313586
Daily Profit
0.172599
Profit Factor
1.997874
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
1908.670000
Evaluation Time
2025-09-26 16:07
Expiration Time
2025-11-22 16:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308391.5599 329435.4297 -21043.8698 -30193.55 22721.4177 -52914.9677
Total P&L (%) 308.3916 329.4354 -21.0439 -30.1936 22.7214 -52.915
Avg Daily Profit (%) 0.1616 0.1726 -0.011 -0.0188 0.0107 -0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178817 -130125 -139943 -464335 -420598 -298310
Profit Factor 1.4994 1.9979 0.9268 0.9804 1.0258 0.9194
Total Trades 77 39 38 77 39 38
Winning Trades 31 17 14 31 17 14
Losing Trades 46 22 24 46 22 24
Profitability (%) 40.2597 43.5897 36.8421 40.2597 43.5897 36.8421
Ratio Avg Win / Avg Loss 2.2249 2.5855 1.5888 1.4547 1.3275 1.5761
Largest Winning Trade 259621 259621 52547 181946 181946 121977
Largest Losing Trade -45463 -41827 -45463 -127139 -124794 -127139
Avg Bars in Trades 67 51 84 67 51 84
Avg Bars in Winners 99 55 153 99 55 153
Avg Bars in Losers 46 48 45 46 48 45
Bars Traded 5234 2010 3224 5234 2010 3224
Profit Streak 0 0 64.5467 0 0 64.5467
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40359 313586 -582545 -629176 -378208 -582545

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5726,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892032593,
    "expiration_time": 1763820864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 135,
            "offset": 0,
            "multiplier": 2.59857
        }
    }
}
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": [
        [
            308391.559935704,
            329435.4297345763,
            -21043.8697988721,
            -30193.5499771203,
            22721.4176845108,
            -52914.9676616311
        ],
        [
            308.39156,
            329.43543,
            -21.04387,
            -30.19355,
            22.721418,
            -52.914968
        ],
        [
            0.161574,
            0.172599,
            -0.011025,
            -0.01883,
            0.010728,
            -0.039455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178817,
            -130125,
            -139943,
            -464335,
            -420598,
            -298310
        ],
        [
            1.499387,
            1.997874,
            0.926779,
            0.98036,
            1.025789,
            0.91937
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            40.25974,
            43.589744,
            36.842105,
            40.25974,
            43.589744,
            36.842105
        ],
        [
            2.224897,
            2.585484,
            1.588764,
            1.454727,
            1.327492,
            1.576063
        ],
        [
            259621,
            259621,
            52547,
            181946,
            181946,
            121977
        ],
        [
            -45463,
            -41827,
            -45463,
            -127139,
            -124794,
            -127139
        ],
        [
            67,
            51,
            84,
            67,
            51,
            84
        ],
        [
            99,
            55,
            153,
            99,
            55,
            153
        ],
        [
            46,
            48,
            45,
            46,
            48,
            45
        ],
        [
            5234,
            2010,
            3224,
            5234,
            2010,
            3224
        ],
        [
            0,
            0,
            64.546673,
            0,
            0,
            64.546674
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40359,
            313586,
            -582545,
            -629176,
            -378208,
            -582545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5726,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758892032593,
    "expiration_time": 1763820864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 135,
            "offset": 0,
            "multiplier": 2.59857
        }
    }
}

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)