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Trade: FIL/USDT/15/SUPERTREND/VWAP/5655

Strategy
FIL/USDT/15/SUPERTREND/VWAP/5655
Pair
FIL_USDT
Interval
15m
Score
393977
Daily Profit
0.250204
Profit Factor
1.578731
Profitability
60.294118
Streak
6.587980
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:06
Expiration Time
2025-12-25 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70921.248 5763.1826 65158.0654 64949.2136 -4653.3122 69602.5258
Total P&L (%) 70.9212 5.7632 65.1581 64.9492 -4.6533 69.6025
Avg Daily Profit (%) 0.2723 0.0221 0.2502 0.1924 -0.0183 0.2031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37631 -36928 -26075 -51386 -37290 -35888
Profit Factor 1.2446 1.0325 1.5787 1.1726 0.9796 1.47
Total Trades 271 135 136 271 135 136
Winning Trades 162 80 82 162 80 82
Losing Trades 109 55 54 109 55 54
Profitability (%) 59.7786 59.2593 60.2941 59.7786 59.2593 60.2941
Ratio Avg Win / Avg Loss 0.8374 0.7098 1.0397 0.789 0.6735 0.9681
Largest Winning Trade 11948 11948 10004 15051 15051 14108
Largest Losing Trade -29538 -29538 -16030 -30886 -30886 -21132
Avg Bars in Trades 91 91 91 91 91 91
Avg Bars in Winners 67 57 77 67 57 77
Avg Bars in Losers 126 141 111 126 141 111
Bars Traded 24777 12370 12407 24777 12370 12407
Profit Streak 1.0671 0 6.588 1.0671 0 6.588
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 169561 -515916 393977 -26698 -581169 306221
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737816300000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159201488,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.86778
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 174
        }
    }
}
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": [
        [
            70921.2479923691,
            5763.182559234,
            65158.0654331351,
            64949.2136000584,
            -4653.3121514364,
            69602.5257514947
        ],
        [
            70.921248,
            5.763183,
            65.158065,
            64.949214,
            -4.653312,
            69.602526
        ],
        [
            0.272334,
            0.02213,
            0.250204,
            0.192362,
            -0.018296,
            0.203066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37631,
            -36928,
            -26075,
            -51386,
            -37290,
            -35888
        ],
        [
            1.244613,
            1.032497,
            1.578731,
            1.172622,
            0.979605,
            1.470009
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            162,
            80,
            82,
            162,
            80,
            82
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            59.778598,
            59.259259,
            60.294118,
            59.778598,
            59.259259,
            60.294118
        ],
        [
            0.837425,
            0.709842,
            1.039652,
            0.788986,
            0.673479,
            0.968055
        ],
        [
            11948,
            11948,
            10004,
            15051,
            15051,
            14108
        ],
        [
            -29538,
            -29538,
            -16030,
            -30886,
            -30886,
            -21132
        ],
        [
            91,
            91,
            91,
            91,
            91,
            91
        ],
        [
            67,
            57,
            77,
            67,
            57,
            77
        ],
        [
            126,
            141,
            111,
            126,
            141,
            111
        ],
        [
            24777,
            12370,
            12407,
            24777,
            12370,
            12407
        ],
        [
            1.067147,
            0,
            6.58798,
            1.067147,
            0,
            6.58798
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            169561,
            -515916,
            393977,
            -26698,
            -581169,
            306221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737816300000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159201488,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.86778
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 174
        }
    }
}

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)