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Trade: OP/USDT/480/VWAP/SUPERTREND/5147

Strategy
OP/USDT/480/VWAP/SUPERTREND/5147
Pair
OP_USDT
Interval
8h
Score
359671
Daily Profit
0.164024
Profit Factor
1.368729
Profitability
65.384615
Streak
42.666166
Best Strategy
Training Data Length
1213.000000
Evaluation Time
2025-09-26 10:59
Expiration Time
2025-11-01 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198960.5582 133859.8498 65100.7084 31961.7467 22281.2709 9680.4758
Total P&L (%) 198.9606 133.8599 65.1007 31.9617 22.2813 9.6805
Avg Daily Profit (%) 0.164 0.1104 0.0537 0.0229 0.0166 0.0076
Buy And Hold Return (%) 24.8936 24.8936 24.8936 24.8936 24.8936 24.8936
Max Trade Drawdown -76985 -66215 -88896 -101246 -95457 -126617
Profit Factor 1.3687 1.483 1.2481 1.0525 1.0688 1.034
Total Trades 104 52 52 104 52 52
Winning Trades 68 34 34 68 34 34
Losing Trades 36 18 18 36 18 18
Profitability (%) 65.3846 65.3846 65.3846 65.3846 65.3846 65.3846
Ratio Avg Win / Avg Loss 0.7246 0.7851 0.6607 0.5572 0.5658 0.5474
Largest Winning Trade 29124 29124 19211 24973 24973 18678
Largest Losing Trade -61627 -56152 -61627 -91373 -75252 -91373
Avg Bars in Trades 33 39 26 33 39 26
Avg Bars in Winners 21 22 20 21 22 20
Avg Bars in Losers 55 72 37 55 72 37
Bars Traded 3442 2069 1373 3442 2069 1373
Profit Streak 42.6662 140.6662 42.6662 42.6662 140.6662 42.6662
Trades During Streak 6 8 3 6 8 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359671 -223765 -302961 -400374 -659564 -709609

Evaluation Data

{
    "trading_pair": "OP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1213,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1656892800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758873556766,
    "expiration_time": 1761988896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 98,
            "offset": 35,
            "multiplier": 2.67738
        }
    }
}
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": [
        [
            198960.5581795338,
            133859.8498259104,
            65100.7083536233,
            31961.7467002075,
            22281.2708745569,
            9680.4758256505
        ],
        [
            198.960558,
            133.85985,
            65.100708,
            31.961747,
            22.281271,
            9.680476
        ],
        [
            0.164024,
            0.110354,
            0.053669,
            0.022867,
            0.016585,
            0.007618
        ],
        [
            24.893617,
            24.893617,
            24.893617,
            24.893617,
            24.893617,
            24.893617
        ],
        [
            -76985,
            -66215,
            -88896,
            -101246,
            -95457,
            -126617
        ],
        [
            1.368729,
            1.482996,
            1.24806,
            1.05249,
            1.068774,
            1.033974
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            65.384615,
            65.384615,
            65.384615,
            65.384615,
            65.384615,
            65.384615
        ],
        [
            0.724621,
            0.785115,
            0.660738,
            0.557201,
            0.565822,
            0.547398
        ],
        [
            29124,
            29124,
            19211,
            24973,
            24973,
            18678
        ],
        [
            -61627,
            -56152,
            -61627,
            -91373,
            -75252,
            -91373
        ],
        [
            33,
            39,
            26,
            33,
            39,
            26
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            55,
            72,
            37,
            55,
            72,
            37
        ],
        [
            3442,
            2069,
            1373,
            3442,
            2069,
            1373
        ],
        [
            42.666166,
            140.666166,
            42.666166,
            42.666166,
            140.666166,
            42.666166
        ],
        [
            6,
            8,
            3,
            6,
            8,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359671,
            -223765,
            -302961,
            -400374,
            -659564,
            -709609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1213,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1656892800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758873556766,
    "expiration_time": 1761988896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 98,
            "offset": 35,
            "multiplier": 2.67738
        }
    }
}

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)