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Trade: ONE/USDT/480/VWMA/SUPERTREND/5451

Strategy
ONE/USDT/480/VWMA/SUPERTREND/5451
Pair
ONE_USDT
Interval
8h
Score
625701
Daily Profit
0.717998
Profit Factor
2.994440
Profitability
47.107438
Streak
0.000000
Best Strategy
Training Data Length
2310.670000
Evaluation Time
2025-09-27 15:17
Expiration Time
2025-12-05 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1659056.579 1519009.1899 140047.389 2730634.6581 2289584.9225 441049.7355
Total P&L (%) 1659.0566 1519.0092 140.0474 2730.6347 2289.5849 441.0497
Avg Daily Profit (%) 0.718 0.6574 0.0606 0.1448 0.1374 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123676 -71712 -150813 -1910454 -1159141 -1960421
Profit Factor 2.9944 4.6694 1.3351 1.2547 1.4138 1.085
Total Trades 121 61 60 121 61 60
Winning Trades 57 28 29 57 28 29
Losing Trades 64 33 31 64 33 31
Profitability (%) 47.1074 45.9016 48.3333 47.1074 45.9016 48.3333
Ratio Avg Win / Avg Loss 3.3622 5.5032 1.4272 1.4088 1.6663 1.1598
Largest Winning Trade 1309470 1309470 81023 2291814 2291814 825960
Largest Losing Trade -38120 -38120 -37652 -928815 -655067 -928815
Avg Bars in Trades 55 45 64 55 45 64
Avg Bars in Winners 82 67 97 82 67 97
Avg Bars in Losers 30 26 34 30 26 34
Bars Traded 6675 2778 3897 6675 2778 3897
Profit Streak 0 0 23.5125 0 0 23.5125
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625701 -143774 -280978 -339 -170514 -391653
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6932,
    "evaluation_days": 2310.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758975476926,
    "expiration_time": 1764949248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 2.61276
        }
    }
}
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": [
        [
            1659056.5789865982,
            1519009.1899492105,
            140047.389037387,
            2730634.6580647193,
            2289584.9225159804,
            441049.7355487396
        ],
        [
            1659.056579,
            1519.00919,
            140.047389,
            2730.634658,
            2289.584923,
            441.049736
        ],
        [
            0.717998,
            0.657389,
            0.060609,
            0.144785,
            0.137444,
            0.073094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123676,
            -71712,
            -150813,
            -1910454,
            -1159141,
            -1960421
        ],
        [
            2.99444,
            4.669379,
            1.335144,
            1.254682,
            1.41379,
            1.085004
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            47.107438,
            45.901639,
            48.333333,
            47.107438,
            45.901639,
            48.333333
        ],
        [
            3.362178,
            5.503197,
            1.427223,
            1.408765,
            1.666253,
            1.159832
        ],
        [
            1309470,
            1309470,
            81023,
            2291814,
            2291814,
            825960
        ],
        [
            -38120,
            -38120,
            -37652,
            -928815,
            -655067,
            -928815
        ],
        [
            55,
            45,
            64,
            55,
            45,
            64
        ],
        [
            82,
            67,
            97,
            82,
            67,
            97
        ],
        [
            30,
            26,
            34,
            30,
            26,
            34
        ],
        [
            6675,
            2778,
            3897,
            6675,
            2778,
            3897
        ],
        [
            0,
            0,
            23.512464,
            0,
            0,
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        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            625701,
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            -280978,
            -339,
            -170514,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6932,
    "evaluation_days": 2310.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563465600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758975476926,
    "expiration_time": 1764949248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 2.61276
        }
    }
}

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)