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Trade: ONE/USDT/360/VWMA/SUPERTREND/4053

Strategy
ONE/USDT/360/VWMA/SUPERTREND/4053
Pair
ONE_USDT
Interval
6h
Score
697796
Daily Profit
0.967666
Profit Factor
3.815798
Profitability
47.191011
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 15:08
Expiration Time
2025-12-09 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2239662.556 2162043.7451 77618.8109 1378128.3948 1828619.7703 -450491.3755
Total P&L (%) 2239.6626 2162.0437 77.6188 1378.1284 1828.6198 -450.4914
Avg Daily Profit (%) 0.9677 0.9341 0.0335 0.1164 0.1279 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128885 -102209 -93850 -5000301 -2464771 -2791472
Profit Factor 3.8158 6.4923 1.1932 1.1128 1.3272 0.932
Total Trades 89 45 44 89 45 44
Winning Trades 42 19 23 42 19 23
Losing Trades 47 26 21 47 26 21
Profitability (%) 47.191 42.2222 52.2727 47.191 42.2222 52.2727
Ratio Avg Win / Avg Loss 4.2701 8.8842 1.0894 1.2453 1.8161 0.851
Largest Winning Trade 1916823 1916823 80720 2152650 2152650 1424678
Largest Losing Trade -47924 -43649 -47924 -1209467 -1209467 -936260
Avg Bars in Trades 95 80 111 95 80 111
Avg Bars in Winners 144 117 165 144 117 165
Avg Bars in Losers 52 52 52 52 52 52
Bars Traded 8524 3607 4917 8524 3607 4917
Profit Streak 0 0 75.2556 0 0 75.2556
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 697796 678671 -154367 -134404 -23393 -579052
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9258,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759320486228,
    "expiration_time": 1765297584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 219,
            "offset": 145,
            "multiplier": 3.37581
        }
    }
}
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": [
        [
            2239662.556009599,
            2162043.745076354,
            77618.8109332443,
            1378128.394785856,
            1828619.7703259832,
            -450491.3755401253
        ],
        [
            2239.662556,
            2162.043745,
            77.618811,
            1378.128395,
            1828.61977,
            -450.491376
        ],
        [
            0.967666,
            0.93413,
            0.033536,
            0.116437,
            0.127945,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128885,
            -102209,
            -93850,
            -5000301,
            -2464771,
            -2791472
        ],
        [
            3.815798,
            6.492322,
            1.193205,
            1.112834,
            1.327175,
            0.931998
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            47.191011,
            42.222222,
            52.272727,
            47.191011,
            42.222222,
            52.272727
        ],
        [
            4.270059,
            8.884231,
            1.089448,
            1.245314,
            1.816135,
            0.850954
        ],
        [
            1916823,
            1916823,
            80720,
            2152650,
            2152650,
            1424678
        ],
        [
            -47924,
            -43649,
            -47924,
            -1209467,
            -1209467,
            -936260
        ],
        [
            95,
            80,
            111,
            95,
            80,
            111
        ],
        [
            144,
            117,
            165,
            144,
            117,
            165
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            8524,
            3607,
            4917,
            8524,
            3607,
            4917
        ],
        [
            0,
            0,
            75.255628,
            0,
            0,
            75.255628
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            697796,
            678671,
            -154367,
            -134404,
            -23393,
            -579052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9258,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759320486228,
    "expiration_time": 1765297584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 219,
            "offset": 145,
            "multiplier": 3.37581
        }
    }
}

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)