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Trade: MASK/USDT/720/SUPERTREND/VWMA/3794

Strategy
MASK/USDT/720/SUPERTREND/VWMA/3794
Pair
MASK_USDT
Interval
12h
Score
319001
Daily Profit
0.210575
Profit Factor
1.481841
Profitability
60.674157
Streak
0.000000
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 15:49
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333551.3408 230405.1206 103146.2202 46403.1762 132684.9952 -86281.8189
Total P&L (%) 333.5513 230.4051 103.1462 46.4032 132.685 -86.2818
Avg Daily Profit (%) 0.2106 0.1455 0.0651 0.0241 0.0533 -0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104369 -45489 -108531 -196564 -118949 -204666
Profit Factor 1.4818 1.9056 1.2356 1.053 1.4405 0.8498
Total Trades 89 45 44 89 45 44
Winning Trades 54 28 26 54 28 26
Losing Trades 35 17 18 35 17 18
Profitability (%) 60.6742 62.2222 59.0909 60.6742 62.2222 59.0909
Ratio Avg Win / Avg Loss 0.9605 1.157 0.8554 0.6825 0.8746 0.5883
Largest Winning Trade 66753 66753 64926 91139 57301 91139
Largest Losing Trade -71829 -34215 -71829 -147726 -69757 -147726
Avg Bars in Trades 32 19 46 32 19 46
Avg Bars in Winners 32 17 48 32 17 48
Avg Bars in Losers 32 21 43 32 21 43
Bars Traded 2899 861 2038 2899 861 2038
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319001 200623 -106721 -324644 -120495 -579541

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890968316,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 228,
            "offset": 0,
            "multiplier": 3.39763
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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": [
        [
            333551.3408491049,
            230405.120607757,
            103146.2202413478,
            46403.1762308766,
            132684.9951722677,
            -86281.818941391
        ],
        [
            333.551341,
            230.405121,
            103.14622,
            46.403176,
            132.684995,
            -86.281819
        ],
        [
            0.210575,
            0.145458,
            0.065118,
            0.024068,
            0.05333,
            -0.125328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104369,
            -45489,
            -108531,
            -196564,
            -118949,
            -204666
        ],
        [
            1.481841,
            1.905638,
            1.235584,
            1.052997,
            1.440486,
            0.849777
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            60.674157,
            62.222222,
            59.090909,
            60.674157,
            62.222222,
            59.090909
        ],
        [
            0.960452,
            1.156994,
            0.855404,
            0.682498,
            0.874581,
            0.588307
        ],
        [
            66753,
            66753,
            64926,
            91139,
            57301,
            91139
        ],
        [
            -71829,
            -34215,
            -71829,
            -147726,
            -69757,
            -147726
        ],
        [
            32,
            19,
            46,
            32,
            19,
            46
        ],
        [
            32,
            17,
            48,
            32,
            17,
            48
        ],
        [
            32,
            21,
            43,
            32,
            21,
            43
        ],
        [
            2899,
            861,
            2038,
            2899,
            861,
            2038
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319001,
            200623,
            -106721,
            -324644,
            -120495,
            -579541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890968316,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 228,
            "offset": 0,
            "multiplier": 3.39763
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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)