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Trade: FIL/USDT/720/SUPERTREND/VWMA/7546

Strategy
FIL/USDT/720/SUPERTREND/VWMA/7546
Pair
FIL_USDT
Interval
12h
Score
434974
Daily Profit
0.201801
Profit Factor
2.417989
Profitability
48.780488
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 19:01
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 632590.0432 365764.2434 266825.7998 4148568.0198 565245.2689 3583322.7509
Total P&L (%) 632.59 365.7642 266.8258 4148.568 565.2453 3583.3228
Avg Daily Profit (%) 0.349 0.2018 0.1472 0.2071 0.1046 0.1992
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77276 -56205 -78430 -3606166 -2405284 -1520770
Profit Factor 2.2778 2.418 2.1253 1.3852 1.0919 1.7758
Total Trades 82 41 41 82 41 41
Winning Trades 44 20 24 44 20 24
Losing Trades 38 21 17 38 21 17
Profitability (%) 53.6585 48.7805 58.5366 53.6585 48.7805 58.5366
Ratio Avg Win / Avg Loss 1.9672 2.5389 1.5054 1.1963 1.1465 1.2579
Largest Winning Trade 78667 78667 65889 2695468 1602921 2695468
Largest Losing Trade -42998 -26419 -42998 -996483 -996483 -826890
Avg Bars in Trades 42 21 63 42 21 63
Avg Bars in Winners 58 23 87 58 23 87
Avg Bars in Losers 23 19 29 23 19 29
Bars Traded 3472 872 2600 3472 872 2600
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 192396 434974 311881 14378 -172516 411462
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334461126,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 3.21459
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "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": [
        [
            632590.0432004512,
            365764.2433763957,
            266825.7998240553,
            4148568.0197632154,
            565245.2688950973,
            3583322.7508681174
        ],
        [
            632.590043,
            365.764243,
            266.8258,
            4148.56802,
            565.245269,
            3583.322751
        ],
        [
            0.349015,
            0.201801,
            0.147214,
            0.207065,
            0.104606,
            0.199172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77276,
            -56205,
            -78430,
            -3606166,
            -2405284,
            -1520770
        ],
        [
            2.277789,
            2.417989,
            2.125275,
            1.385214,
            1.091897,
            1.775835
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            53.658537,
            48.780488,
            58.536585,
            53.658537,
            48.780488,
            58.536585
        ],
        [
            1.967181,
            2.538888,
            1.505403,
            1.196321,
            1.146492,
            1.257883
        ],
        [
            78667,
            78667,
            65889,
            2695468,
            1602921,
            2695468
        ],
        [
            -42998,
            -26419,
            -42998,
            -996483,
            -996483,
            -826890
        ],
        [
            42,
            21,
            63,
            42,
            21,
            63
        ],
        [
            58,
            23,
            87,
            58,
            23,
            87
        ],
        [
            23,
            19,
            29,
            23,
            19,
            29
        ],
        [
            3472,
            872,
            2600,
            3472,
            872,
            2600
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            192396,
            434974,
            311881,
            14378,
            -172516,
            411462
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334461126,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 3.21459
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "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)