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Trade: FIL/USDT/720/SUPERTREND/HLC3/8005

Strategy
FIL/USDT/720/SUPERTREND/HLC3/8005
Pair
FIL_USDT
Interval
12h
Score
301965
Daily Profit
0.296848
Profit Factor
1.564686
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 20:36
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535958.6465 304272.6289 231686.0176 1243865.734 -190190.8914 1434056.6254
Total P&L (%) 535.9586 304.2726 231.686 1243.8657 -190.1909 1434.0566
Avg Daily Profit (%) 0.2968 0.1685 0.1283 0.144 0 0.1513
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82299 -73695 -46236 -1267519 -1277107 -1079175
Profit Factor 1.5647 1.5675 1.561 1.097 0.9729 1.2464
Total Trades 222 111 111 222 111 111
Winning Trades 84 36 48 84 36 48
Losing Trades 138 75 63 138 75 63
Profitability (%) 37.8378 32.4324 43.2432 37.8378 32.4324 43.2432
Ratio Avg Win / Avg Loss 2.5706 3.2657 2.0488 1.8022 2.0268 1.636
Largest Winning Trade 124321 124321 68334 856652 737434 856652
Largest Losing Trade -19401 -14782 -19401 -308687 -308687 -299540
Avg Bars in Trades 15 13 18 15 13 18
Avg Bars in Winners 25 20 29 25 20 29
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 3518 1443 2075 3518 1443 2075
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 301965 121285 -21529 -116401 -584813 211711

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821813792,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 46,
            "offset": 0,
            "multiplier": 1.37282
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            535958.6464577889,
            304272.6288729965,
            231686.0175847929,
            1243865.733994803,
            -190190.8914288281,
            1434056.625423632
        ],
        [
            535.958646,
            304.272629,
            231.686018,
            1243.865734,
            -190.190891,
            1434.056625
        ],
        [
            0.296848,
            0.168525,
            0.128322,
            0.144005,
            0,
            0.151347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82299,
            -73695,
            -46236,
            -1267519,
            -1277107,
            -1079175
        ],
        [
            1.564686,
            1.567535,
            1.560988,
            1.096989,
            0.972853,
            1.246448
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            138,
            75,
            63,
            138,
            75,
            63
        ],
        [
            37.837838,
            32.432432,
            43.243243,
            37.837838,
            32.432432,
            43.243243
        ],
        [
            2.570555,
            3.265697,
            2.048797,
            1.802195,
            2.026777,
            1.635962
        ],
        [
            124321,
            124321,
            68334,
            856652,
            737434,
            856652
        ],
        [
            -19401,
            -14782,
            -19401,
            -308687,
            -308687,
            -299540
        ],
        [
            15,
            13,
            18,
            15,
            13,
            18
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            3518,
            1443,
            2075,
            3518,
            1443,
            2075
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301965,
            121285,
            -21529,
            -116401,
            -584813,
            211711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821813792,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 46,
            "offset": 0,
            "multiplier": 1.37282
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)