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Trade: ONE/USDT/720/VWMA/SUPERTREND/2819

Strategy
ONE/USDT/720/VWMA/SUPERTREND/2819
Pair
ONE_USDT
Interval
12h
Score
710876
Daily Profit
0.768254
Profit Factor
6.288230
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 05:36
Expiration Time
2025-12-09 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1780257.008 1778123.9344 2133.0736 -26530.7169 3360946.6308 -3387477.3477
Total P&L (%) 1780.257 1778.1239 2.1331 -26.5307 3360.9466 -3387.4773
Avg Daily Profit (%) 0.7692 0.7683 0.0009 -0.0133 0.1532 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240597 -188478 -130757 -4379231 -1862851 -3614152
Profit Factor 3.5248 6.2882 1.0058 0.9964 2.1585 0.2361
Total Trades 70 35 35 70 35 35
Winning Trades 31 16 15 31 16 15
Losing Trades 39 19 20 39 19 20
Profitability (%) 44.2857 45.7143 42.8571 44.2857 45.7143 42.8571
Ratio Avg Win / Avg Loss 4.4344 7.4673 1.341 1.2535 2.5632 0.3147
Largest Winning Trade 1679702 1679702 79866 3876782 3876782 517701
Largest Losing Trade -94003 -48338 -94003 -1837208 -958435 -1837208
Avg Bars in Trades 59 62 56 59 62 56
Avg Bars in Winners 97 89 105 97 89 105
Avg Bars in Losers 29 40 19 29 40 19
Bars Traded 4175 2193 1982 4175 2193 1982
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 -81384 710876 -574308 -680111 362442 -583565
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567382400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286174143,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 0,
            "multiplier": 3.79381
        }
    }
}
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": [
        [
            1780257.0079607393,
            1778123.9343646073,
            2133.0735961323,
            -26530.7168826374,
            3360946.6308011487,
            -3387477.347683786
        ],
        [
            1780.257008,
            1778.123934,
            2.133074,
            -26.530717,
            3360.946631,
            -3387.477348
        ],
        [
            0.769176,
            0.768254,
            0.000922,
            -0.01332,
            0.153244,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240597,
            -188478,
            -130757,
            -4379231,
            -1862851,
            -3614152
        ],
        [
            3.524819,
            6.28823,
            1.005783,
            0.996383,
            2.158478,
            0.236056
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            44.285714,
            45.714286,
            42.857143,
            44.285714,
            45.714286,
            42.857143
        ],
        [
            4.434449,
            7.467274,
            1.341044,
            1.253514,
            2.563193,
            0.314741
        ],
        [
            1679702,
            1679702,
            79866,
            3876782,
            3876782,
            517701
        ],
        [
            -94003,
            -48338,
            -94003,
            -1837208,
            -958435,
            -1837208
        ],
        [
            59,
            62,
            56,
            59,
            62,
            56
        ],
        [
            97,
            89,
            105,
            97,
            89,
            105
        ],
        [
            29,
            40,
            19,
            29,
            40,
            19
        ],
        [
            4175,
            2193,
            1982,
            4175,
            2193,
            1982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81384,
            710876,
            -574308,
            -680111,
            362442,
            -583565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567382400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286174143,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 0,
            "multiplier": 3.79381
        }
    }
}

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)