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Trade: XTZ/USDT/720/SUPERTREND/VWMA/8055

Strategy
XTZ/USDT/720/SUPERTREND/VWMA/8055
Pair
XTZ_USDT
Interval
12h
Score
343086
Daily Profit
0.175868
Profit Factor
1.527292
Profitability
52.419355
Streak
0.000000
Best Strategy
Training Data Length
2193.000000
Evaluation Time
2025-09-26 11:48
Expiration Time
2025-11-29 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385678.0198 273473.2145 112204.8053 450197.4007 555555.8002 -105358.3995
Total P&L (%) 385.678 273.4732 112.2048 450.1974 555.5558 -105.3584
Avg Daily Profit (%) 0.1759 0.1247 0.0512 0.0778 0.0858 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141259 -84981 -79013 -743442 -312268 -655227
Profit Factor 1.5273 1.9128 1.2598 1.1516 1.4456 0.9389
Total Trades 124 62 62 124 62 62
Winning Trades 65 36 29 65 36 29
Losing Trades 59 26 33 59 26 33
Profitability (%) 52.4194 58.0645 46.7742 52.4194 58.0645 46.7742
Ratio Avg Win / Avg Loss 1.3863 1.3815 1.4336 1.0453 1.044 1.0684
Largest Winning Trade 53616 53616 52134 212903 204827 212903
Largest Losing Trade -38629 -28590 -38629 -348266 -164991 -348266
Avg Bars in Trades 33 20 46 33 20 46
Avg Bars in Winners 34 15 57 34 15 57
Avg Bars in Losers 32 26 37 32 26 37
Bars Traded 4162 1256 2906 4162 1256 2906
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343086 -176871 -280182 -142240 -229902 -734546
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4386,
    "evaluation_days": 2193,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1573516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876495947,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 98,
            "offset": 0,
            "multiplier": 3.45878
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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": [
        [
            385678.0198090877,
            273473.2145245552,
            112204.8052845327,
            450197.4006901684,
            555555.8002094035,
            -105358.3995192354
        ],
        [
            385.67802,
            273.473215,
            112.204805,
            450.197401,
            555.5558,
            -105.3584
        ],
        [
            0.175868,
            0.124703,
            0.051165,
            0.077782,
            0.085778,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141259,
            -84981,
            -79013,
            -743442,
            -312268,
            -655227
        ],
        [
            1.527292,
            1.912799,
            1.259834,
            1.151583,
            1.445571,
            0.938857
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            52.419355,
            58.064516,
            46.774194,
            52.419355,
            58.064516,
            46.774194
        ],
        [
            1.386311,
            1.381466,
            1.433604,
            1.045283,
            1.044023,
            1.068354
        ],
        [
            53616,
            53616,
            52134,
            212903,
            204827,
            212903
        ],
        [
            -38629,
            -28590,
            -38629,
            -348266,
            -164991,
            -348266
        ],
        [
            33,
            20,
            46,
            33,
            20,
            46
        ],
        [
            34,
            15,
            57,
            34,
            15,
            57
        ],
        [
            32,
            26,
            37,
            32,
            26,
            37
        ],
        [
            4162,
            1256,
            2906,
            4162,
            1256,
            2906
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343086,
            -176871,
            -280182,
            -142240,
            -229902,
            -734546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4386,
    "evaluation_days": 2193,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1573516800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876495947,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 98,
            "offset": 0,
            "multiplier": 3.45878
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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)