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Trade: FIL/USDT/120/MIDPRICE/SUPERTREND/6083

Strategy
FIL/USDT/120/MIDPRICE/SUPERTREND/6083
Pair
FIL_USDT
Interval
2h
Score
344881
Daily Profit
0.334141
Profit Factor
1.722995
Profitability
39.484979
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-04 06:42
Expiration Time
2025-12-08 11:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 606131.4494 379209.6242 226921.8252 1192285.9675 252486.3907 939799.5768
Total P&L (%) 606.1314 379.2096 226.9218 1192.286 252.4864 939.7996
Avg Daily Profit (%) 0.3341 0.209 0.1251 0.1412 0.0695 0.1292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78805 -72910 -50315 -2869993 -2231709 -1898618
Profit Factor 1.723 1.8219 1.602 1.0802 1.0324 1.1328
Total Trades 233 117 116 233 117 116
Winning Trades 92 44 48 92 44 48
Losing Trades 141 73 68 141 73 68
Profitability (%) 39.485 37.6068 41.3793 39.485 37.6068 41.3793
Ratio Avg Win / Avg Loss 2.6407 3.0226 2.2695 1.6556 1.7129 1.6048
Largest Winning Trade 295833 295833 73511 1632361 1632361 663908
Largest Losing Trade -25264 -25264 -20412 -839240 -697814 -839240
Avg Bars in Trades 91 69 114 91 69 114
Avg Bars in Winners 149 108 187 149 108 187
Avg Bars in Losers 54 45 62 54 45 62
Bars Traded 21365 8111 13254 21365 8111 13254
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 344881 219314 -26579 -138202 -288969 -97133
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21768,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604455200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549337317,
    "expiration_time": 1765185465600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 179,
            "offset": 0,
            "multiplier": 2.80603
        }
    }
}
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": [
        [
            606131.4494029649,
            379209.624163435,
            226921.8252395302,
            1192285.9674833624,
            252486.3906969487,
            939799.5767864131
        ],
        [
            606.131449,
            379.209624,
            226.921825,
            1192.285967,
            252.486391,
            939.799577
        ],
        [
            0.334141,
            0.209046,
            0.125095,
            0.141169,
            0.069475,
            0.129169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78805,
            -72910,
            -50315,
            -2869993,
            -2231709,
            -1898618
        ],
        [
            1.722995,
            1.821864,
            1.601979,
            1.080225,
            1.032439,
            1.132768
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            141,
            73,
            68,
            141,
            73,
            68
        ],
        [
            39.484979,
            37.606838,
            41.37931,
            39.484979,
            37.606838,
            41.37931
        ],
        [
            2.640677,
            3.022638,
            2.26947,
            1.655562,
            1.712911,
            1.604755
        ],
        [
            295833,
            295833,
            73511,
            1632361,
            1632361,
            663908
        ],
        [
            -25264,
            -25264,
            -20412,
            -839240,
            -697814,
            -839240
        ],
        [
            91,
            69,
            114,
            91,
            69,
            114
        ],
        [
            149,
            108,
            187,
            149,
            108,
            187
        ],
        [
            54,
            45,
            62,
            54,
            45,
            62
        ],
        [
            21365,
            8111,
            13254,
            21365,
            8111,
            13254
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344881,
            219314,
            -26579,
            -138202,
            -288969,
            -97133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21768,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604455200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549337317,
    "expiration_time": 1765185465600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 179,
            "offset": 0,
            "multiplier": 2.80603
        }
    }
}

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)