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Trade: FIL/USDT/720/SUPERTREND/FWMA/1315

Strategy
FIL/USDT/720/SUPERTREND/FWMA/1315
Pair
FIL_USDT
Interval
12h
Score
342825
Daily Profit
0.158889
Profit Factor
1.417213
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 02:58
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494876.0627 237809.6058 257066.457 1572243.8702 -124725.7271 1696969.5974
Total P&L (%) 494.8761 237.8096 257.0665 1572.2439 -124.7257 1696.9696
Avg Daily Profit (%) 0.272 0.1307 0.1413 0.1549 0 0.1589
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74368 -75937 -45116 -3085827 -2499198 -1339004
Profit Factor 2.1242 1.9171 2.4211 1.1698 0.976 1.4172
Total Trades 76 38 38 76 38 38
Winning Trades 36 14 22 36 14 22
Losing Trades 40 24 16 40 24 16
Profitability (%) 47.3684 36.8421 57.8947 47.3684 36.8421 57.8947
Ratio Avg Win / Avg Loss 2.3602 3.2865 1.7608 1.2997 1.6731 1.0307
Largest Winning Trade 112704 112704 65889 1552627 1341440 1552627
Largest Losing Trade -42998 -24756 -42998 -910373 -621776 -910373
Avg Bars in Trades 44 25 63 44 25 63
Avg Bars in Winners 71 35 93 71 35 93
Avg Bars in Losers 20 18 22 20 18 22
Bars Traded 3371 950 2421 3371 950 2421
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 -42524 -19724 43980 -80947 -582826 342825
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967933719,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 0,
            "multiplier": 2.6047
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    }
}
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": [
        [
            494876.0627247425,
            237809.6057633453,
            257066.4569613975,
            1572243.870246226,
            -124725.7271323582,
            1696969.5973785825
        ],
        [
            494.876063,
            237.809606,
            257.066457,
            1572.24387,
            -124.725727,
            1696.969597
        ],
        [
            0.271985,
            0.130701,
            0.141284,
            0.154929,
            0,
            0.158889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74368,
            -75937,
            -45116,
            -3085827,
            -2499198,
            -1339004
        ],
        [
            2.124224,
            1.917115,
            2.421107,
            1.169753,
            0.975989,
            1.417213
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            47.368421,
            36.842105,
            57.894737,
            47.368421,
            36.842105,
            57.894737
        ],
        [
            2.360248,
            3.286482,
            1.760805,
            1.299726,
            1.673124,
            1.0307
        ],
        [
            112704,
            112704,
            65889,
            1552627,
            1341440,
            1552627
        ],
        [
            -42998,
            -24756,
            -42998,
            -910373,
            -621776,
            -910373
        ],
        [
            44,
            25,
            63,
            44,
            25,
            63
        ],
        [
            71,
            35,
            93,
            71,
            35,
            93
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            3371,
            950,
            2421,
            3371,
            950,
            2421
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42524,
            -19724,
            43980,
            -80947,
            -582826,
            342825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967933719,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 0,
            "multiplier": 2.6047
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    }
}

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)