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Trade: MATIC/USDT/720/SUPERTREND/VWAP/2045

Strategy
MATIC/USDT/720/SUPERTREND/VWAP/2045
Pair
MATIC_USDT
Interval
12h
Score
543229
Daily Profit
0.257549
Profit Factor
2.466685
Profitability
65.853659
Streak
618.762939
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-27 09:18
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 980102.0431 910752.2579 69349.7853 23607607.7502 15529759.6569 8077848.0934
Total P&L (%) 980.102 910.7523 69.3498 23607.6078 15529.7597 8077.8481
Avg Daily Profit (%) 0.499 0.4637 0.0353 0.2788 0.2575 0.2245
Buy And Hold Return (%) 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217
Max Trade Drawdown -100588 -48637 -158256 -6904541 -2573932 -5362949
Profit Factor 2.8364 5.2714 1.2164 2.0721 2.4667 1.7066
Total Trades 82 41 41 82 41 41
Winning Trades 45 27 18 45 27 18
Losing Trades 37 14 23 37 14 23
Profitability (%) 54.878 65.8537 43.9024 54.878 65.8537 43.9024
Ratio Avg Win / Avg Loss 2.3322 2.7333 1.5543 1.7037 1.279 2.1807
Largest Winning Trade 216133 216133 58369 8665143 3820333 8665143
Largest Losing Trade -28800 -26986 -28800 -2480809 -2238860 -2480809
Avg Bars in Trades 45 35 54 45 35 54
Avg Bars in Winners 60 45 83 60 45 83
Avg Bars in Losers 25 17 31 25 17 31
Bars Traded 3690 1471 2219 3690 1471 2219
Profit Streak 597.7629 618.7629 597.7629 597.7629 618.7629 597.7629
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156581 -144443 -312572 210200 543229 256792
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758953917915,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 196,
            "offset": 0,
            "multiplier": 2.97154
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            980102.0431425218,
            910752.2578565334,
            69349.7852859884,
            23607607.750229165,
            15529759.656870607,
            8077848.0933585595
        ],
        [
            980.102043,
            910.752258,
            69.349785,
            23607.60775,
            15529.759657,
            8077.848093
        ],
        [
            0.499034,
            0.463723,
            0.03531,
            0.278819,
            0.257549,
            0.224489
        ],
        [
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739
        ],
        [
            -100588,
            -48637,
            -158256,
            -6904541,
            -2573932,
            -5362949
        ],
        [
            2.836439,
            5.271355,
            1.216398,
            2.072079,
            2.466685,
            1.706596
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            54.878049,
            65.853659,
            43.902439,
            54.878049,
            65.853659,
            43.902439
        ],
        [
            2.332184,
            2.733295,
            1.554286,
            1.703709,
            1.279022,
            2.180651
        ],
        [
            216133,
            216133,
            58369,
            8665143,
            3820333,
            8665143
        ],
        [
            -28800,
            -26986,
            -28800,
            -2480809,
            -2238860,
            -2480809
        ],
        [
            45,
            35,
            54,
            45,
            35,
            54
        ],
        [
            60,
            45,
            83,
            60,
            45,
            83
        ],
        [
            25,
            17,
            31,
            25,
            17,
            31
        ],
        [
            3690,
            1471,
            2219,
            3690,
            1471,
            2219
        ],
        [
            597.762939,
            618.762939,
            597.762939,
            597.762939,
            618.762939,
            597.762939
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156581,
            -144443,
            -312572,
            210200,
            543229,
            256792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758953917915,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 196,
            "offset": 0,
            "multiplier": 2.97154
        }
    },
    "second_band": {
        "type": "vwap",
        "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)