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Trade: FIL/USDT/360/DCM/SUPERTREND/3395

Strategy
FIL/USDT/360/DCM/SUPERTREND/3395
Pair
FIL_USDT
Interval
6h
Score
510426
Daily Profit
0.348653
Profit Factor
2.188615
Profitability
53.211009
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 02:43
Expiration Time
2025-12-02 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634375.0306 379426.7226 254948.3079 2817615.1767 -1481403.2234 4299018.4001
Total P&L (%) 634.375 379.4267 254.9483 2817.6152 -1481.4032 4299.0184
Avg Daily Profit (%) 0.3487 0.2085 0.1401 0.1856 0 0.2082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104775 -82533 -58219 -8358469 -6720144 -4626585
Profit Factor 2.1886 2.448 1.9384 1.1026 0.894 1.3188
Total Trades 109 55 54 109 55 54
Winning Trades 58 27 31 58 27 31
Losing Trades 51 28 23 51 28 23
Profitability (%) 53.211 49.0909 57.4074 53.211 49.0909 57.4074
Ratio Avg Win / Avg Loss 1.9245 2.5386 1.4382 0.9695 0.9271 0.9784
Largest Winning Trade 263203 263203 71089 2196596 2174450 2196596
Largest Losing Trade -30643 -30643 -29770 -3442314 -3442314 -2263882
Avg Bars in Trades 63 45 82 63 45 82
Avg Bars in Winners 87 59 111 87 59 111
Avg Bars in Losers 37 32 43 37 32 43
Bars Traded 6965 2525 4440 6965 2525 4440
Profit Streak 0 0 31.9882 0 0 31.9882
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510426 -168050 -181963 -100692 -761186 -171915
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7278,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966982053,
    "expiration_time": 1764662544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 163,
            "offset": 0,
            "multiplier": 3.4057
        }
    }
}
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": [
        [
            634375.0305519144,
            379426.7226276763,
            254948.307924238,
            2817615.1766887684,
            -1481403.2233694294,
            4299018.400058201
        ],
        [
            634.375031,
            379.426723,
            254.948308,
            2817.615177,
            -1481.403223,
            4299.0184
        ],
        [
            0.348653,
            0.208534,
            0.14012,
            0.185572,
            0,
            0.208184
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104775,
            -82533,
            -58219,
            -8358469,
            -6720144,
            -4626585
        ],
        [
            2.188615,
            2.44798,
            1.938445,
            1.102619,
            0.893958,
            1.318753
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            53.211009,
            49.090909,
            57.407407,
            53.211009,
            49.090909,
            57.407407
        ],
        [
            1.924471,
            2.538645,
            1.438201,
            0.969545,
            0.927067,
            0.978429
        ],
        [
            263203,
            263203,
            71089,
            2196596,
            2174450,
            2196596
        ],
        [
            -30643,
            -30643,
            -29770,
            -3442314,
            -3442314,
            -2263882
        ],
        [
            63,
            45,
            82,
            63,
            45,
            82
        ],
        [
            87,
            59,
            111,
            87,
            59,
            111
        ],
        [
            37,
            32,
            43,
            37,
            32,
            43
        ],
        [
            6965,
            2525,
            4440,
            6965,
            2525,
            4440
        ],
        [
            0,
            0,
            31.988218,
            0,
            0,
            31.988218
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510426,
            -168050,
            -181963,
            -100692,
            -761186,
            -171915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7278,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966982053,
    "expiration_time": 1764662544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 163,
            "offset": 0,
            "multiplier": 3.4057
        }
    }
}

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)