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Trade: ARB/USDT/360/SUPERTREND/VWMA/1093

Strategy
ARB/USDT/360/SUPERTREND/VWMA/1093
Pair
ARB_USDT
Interval
6h
Score
307394
Daily Profit
0.223225
Profit Factor
1.581742
Profitability
42.352941
Streak
21.975284
Best Strategy
Training Data Length
928.750000
Evaluation Time
2025-10-07 08:24
Expiration Time
2025-11-06 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 207320.3049 101024.6571 106295.6478 228570.2093 94460.7388 134109.4705
Total P&L (%) 207.3203 101.0247 106.2956 228.5702 94.4607 134.1095
Avg Daily Profit (%) 0.2232 0.1088 0.1145 0.1282 0.0716 0.0916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57177 -60012 -42213 -156298 -144067 -124547
Profit Factor 1.5817 1.5155 1.6626 1.3164 1.2354 1.4177
Total Trades 85 42 43 85 42 43
Winning Trades 36 14 22 36 14 22
Losing Trades 49 28 21 49 28 21
Profitability (%) 42.3529 33.3333 51.1628 42.3529 33.3333 51.1628
Ratio Avg Win / Avg Loss 2.1529 3.0311 1.587 1.7918 2.4708 1.3533
Largest Winning Trade 83049 83049 29483 107433 107433 83893
Largest Losing Trade -25705 -14866 -25705 -79741 -48123 -79741
Avg Bars in Trades 42 39 45 42 39 45
Avg Bars in Winners 64 66 63 64 66 63
Avg Bars in Losers 27 26 28 27 26 28
Bars Traded 3651 1677 1975 3651 1677 1975
Profit Streak 21.9753 0 27.9753 21.9753 0 27.9753
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307394 -51699 -36314 -22820 -102932 -69088
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 928.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679745600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759814664523,
    "expiration_time": 1762387200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 2.79551
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    }
}
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": [
        [
            207320.304885097,
            101024.657062718,
            106295.6478223793,
            228570.2093172694,
            94460.7387911221,
            134109.4705261474
        ],
        [
            207.320305,
            101.024657,
            106.295648,
            228.570209,
            94.460739,
            134.109471
        ],
        [
            0.223225,
            0.108775,
            0.11445,
            0.128166,
            0.071634,
            0.091629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57177,
            -60012,
            -42213,
            -156298,
            -144067,
            -124547
        ],
        [
            1.581742,
            1.515538,
            1.662614,
            1.316421,
            1.235389,
            1.417703
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            42.352941,
            33.333333,
            51.162791,
            42.352941,
            33.333333,
            51.162791
        ],
        [
            2.152927,
            3.031075,
            1.587041,
            1.791796,
            2.470778,
            1.353262
        ],
        [
            83049,
            83049,
            29483,
            107433,
            107433,
            83893
        ],
        [
            -25705,
            -14866,
            -25705,
            -79741,
            -48123,
            -79741
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            3651,
            1677,
            1975,
            3651,
            1677,
            1975
        ],
        [
            21.975284,
            0,
            27.975284,
            21.975284,
            0,
            27.975284
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307394,
            -51699,
            -36314,
            -22820,
            -102932,
            -69088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 928.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679745600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759814664523,
    "expiration_time": 1762387200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 2.79551
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    }
}

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)