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Trade: OCEAN/USDT/240/VWMA/SUPERTREND/1783

Strategy
OCEAN/USDT/240/VWMA/SUPERTREND/1783
Pair
OCEAN_USDT
Interval
4h
Score
342733
Daily Profit
0.280225
Profit Factor
1.840907
Profitability
41.379310
Streak
476.503166
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-09-27 03:04
Expiration Time
2024-08-12 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395630.0935 355482.2199 40147.8736 351375.5262 326298.2513 25077.2748
Total P&L (%) 395.6301 355.4822 40.1479 351.3755 326.2983 25.0773
Avg Daily Profit (%) 0.2802 0.2518 0.0284 0.1068 0.1028 0.0159
Buy And Hold Return (%) 58.0129 58.0129 58.0129 58.0129 58.0129 58.0129
Max Trade Drawdown -122964 -99570 -87670 -527250 -371474 -292479
Profit Factor 1.8409 2.3712 1.1901 1.221 1.3863 1.0336
Total Trades 87 44 43 87 44 43
Winning Trades 36 18 18 36 18 18
Losing Trades 51 26 25 51 26 25
Profitability (%) 41.3793 40.9091 41.8605 41.3793 40.9091 41.8605
Ratio Avg Win / Avg Loss 2.608 3.4251 1.6529 1.7297 2.0025 1.4356
Largest Winning Trade 132634 132634 61844 254566 254566 137801
Largest Losing Trade -34155 -34155 -29378 -157041 -153754 -157041
Avg Bars in Trades 92 81 103 92 81 103
Avg Bars in Winners 133 124 141 133 124 141
Avg Bars in Losers 63 51 76 63 51 76
Bars Traded 8052 3594 4458 8052 3594 4458
Profit Streak 476.5032 476.5032 494.1698 476.5032 476.5032 494.1698
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342733 327826 -333163 -52473 -57887 -523124
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758931473580,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 2.6001
        }
    }
}
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": [
        [
            395630.0934732075,
            355482.2198939033,
            40147.8735793039,
            351375.5261630809,
            326298.2513423454,
            25077.2748207356
        ],
        [
            395.630093,
            355.48222,
            40.147874,
            351.375526,
            326.298251,
            25.077275
        ],
        [
            0.280225,
            0.251788,
            0.028437,
            0.106807,
            0.102754,
            0.01585
        ],
        [
            58.012903,
            58.012903,
            58.012903,
            58.012903,
            58.012903,
            58.012903
        ],
        [
            -122964,
            -99570,
            -87670,
            -527250,
            -371474,
            -292479
        ],
        [
            1.840907,
            2.371192,
            1.190068,
            1.220986,
            1.386312,
            1.033643
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            41.37931,
            40.909091,
            41.860465,
            41.37931,
            40.909091,
            41.860465
        ],
        [
            2.607952,
            3.425055,
            1.652872,
            1.72973,
            2.002451,
            1.435616
        ],
        [
            132634,
            132634,
            61844,
            254566,
            254566,
            137801
        ],
        [
            -34155,
            -34155,
            -29378,
            -157041,
            -153754,
            -157041
        ],
        [
            92,
            81,
            103,
            92,
            81,
            103
        ],
        [
            133,
            124,
            141,
            133,
            124,
            141
        ],
        [
            63,
            51,
            76,
            63,
            51,
            76
        ],
        [
            8052,
            3594,
            4458,
            8052,
            3594,
            4458
        ],
        [
            476.503166,
            476.503166,
            494.169833,
            476.503166,
            476.503166,
            494.169833
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342733,
            327826,
            -333163,
            -52473,
            -57887,
            -523124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758931473580,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 2.6001
        }
    }
}

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)