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Trade: RSR/USDT/360/VWAP/SUPERTREND/5147

Strategy
RSR/USDT/360/VWAP/SUPERTREND/5147
Pair
RSR_USDT
Interval
6h
Score
325501
Daily Profit
0.171039
Profit Factor
1.345958
Profitability
61.883408
Streak
28.584696
Best Strategy
Training Data Length
1860.750000
Evaluation Time
2025-09-30 23:01
Expiration Time
2025-11-25 15:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234954.875 318261.7265 -83306.8516 -103909.1476 249391.0182 -353300.1659
Total P&L (%) 234.9549 318.2617 -83.3069 -103.9091 249.391 -353.3002
Avg Daily Profit (%) 0.1263 0.171 -0.0448 0 0.0673 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -346974 -162630 -335526 -1551093 -761162 -1271756
Profit Factor 1.1087 1.346 0.9329 0.9811 1.1046 0.8863
Total Trades 446 223 223 446 223 223
Winning Trades 283 138 145 265 132 133
Losing Trades 163 85 78 181 91 90
Profitability (%) 63.4529 61.8834 65.0224 59.417 59.1928 59.6413
Ratio Avg Win / Avg Loss 0.6386 0.829 0.5018 0.6701 0.7615 0.5997
Largest Winning Trade 47068 47068 25027 296790 296790 258254
Largest Losing Trade -122990 -41580 -122990 -1004616 -234974 -1004616
Avg Bars in Trades 16 16 15 16 16 15
Avg Bars in Winners 10 10 10 12 11 12
Avg Bars in Losers 25 27 24 22 24 20
Bars Traded 7195 3762 3433 7195 3762 3433
Profit Streak 16.0847 28.5847 16.0847 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121625 325501 -577364 -576948 -208216 -578638
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7443,
    "evaluation_days": 1860.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601748000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262517751,
    "expiration_time": 1764078264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 1.64007
        }
    }
}
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": [
        [
            234954.8749694391,
            318261.7265337047,
            -83306.8515642652,
            -103909.1476315675,
            249391.0182460564,
            -353300.1658776244
        ],
        [
            234.954875,
            318.261727,
            -83.306852,
            -103.909148,
            249.391018,
            -353.300166
        ],
        [
            0.126269,
            0.171039,
            -0.044771,
            0,
            0.067255,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -346974,
            -162630,
            -335526,
            -1551093,
            -761162,
            -1271756
        ],
        [
            1.108722,
            1.345958,
            0.932878,
            0.981079,
            1.104572,
            0.886287
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            283,
            138,
            145,
            265,
            132,
            133
        ],
        [
            163,
            85,
            78,
            181,
            91,
            90
        ],
        [
            63.452915,
            61.883408,
            65.022422,
            59.41704,
            59.192825,
            59.641256
        ],
        [
            0.638592,
            0.829032,
            0.501824,
            0.670096,
            0.761485,
            0.599743
        ],
        [
            47068,
            47068,
            25027,
            296790,
            296790,
            258254
        ],
        [
            -122990,
            -41580,
            -122990,
            -1004616,
            -234974,
            -1004616
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10,
            10,
            10,
            12,
            11,
            12
        ],
        [
            25,
            27,
            24,
            22,
            24,
            20
        ],
        [
            7195,
            3762,
            3433,
            7195,
            3762,
            3433
        ],
        [
            16.084696,
            28.584696,
            16.084696,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121625,
            325501,
            -577364,
            -576948,
            -208216,
            -578638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7443,
    "evaluation_days": 1860.75,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1601748000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262517751,
    "expiration_time": 1764078264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 1.64007
        }
    }
}

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)