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Trade: C98/USDT/480/VWAP/SUPERTREND/5824

Strategy
C98/USDT/480/VWAP/SUPERTREND/5824
Pair
C98_USDT
Interval
8h
Score
414332
Daily Profit
0.152901
Profit Factor
1.576805
Profitability
70.085470
Streak
44.886489
Best Strategy
Training Data Length
1528.000000
Evaluation Time
2025-09-28 08:16
Expiration Time
2025-11-12 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 201379.993 -32252.7161 233632.7091 -2116.2777 -176536.9547 174420.677
Total P&L (%) 201.38 -32.2527 233.6327 -2.1163 -176.537 174.4207
Avg Daily Profit (%) 0.1318 -0.0211 0.1529 -0.0014 0 0.0661
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176517 -137031 -107702 -496455 -302650 -313688
Profit Factor 1.1933 0.9493 1.5768 0.9989 0.8402 1.2345
Total Trades 235 118 117 235 118 117
Winning Trades 155 73 82 155 73 82
Losing Trades 80 45 35 80 45 35
Profitability (%) 65.9574 61.8644 70.0855 65.9574 61.8644 70.0855
Ratio Avg Win / Avg Loss 0.6159 0.5852 0.673 0.5155 0.5179 0.5269
Largest Winning Trade 27615 27615 20854 53349 53349 37531
Largest Losing Trade -46043 -44969 -46043 -130261 -106388 -130261
Avg Bars in Trades 19 21 16 19 21 16
Avg Bars in Winners 11 10 12 11 10 12
Avg Bars in Losers 33 38 27 33 38 27
Bars Traded 4477 2506 1971 4477 2506 1971
Profit Streak 0 0 44.8865 0 0 44.8865
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23067 -579202 414332 -577201 -579202 -102489
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4584,
    "evaluation_days": 1528,
    "actual_first_datapoint_time": 1627027200000,
    "first_datapoint_time": 1629936000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036592626,
    "expiration_time": 1762978176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 101,
            "offset": 0,
            "multiplier": 1.55507
        }
    }
}
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": [
        [
            201379.9930292797,
            -32252.7161172242,
            233632.7091465039,
            -2116.2776742064,
            -176536.9547018595,
            174420.6770276529
        ],
        [
            201.379993,
            -32.252716,
            233.632709,
            -2.116278,
            -176.536955,
            174.420677
        ],
        [
            0.131793,
            -0.021108,
            0.152901,
            -0.0014,
            0,
            0.066088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176517,
            -137031,
            -107702,
            -496455,
            -302650,
            -313688
        ],
        [
            1.193302,
            0.949347,
            1.576805,
            0.998855,
            0.840209,
            1.234539
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            155,
            73,
            82,
            155,
            73,
            82
        ],
        [
            80,
            45,
            35,
            80,
            45,
            35
        ],
        [
            65.957447,
            61.864407,
            70.08547,
            65.957447,
            61.864407,
            70.08547
        ],
        [
            0.615898,
            0.585214,
            0.673027,
            0.515538,
            0.517937,
            0.526937
        ],
        [
            27615,
            27615,
            20854,
            53349,
            53349,
            37531
        ],
        [
            -46043,
            -44969,
            -46043,
            -130261,
            -106388,
            -130261
        ],
        [
            19,
            21,
            16,
            19,
            21,
            16
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            33,
            38,
            27,
            33,
            38,
            27
        ],
        [
            4477,
            2506,
            1971,
            4477,
            2506,
            1971
        ],
        [
            0,
            0,
            44.886489,
            0,
            0,
            44.886489
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23067,
            -579202,
            414332,
            -577201,
            -579202,
            -102489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4584,
    "evaluation_days": 1528,
    "actual_first_datapoint_time": 1627027200000,
    "first_datapoint_time": 1629936000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036592626,
    "expiration_time": 1762978176000,
    "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": 101,
            "offset": 0,
            "multiplier": 1.55507
        }
    }
}

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)