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Trade: ONE/USDT/720/VWMA/SUPERTREND/7150

Strategy
ONE/USDT/720/VWMA/SUPERTREND/7150
Pair
ONE_USDT
Interval
12h
Score
621485
Daily Profit
0.855868
Profit Factor
5.555760
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
2312.500000
Evaluation Time
2025-09-29 13:12
Expiration Time
2025-12-07 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1891299.2119 1979193.7367 -87894.5248 -84599.9162 431632.3663 -516232.2825
Total P&L (%) 1891.2992 1979.1937 -87.8945 -84.5999 431.6324 -516.2323
Avg Daily Profit (%) 0.8179 0.8559 -0.038 -0.0809 0.0723 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -268764 -107502 -218376 -767519 -403370 -497258
Profit Factor 2.965 5.5558 0.8336 0.9375 1.6038 0.1904
Total Trades 91 46 45 91 46 45
Winning Trades 37 18 19 37 18 19
Losing Trades 54 28 26 54 28 26
Profitability (%) 40.6593 39.1304 42.2222 40.6593 39.1304 42.2222
Ratio Avg Win / Avg Loss 4.3272 8.6423 1.1407 1.3682 2.4948 0.2606
Largest Winning Trade 1886084 1886084 80718 691209 691209 58787
Largest Losing Trade -88712 -54042 -88712 -403370 -403370 -109377
Avg Bars in Trades 47 42 52 47 42 52
Avg Bars in Winners 69 59 79 69 59 79
Avg Bars in Losers 31 31 32 31 31 32
Bars Traded 4293 1951 2342 4293 1951 2342
Profit Streak 0 0 67.4251 0 0 67.4251
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556350 621485 -581511 -582501 -97556 -583178
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140728923,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.72263
        }
    }
}
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": [
        [
            1891299.211924055,
            1979193.7366746448,
            -87894.5247505893,
            -84599.9162053243,
            431632.3663204273,
            -516232.2825257518
        ],
        [
            1891.299212,
            1979.193737,
            -87.894525,
            -84.599916,
            431.632366,
            -516.232283
        ],
        [
            0.817859,
            0.855868,
            -0.038008,
            -0.080867,
            0.072276,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -268764,
            -107502,
            -218376,
            -767519,
            -403370,
            -497258
        ],
        [
            2.964954,
            5.55576,
            0.833558,
            0.937451,
            1.603792,
            0.190433
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            40.659341,
            39.130435,
            42.222222,
            40.659341,
            39.130435,
            42.222222
        ],
        [
            4.32723,
            8.642293,
            1.140658,
            1.368171,
            2.494787,
            0.260592
        ],
        [
            1886084,
            1886084,
            80718,
            691209,
            691209,
            58787
        ],
        [
            -88712,
            -54042,
            -88712,
            -403370,
            -403370,
            -109377
        ],
        [
            47,
            42,
            52,
            47,
            42,
            52
        ],
        [
            69,
            59,
            79,
            69,
            59,
            79
        ],
        [
            31,
            31,
            32,
            31,
            31,
            32
        ],
        [
            4293,
            1951,
            2342,
            4293,
            1951,
            2342
        ],
        [
            0,
            0,
            67.425103,
            0,
            0,
            67.425103
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556350,
            621485,
            -581511,
            -582501,
            -97556,
            -583178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140728923,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.72263
        }
    }
}

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)