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Trade: FIL/USDT/240/MIDPRICE/SUPERTREND/2630

Strategy
FIL/USDT/240/MIDPRICE/SUPERTREND/2630
Pair
FIL_USDT
Interval
4h
Score
349086
Daily Profit
0.300831
Profit Factor
1.879233
Profitability
41.984733
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-25 20:25
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543000.6031 319639.8294 223360.7737 1305666.2661 -129909.0762 1435575.3423
Total P&L (%) 543.0006 319.6398 223.3608 1305.6663 -129.9091 1435.5753
Avg Daily Profit (%) 0.3008 0.1771 0.1237 0.1465 0 0.1514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124564 -79535 -71490 -4323983 -3173245 -2135906
Profit Factor 1.8792 1.9434 1.8013 1.0837 0.9848 1.2026
Total Trades 131 66 65 131 66 65
Winning Trades 55 27 28 55 27 28
Losing Trades 76 39 37 76 39 37
Profitability (%) 41.9847 40.9091 43.0769 41.9847 40.9091 43.0769
Ratio Avg Win / Avg Loss 2.5968 2.8071 2.3803 1.4974 1.4224 1.5891
Largest Winning Trade 217975 217975 71745 1542504 1542504 1420426
Largest Losing Trade -22905 -21950 -22905 -952823 -952823 -812424
Avg Bars in Trades 80 52 109 80 52 109
Avg Bars in Winners 127 76 177 127 76 177
Avg Bars in Losers 46 36 57 46 36 57
Bars Traded 10579 3481 7098 10579 3481 7098
Profit Streak 0 0 12.2263 0 0 12.2263
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349086 -116877 -158425 -128273 -707104 -125808

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605686400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821153975,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 182,
            "offset": 0,
            "multiplier": 3.03523
        }
    }
}
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": [
        [
            543000.603136508,
            319639.8293943172,
            223360.7737421914,
            1305666.2660962911,
            -129909.0761791328,
            1435575.3422754214
        ],
        [
            543.000603,
            319.639829,
            223.360774,
            1305.666266,
            -129.909076,
            1435.575342
        ],
        [
            0.300831,
            0.177086,
            0.123746,
            0.146539,
            0,
            0.151444
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124564,
            -79535,
            -71490,
            -4323983,
            -3173245,
            -2135906
        ],
        [
            1.879233,
            1.943357,
            1.801288,
            1.083662,
            0.984752,
            1.20258
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            41.984733,
            40.909091,
            43.076923,
            41.984733,
            40.909091,
            43.076923
        ],
        [
            2.596758,
            2.807071,
            2.380273,
            1.497424,
            1.42242,
            1.589123
        ],
        [
            217975,
            217975,
            71745,
            1542504,
            1542504,
            1420426
        ],
        [
            -22905,
            -21950,
            -22905,
            -952823,
            -952823,
            -812424
        ],
        [
            80,
            52,
            109,
            80,
            52,
            109
        ],
        [
            127,
            76,
            177,
            127,
            76,
            177
        ],
        [
            46,
            36,
            57,
            46,
            36,
            57
        ],
        [
            10579,
            3481,
            7098,
            10579,
            3481,
            7098
        ],
        [
            0,
            0,
            12.226319,
            0,
            0,
            12.226319
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349086,
            -116877,
            -158425,
            -128273,
            -707104,
            -125808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605686400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821153975,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 182,
            "offset": 0,
            "multiplier": 3.03523
        }
    }
}

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)