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Trade: EOS/USDT/720/SUPERTREND/HILO/2864

Strategy
EOS/USDT/720/SUPERTREND/HILO/2864
Pair
EOS_USDT
Interval
12h
Score
406238
Daily Profit
0.192118
Profit Factor
1.777424
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-09-26 14:09
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456952.965 268130.9881 188821.9769 1256772.4484 800525.8476 456246.6008
Total P&L (%) 456.953 268.131 188.822 1256.7724 800.5258 456.2466
Avg Daily Profit (%) 0.1921 0.1127 0.0794 0.1097 0.0924 0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87449 -89339 -45460 -2651485 -1593180 -1311464
Profit Factor 1.7774 1.9925 1.5945 1.1341 1.1761 1.0946
Total Trades 96 48 48 96 48 48
Winning Trades 57 30 27 57 30 27
Losing Trades 39 18 21 39 18 21
Profitability (%) 59.375 62.5 56.25 59.375 62.5 56.25
Ratio Avg Win / Avg Loss 1.2161 1.1955 1.2402 0.776 0.7057 0.8513
Largest Winning Trade 61318 51658 61318 876202 698695 876202
Largest Losing Trade -35363 -29282 -35363 -958812 -958812 -765650
Avg Bars in Trades 47 22 72 47 22 72
Avg Bars in Winners 52 17 90 52 17 90
Avg Bars in Losers 40 29 50 40 29 50
Bars Traded 4566 1065 3501 4566 1065 3501
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 406238 -37836 -84174 -119315 -95617 -213846

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758884953719,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 125,
            "offset": 173,
            "multiplier": 4.61448
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            456952.9649637293,
            268130.9880700275,
            188821.9768937019,
            1256772.4483929188,
            800525.8476229088,
            456246.6007700104
        ],
        [
            456.952965,
            268.130988,
            188.821977,
            1256.772448,
            800.525848,
            456.246601
        ],
        [
            0.192118,
            0.112731,
            0.079387,
            0.109696,
            0.092446,
            0.072174
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87449,
            -89339,
            -45460,
            -2651485,
            -1593180,
            -1311464
        ],
        [
            1.777424,
            1.992462,
            1.594508,
            1.134123,
            1.176107,
            1.094566
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            59.375,
            62.5,
            56.25,
            59.375,
            62.5,
            56.25
        ],
        [
            1.216133,
            1.195477,
            1.240173,
            0.775979,
            0.705664,
            0.851329
        ],
        [
            61318,
            51658,
            61318,
            876202,
            698695,
            876202
        ],
        [
            -35363,
            -29282,
            -35363,
            -958812,
            -958812,
            -765650
        ],
        [
            47,
            22,
            72,
            47,
            22,
            72
        ],
        [
            52,
            17,
            90,
            52,
            17,
            90
        ],
        [
            40,
            29,
            50,
            40,
            29,
            50
        ],
        [
            4566,
            1065,
            3501,
            4566,
            1065,
            3501
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406238,
            -37836,
            -84174,
            -119315,
            -95617,
            -213846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758884953719,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 125,
            "offset": 173,
            "multiplier": 4.61448
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)