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Trade: OCEAN/USDT/120/VWAP/SUPERTREND/9337

Strategy
OCEAN/USDT/120/VWAP/SUPERTREND/9337
Pair
OCEAN_USDT
Interval
2h
Score
328628
Daily Profit
0.175828
Profit Factor
1.296604
Profitability
62.978723
Streak
464.024222
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-26 07:34
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213777.1425 248150.9131 -34373.7705 -42042.8663 325180.274 -367223.1403
Total P&L (%) 213.7771 248.1509 -34.3738 -42.0429 325.1803 -367.2231
Avg Daily Profit (%) 0.1515 0.1758 -0.0244 -0.0386 0.1026 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164665 -112198 -168434 -372250 -263416 -524739
Profit Factor 1.1267 1.2966 0.9596 0.9859 1.2313 0.7668
Total Trades 470 235 235 470 235 235
Winning Trades 279 148 131 279 148 131
Losing Trades 191 87 104 191 87 104
Profitability (%) 59.3617 62.9787 55.7447 59.3617 62.9787 55.7447
Ratio Avg Win / Avg Loss 0.7713 0.7622 0.7618 0.6749 0.7238 0.6088
Largest Winning Trade 26556 26556 16861 59439 59439 53419
Largest Losing Trade -46868 -46868 -42496 -120265 -97090 -120265
Avg Bars in Trades 35 38 32 35 38 32
Avg Bars in Winners 25 25 24 25 25 24
Avg Bars in Losers 50 60 43 50 60 43
Bars Traded 16705 9050 7655 16705 9050 7655
Profit Streak 0 464.0242 0 0 464.0242 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71935 328628 -579359 -577108 -54686 -579359

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598904000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758861292805,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 162,
            "offset": 0,
            "multiplier": 2.98738
        }
    }
}
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": [
        [
            213777.142517216,
            248150.9130501685,
            -34373.770532953,
            -42042.8662616954,
            325180.2740260906,
            -367223.1402877863
        ],
        [
            213.777143,
            248.150913,
            -34.373771,
            -42.042866,
            325.180274,
            -367.22314
        ],
        [
            0.151472,
            0.175828,
            -0.024356,
            -0.038642,
            0.102604,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164665,
            -112198,
            -168434,
            -372250,
            -263416,
            -524739
        ],
        [
            1.126711,
            1.296604,
            0.959583,
            0.985896,
            1.231268,
            0.766815
        ],
        [
            470,
            235,
            235,
            470,
            235,
            235
        ],
        [
            279,
            148,
            131,
            279,
            148,
            131
        ],
        [
            191,
            87,
            104,
            191,
            87,
            104
        ],
        [
            59.361702,
            62.978723,
            55.744681,
            59.361702,
            62.978723,
            55.744681
        ],
        [
            0.771333,
            0.762193,
            0.761806,
            0.674932,
            0.723786,
            0.608769
        ],
        [
            26556,
            26556,
            16861,
            59439,
            59439,
            53419
        ],
        [
            -46868,
            -46868,
            -42496,
            -120265,
            -97090,
            -120265
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            25,
            25,
            24,
            25,
            25,
            24
        ],
        [
            50,
            60,
            43,
            50,
            60,
            43
        ],
        [
            16705,
            9050,
            7655,
            16705,
            9050,
            7655
        ],
        [
            0,
            464.024222,
            0,
            0,
            464.024222,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            -71935,
            328628,
            -579359,
            -577108,
            -54686,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598904000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758861292805,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 162,
            "offset": 0,
            "multiplier": 2.98738
        }
    }
}

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)