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Trade: ETC/USDT/120/VWMA/SUPERTREND/3234

Strategy
ETC/USDT/120/VWMA/SUPERTREND/3234
Pair
ETC_USDT
Interval
2h
Score
303224
Daily Profit
0.237471
Profit Factor
1.407017
Profitability
39.946381
Streak
14.392788
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 10:25
Expiration Time
2025-12-18 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494729.9013 443075.8225 51654.0787 395407.0102 453299.6565 -57892.6463
Total P&L (%) 494.7299 443.0758 51.6541 395.407 453.2997 -57.8926
Avg Daily Profit (%) 0.2375 0.2127 0.0248 0.0768 0.0821 -0.0415
Buy And Hold Return (%) 69.1252 69.1252 69.1252 69.1252 69.1252 69.1252
Max Trade Drawdown -119479 -77859 -112111 -1132141 -426017 -824819
Profit Factor 1.407 1.7351 1.0843 1.0496 1.1099 0.9849
Total Trades 373 186 187 373 186 187
Winning Trades 149 75 74 149 75 74
Losing Trades 224 111 113 224 111 113
Profitability (%) 39.9464 40.3226 39.5722 39.9464 40.3226 39.5722
Ratio Avg Win / Avg Loss 2.1152 2.568 1.6557 1.5779 1.6426 1.504
Largest Winning Trade 189111 189111 34956 338970 338970 167480
Largest Losing Trade -31298 -21761 -31298 -415718 -209643 -415718
Avg Bars in Trades 66 59 72 66 59 72
Avg Bars in Winners 90 76 104 90 76 104
Avg Bars in Losers 50 48 52 50 48 52
Bars Traded 24692 11070 13622 24692 11070 13622
Profit Streak 14.3928 0 21.5595 14.3928 0 21.5595
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303224 262080 -454802 -257431 -185478 -580582
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759562736887,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 82,
            "offset": 0,
            "multiplier": 3.36872
        }
    }
}
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": [
        [
            494729.9012551847,
            443075.8225401979,
            51654.0787149868,
            395407.0101999663,
            453299.6564934721,
            -57892.6462935064
        ],
        [
            494.729901,
            443.075823,
            51.654079,
            395.40701,
            453.299656,
            -57.892646
        ],
        [
            0.237471,
            0.212677,
            0.024794,
            0.07684,
            0.082149,
            -0.041509
        ],
        [
            69.125214,
            69.125214,
            69.125214,
            69.125214,
            69.125214,
            69.125214
        ],
        [
            -119479,
            -77859,
            -112111,
            -1132141,
            -426017,
            -824819
        ],
        [
            1.407017,
            1.735143,
            1.084292,
            1.049598,
            1.109865,
            0.984949
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            224,
            111,
            113,
            224,
            111,
            113
        ],
        [
            39.946381,
            40.322581,
            39.572193,
            39.946381,
            40.322581,
            39.572193
        ],
        [
            2.115246,
            2.568011,
            1.655744,
            1.577918,
            1.6426,
            1.504043
        ],
        [
            189111,
            189111,
            34956,
            338970,
            338970,
            167480
        ],
        [
            -31298,
            -21761,
            -31298,
            -415718,
            -209643,
            -415718
        ],
        [
            66,
            59,
            72,
            66,
            59,
            72
        ],
        [
            90,
            76,
            104,
            90,
            76,
            104
        ],
        [
            50,
            48,
            52,
            50,
            48,
            52
        ],
        [
            24692,
            11070,
            13622,
            24692,
            11070,
            13622
        ],
        [
            14.392788,
            0,
            21.559455,
            14.392788,
            0,
            21.559455
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303224,
            262080,
            -454802,
            -257431,
            -185478,
            -580582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759562736887,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 82,
            "offset": 0,
            "multiplier": 3.36872
        }
    }
}

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)