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Trade: XTZ/USDT/720/SUPERTREND/VWMA/1681

Strategy
XTZ/USDT/720/SUPERTREND/VWMA/1681
Pair
XTZ_USDT
Interval
12h
Score
434161
Daily Profit
0.247040
Profit Factor
1.752542
Profitability
58.088235
Streak
0.000000
Best Strategy
Training Data Length
2205.000000
Evaluation Time
2025-10-07 00:22
Expiration Time
2025-12-11 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544722.2392 363566.166 181156.0732 1510737.956 1452835.9114 57902.0446
Total P&L (%) 544.7222 363.5662 181.1561 1510.738 1452.8359 57.902
Avg Daily Profit (%) 0.247 0.1649 0.0822 0.1261 0.1245 0.0207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118640 -68840 -102700 -3301883 -1207206 -3014965
Profit Factor 1.7525 2.2641 1.4153 1.1639 1.4059 1.0103
Total Trades 136 68 68 136 68 68
Winning Trades 79 41 38 79 41 38
Losing Trades 57 27 30 57 27 30
Profitability (%) 58.0882 60.2941 55.8824 58.0882 60.2941 55.8824
Ratio Avg Win / Avg Loss 1.2645 1.491 1.1173 0.8398 0.9259 0.7976
Largest Winning Trade 74157 74157 40794 630212 630212 541975
Largest Losing Trade -70154 -24825 -70154 -1946046 -588960 -1946046
Avg Bars in Trades 30 19 41 30 19 41
Avg Bars in Winners 32 14 50 32 14 50
Avg Bars in Losers 28 25 30 28 25 30
Bars Traded 4146 1309 2837 4146 1309 2837
Profit Streak 0 0 88.3905 0 0 88.3905
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434161 -97048 -190334 -64742 -134945 -484747
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4410,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575763200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759785742898,
    "expiration_time": 1765467360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 3.04605
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            544722.2392174646,
            363566.1660119494,
            181156.0732055151,
            1510737.9560186903,
            1452835.9114275794,
            57902.0445911112
        ],
        [
            544.722239,
            363.566166,
            181.156073,
            1510.737956,
            1452.835911,
            57.902045
        ],
        [
            0.24704,
            0.164883,
            0.082157,
            0.126124,
            0.124461,
            0.020719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118640,
            -68840,
            -102700,
            -3301883,
            -1207206,
            -3014965
        ],
        [
            1.752542,
            2.264105,
            1.415271,
            1.163879,
            1.405928,
            1.010267
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            58.088235,
            60.294118,
            55.882353,
            58.088235,
            60.294118,
            55.882353
        ],
        [
            1.264492,
            1.490996,
            1.117319,
            0.839761,
            0.925855,
            0.797579
        ],
        [
            74157,
            74157,
            40794,
            630212,
            630212,
            541975
        ],
        [
            -70154,
            -24825,
            -70154,
            -1946046,
            -588960,
            -1946046
        ],
        [
            30,
            19,
            41,
            30,
            19,
            41
        ],
        [
            32,
            14,
            50,
            32,
            14,
            50
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            4146,
            1309,
            2837,
            4146,
            1309,
            2837
        ],
        [
            0,
            0,
            88.390543,
            0,
            0,
            88.390543
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434161,
            -97048,
            -190334,
            -64742,
            -134945,
            -484747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4410,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575763200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759785742898,
    "expiration_time": 1765467360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 3.04605
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)