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Trade: DOT/USDT/720/VWMA/SUPERTREND/3706

Strategy
DOT/USDT/720/VWMA/SUPERTREND/3706
Pair
DOT_USDT
Interval
12h
Score
350022
Daily Profit
0.191722
Profit Factor
1.805107
Profitability
44.186047
Streak
98.622250
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 05:56
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328885.4153 357273.0407 -28387.6254 -57242.151 -5863.6545 -51378.4964
Total P&L (%) 328.8854 357.273 -28.3876 -57.2422 -5.8637 -51.3785
Avg Daily Profit (%) 0.1765 0.1917 -0.0152 -0.0456 -0.0032 -0.0387
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209701 -151262 -97199 -1160008 -673203 -525817
Profit Factor 1.4663 1.8051 0.8914 0.972 0.9953 0.9359
Total Trades 85 43 42 85 43 42
Winning Trades 37 19 18 37 19 18
Losing Trades 48 24 24 48 24 24
Profitability (%) 43.5294 44.186 42.8571 43.5294 44.186 42.8571
Ratio Avg Win / Avg Loss 1.9023 2.2801 1.1886 1.2609 1.2572 1.2479
Largest Winning Trade 385033 385033 37883 353645 353645 326951
Largest Losing Trade -44788 -44788 -29359 -287903 -287903 -254956
Avg Bars in Trades 41 59 22 41 59 22
Avg Bars in Winners 51 71 30 51 71 30
Avg Bars in Losers 33 50 15 33 50 15
Bars Traded 3508 2579 929 3508 2579 929
Profit Streak 98.6223 98.6223 138.6223 98.6223 98.6223 138.6223
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314622 350022 -580216 -580003 -580362 -580216

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855362415,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.33489
        }
    }
}
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": [
        [
            328885.4153407002,
            357273.0407465406,
            -28387.6254058404,
            -57242.1509684136,
            -5863.6545390747,
            -51378.496429339
        ],
        [
            328.885415,
            357.273041,
            -28.387625,
            -57.242151,
            -5.863655,
            -51.378496
        ],
        [
            0.176488,
            0.191722,
            -0.015233,
            -0.045582,
            -0.003243,
            -0.038689
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209701,
            -151262,
            -97199,
            -1160008,
            -673203,
            -525817
        ],
        [
            1.466344,
            1.805107,
            0.891436,
            0.971953,
            0.995269,
            0.935892
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            43.529412,
            44.186047,
            42.857143,
            43.529412,
            44.186047,
            42.857143
        ],
        [
            1.902285,
            2.280135,
            1.188581,
            1.260912,
            1.257182,
            1.247856
        ],
        [
            385033,
            385033,
            37883,
            353645,
            353645,
            326951
        ],
        [
            -44788,
            -44788,
            -29359,
            -287903,
            -287903,
            -254956
        ],
        [
            41,
            59,
            22,
            41,
            59,
            22
        ],
        [
            51,
            71,
            30,
            51,
            71,
            30
        ],
        [
            33,
            50,
            15,
            33,
            50,
            15
        ],
        [
            3508,
            2579,
            929,
            3508,
            2579,
            929
        ],
        [
            98.62225,
            98.62225,
            138.62225,
            98.62225,
            98.62225,
            138.62225
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314622,
            350022,
            -580216,
            -580003,
            -580362,
            -580216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855362415,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.33489
        }
    }
}

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)