← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/480/VWAP/SUPERTREND/6123

Strategy
COMP/USDT/480/VWAP/SUPERTREND/6123
Pair
COMP_USDT
Interval
8h
Score
411754
Daily Profit
0.277811
Profit Factor
1.453185
Profitability
49.244713
Streak
0.000000
Best Strategy
Training Data Length
1928.670000
Evaluation Time
2025-10-05 17:00
Expiration Time
2025-12-02 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535804.8287 357485.0316 178319.7972 799882.8188 -26870.4322 826753.2511
Total P&L (%) 535.8048 357.485 178.3198 799.8828 -26.8704 826.7533
Avg Daily Profit (%) 0.2778 0.1854 0.0925 0.114 -0.0162 0.1155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128684 -123963 -65652 -745783 -839141 -309053
Profit Factor 1.4532 1.5244 1.3562 1.1585 0.9918 1.4643
Total Trades 331 165 166 331 165 166
Winning Trades 163 77 86 163 77 86
Losing Trades 168 88 80 168 88 80
Profitability (%) 49.2447 46.6667 51.8072 49.2447 46.6667 51.8072
Ratio Avg Win / Avg Loss 1.4978 1.7422 1.2616 1.1941 1.1335 1.3622
Largest Winning Trade 92295 92295 57710 258014 258014 180425
Largest Losing Trade -51280 -48816 -51280 -316916 -316916 -194106
Avg Bars in Trades 16 20 13 16 20 13
Avg Bars in Winners 18 19 17 18 19 17
Avg Bars in Losers 15 20 9 15 20 9
Bars Traded 5598 3301 2297 5598 3301 2297
Profit Streak 0 8.2505 0 0 8.2505 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411754 360915 -68276 -84827 -579148 -36462
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5786,
    "evaluation_days": 1928.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597363200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759672840171,
    "expiration_time": 1764650304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 43
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.5252
        }
    }
}
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": [
        [
            535804.8287390823,
            357485.0315637947,
            178319.7971752874,
            799882.818831296,
            -26870.432229212,
            826753.2510605089
        ],
        [
            535.804829,
            357.485032,
            178.319797,
            799.882819,
            -26.870432,
            826.753251
        ],
        [
            0.277811,
            0.185353,
            0.092457,
            0.113982,
            -0.016224,
            0.11551
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128684,
            -123963,
            -65652,
            -745783,
            -839141,
            -309053
        ],
        [
            1.453185,
            1.524404,
            1.356205,
            1.158544,
            0.991769,
            1.464335
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            168,
            88,
            80,
            168,
            88,
            80
        ],
        [
            49.244713,
            46.666667,
            51.807229,
            49.244713,
            46.666667,
            51.807229
        ],
        [
            1.497762,
            1.742176,
            1.261586,
            1.194082,
            1.133451,
            1.362172
        ],
        [
            92295,
            92295,
            57710,
            258014,
            258014,
            180425
        ],
        [
            -51280,
            -48816,
            -51280,
            -316916,
            -316916,
            -194106
        ],
        [
            16,
            20,
            13,
            16,
            20,
            13
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            15,
            20,
            9,
            15,
            20,
            9
        ],
        [
            5598,
            3301,
            2297,
            5598,
            3301,
            2297
        ],
        [
            0,
            8.250465,
            0,
            0,
            8.250465,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411754,
            360915,
            -68276,
            -84827,
            -579148,
            -36462
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5786,
    "evaluation_days": 1928.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597363200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759672840171,
    "expiration_time": 1764650304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 43
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.5252
        }
    }
}

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)