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Trade: ONE/USDT/120/VWMA/SUPERTREND/3787

Strategy
ONE/USDT/120/VWMA/SUPERTREND/3787
Pair
ONE_USDT
Interval
2h
Score
428856
Daily Profit
0.426362
Profit Factor
1.700945
Profitability
42.666667
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-01 16:25
Expiration Time
2025-12-15 13:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 888004.9354 767765.0118 120239.9236 2930548.5813 1878860.1382 1051688.4431
Total P&L (%) 888.0049 767.765 120.2399 2930.5486 1878.8601 1051.6884
Avg Daily Profit (%) 0.4264 0.3686 0.0577 0.1639 0.1434 0.1174
Buy And Hold Return (%) 60.6723 60.6723 60.6723 60.6723 60.6723 60.6723
Max Trade Drawdown -115482 -151373 -189545 -2272688 -2234437 -1103473
Profit Factor 1.7009 2.2598 1.1829 1.197 1.2308 1.1562
Total Trades 300 150 150 300 150 150
Winning Trades 128 63 65 128 63 65
Losing Trades 172 87 85 172 87 85
Profitability (%) 42.6667 42 43.3333 42.6667 42 43.3333
Ratio Avg Win / Avg Loss 2.2856 3.1207 1.5469 1.6085 1.6997 1.5119
Largest Winning Trade 286433 286433 66689 2183003 2183003 1143617
Largest Losing Trade -48771 -28321 -48771 -857567 -857567 -726052
Avg Bars in Trades 81 76 86 81 76 86
Avg Bars in Winners 121 109 133 121 109 133
Avg Bars in Losers 51 52 51 51 52 51
Bars Traded 24512 11501 13012 24512 11501 13012
Profit Streak 0 0 18.4762 0 0 18.4762
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428856 392404 -142882 135600 -3260 -85278
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325144905,
    "expiration_time": 1765798185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 151,
            "offset": 0,
            "multiplier": 3.43141
        }
    }
}
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": [
        [
            888004.9353917217,
            767765.0118277223,
            120239.923564,
            2930548.5812769346,
            1878860.1381602257,
            1051688.4431167082
        ],
        [
            888.004935,
            767.765012,
            120.239924,
            2930.548581,
            1878.860138,
            1051.688443
        ],
        [
            0.426362,
            0.36863,
            0.057731,
            0.163924,
            0.143428,
            0.117405
        ],
        [
            60.672269,
            60.672269,
            60.672269,
            60.672269,
            60.672269,
            60.672269
        ],
        [
            -115482,
            -151373,
            -189545,
            -2272688,
            -2234437,
            -1103473
        ],
        [
            1.700945,
            2.259838,
            1.182887,
            1.197033,
            1.230844,
            1.15617
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            128,
            63,
            65,
            128,
            63,
            65
        ],
        [
            172,
            87,
            85,
            172,
            87,
            85
        ],
        [
            42.666667,
            42,
            43.333333,
            42.666667,
            42,
            43.333333
        ],
        [
            2.285644,
            3.120729,
            1.546853,
            1.608514,
            1.699737,
            1.511915
        ],
        [
            286433,
            286433,
            66689,
            2183003,
            2183003,
            1143617
        ],
        [
            -48771,
            -28321,
            -48771,
            -857567,
            -857567,
            -726052
        ],
        [
            81,
            76,
            86,
            81,
            76,
            86
        ],
        [
            121,
            109,
            133,
            121,
            109,
            133
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            24512,
            11501,
            13012,
            24512,
            11501,
            13012
        ],
        [
            0,
            0,
            18.476214,
            0,
            0,
            18.476214
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428856,
            392404,
            -142882,
            135600,
            -3260,
            -85278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325144905,
    "expiration_time": 1765798185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 151,
            "offset": 0,
            "multiplier": 3.43141
        }
    }
}

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)