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Trade: ONE/USDT/360/VWMA/SUPERTREND/6272

Strategy
ONE/USDT/360/VWMA/SUPERTREND/6272
Pair
ONE_USDT
Interval
6h
Score
331302
Daily Profit
0.241534
Profit Factor
1.544858
Profitability
43.918919
Streak
10.775819
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471594.1291 559392.8997 -87798.7706 -87874.6591 265196.2678 -353070.9269
Total P&L (%) 471.5941 559.3929 -87.7988 -87.8747 265.1963 -353.0709
Avg Daily Profit (%) 0.2036 0.2415 -0.0379 -0.0911 0.0559 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -260040 -158587 -211149 -1525380 -583762 -1166545
Profit Factor 1.2447 1.5449 0.9025 0.9744 1.1598 0.8013
Total Trades 295 148 147 295 148 147
Winning Trades 132 65 67 132 65 67
Losing Trades 163 83 80 163 83 80
Profitability (%) 44.7458 43.9189 45.5782 44.7458 43.9189 45.5782
Ratio Avg Win / Avg Loss 1.5371 1.9727 1.0776 1.2033 1.4809 0.9568
Largest Winning Trade 273085 273085 32303 464625 464625 271642
Largest Losing Trade -60458 -48169 -60458 -402402 -234038 -402402
Avg Bars in Trades 30 34 27 30 34 27
Avg Bars in Winners 36 38 33 36 38 33
Avg Bars in Losers 26 30 22 26 30 22
Bars Traded 9078 5072 4006 9078 5072 4006
Profit Streak 10.7758 10.7758 56.5258 10.7758 10.7758 56.5258
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327768 331302 -579256 -578515 -164891 -580923
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451830744,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 3.22453
        }
    }
}
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": [
        [
            471594.1290545361,
            559392.8996847597,
            -87798.7706302234,
            -87874.6591147859,
            265196.2678200674,
            -353070.9269348534
        ],
        [
            471.594129,
            559.3929,
            -87.798771,
            -87.874659,
            265.196268,
            -353.070927
        ],
        [
            0.203624,
            0.241534,
            -0.03791,
            -0.091058,
            0.055942,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -260040,
            -158587,
            -211149,
            -1525380,
            -583762,
            -1166545
        ],
        [
            1.24473,
            1.544858,
            0.90248,
            0.974435,
            1.159758,
            0.801344
        ],
        [
            295,
            148,
            147,
            295,
            148,
            147
        ],
        [
            132,
            65,
            67,
            132,
            65,
            67
        ],
        [
            163,
            83,
            80,
            163,
            83,
            80
        ],
        [
            44.745763,
            43.918919,
            45.578231,
            44.745763,
            43.918919,
            45.578231
        ],
        [
            1.537053,
            1.972665,
            1.077589,
            1.203279,
            1.480922,
            0.956829
        ],
        [
            273085,
            273085,
            32303,
            464625,
            464625,
            271642
        ],
        [
            -60458,
            -48169,
            -60458,
            -402402,
            -234038,
            -402402
        ],
        [
            30,
            34,
            27,
            30,
            34,
            27
        ],
        [
            36,
            38,
            33,
            36,
            38,
            33
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            9078,
            5072,
            4006,
            9078,
            5072,
            4006
        ],
        [
            10.775819,
            10.775819,
            56.525819,
            10.775819,
            10.775819,
            56.525819
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327768,
            331302,
            -579256,
            -578515,
            -164891,
            -580923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451830744,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 3.22453
        }
    }
}

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)