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Trade: FIL/USDT/480/SUPERTREND/VWMA/6685

Strategy
FIL/USDT/480/SUPERTREND/VWMA/6685
Pair
FIL_USDT
Interval
8h
Score
303332
Daily Profit
0.151948
Profit Factor
1.345833
Profitability
54.032258
Streak
0.000000
Best Strategy
Training Data Length
1814.330000
Evaluation Time
2025-10-04 03:06
Expiration Time
2025-11-27 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275683.3381 165814.9862 109868.352 -453218.2251 21448.8505 -474667.0756
Total P&L (%) 275.6833 165.815 109.8684 -453.2182 21.4489 -474.6671
Avg Daily Profit (%) 0.1519 0.0914 0.0606 0 0.0107 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151749 -101283 -178306 -1646518 -1035875 -923218
Profit Factor 1.3458 1.5553 1.2204 0.893 1.0116 0.8008
Total Trades 124 62 62 124 62 62
Winning Trades 67 34 33 58 32 26
Losing Trades 57 28 29 66 30 36
Profitability (%) 54.0323 54.8387 53.2258 46.7742 51.6129 41.9355
Ratio Avg Win / Avg Loss 1.145 1.2808 1.0725 1.0162 0.9483 1.1088
Largest Winning Trade 62853 56281 62853 287988 287988 212477
Largest Losing Trade -137788 -28020 -137788 -336174 -238249 -336174
Avg Bars in Trades 41 22 61 41 22 61
Avg Bars in Winners 49 21 77 31 24 39
Avg Bars in Losers 33 24 42 51 20 76
Bars Traded 5206 1418 3788 5206 1418 3788
Profit Streak 0 0 0 72.0046 72.0046 93.0046
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303332 -222581 -266229 -578610 -546644 -735746
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5443,
    "evaluation_days": 1814.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607097600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759536397624,
    "expiration_time": 1764209952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 3.73386
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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": [
        [
            275683.3381370754,
            165814.9861713571,
            109868.3519657181,
            -453218.2251046367,
            21448.8505042526,
            -474667.0756088895
        ],
        [
            275.683338,
            165.814986,
            109.868352,
            -453.218225,
            21.448851,
            -474.667076
        ],
        [
            0.151948,
            0.091392,
            0.060556,
            0,
            0.010711,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151749,
            -101283,
            -178306,
            -1646518,
            -1035875,
            -923218
        ],
        [
            1.345833,
            1.555282,
            1.220379,
            0.893045,
            1.011567,
            0.800824
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            67,
            34,
            33,
            58,
            32,
            26
        ],
        [
            57,
            28,
            29,
            66,
            30,
            36
        ],
        [
            54.032258,
            54.83871,
            53.225806,
            46.774194,
            51.612903,
            41.935484
        ],
        [
            1.144962,
            1.280821,
            1.072454,
            1.016224,
            0.948344,
            1.108833
        ],
        [
            62853,
            56281,
            62853,
            287988,
            287988,
            212477
        ],
        [
            -137788,
            -28020,
            -137788,
            -336174,
            -238249,
            -336174
        ],
        [
            41,
            22,
            61,
            41,
            22,
            61
        ],
        [
            49,
            21,
            77,
            31,
            24,
            39
        ],
        [
            33,
            24,
            42,
            51,
            20,
            76
        ],
        [
            5206,
            1418,
            3788,
            5206,
            1418,
            3788
        ],
        [
            0,
            0,
            0,
            72.004602,
            72.004602,
            93.004602
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303332,
            -222581,
            -266229,
            -578610,
            -546644,
            -735746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5443,
    "evaluation_days": 1814.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607097600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759536397624,
    "expiration_time": 1764209952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 3.73386
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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)