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Trade: FTM/USDT/240/SUPERTREND/VWAP/9379

Strategy
FTM/USDT/240/SUPERTREND/VWAP/9379
Pair
FTM_USDT
Interval
4h
Score
439569
Daily Profit
0.326291
Profit Factor
2.292857
Profitability
47.474747
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 07:03
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1436084.5426 1296588.0497 139496.4929 73855545.0045 77502769.9626 -3647224.9582
Total P&L (%) 1436.0845 1296.5881 139.4965 73855.545 77502.77 -3647.225
Avg Daily Profit (%) 0.703 0.6348 0.0683 0.3239 0.3263 0
Buy And Hold Return (%) 2560.3271 2560.3271 2560.3271 2560.3271 2560.3271 2560.3271
Max Trade Drawdown -135174 -65468 -212350 -21842329 -11957911 -46619998
Profit Factor 2.2688 3.699 1.2141 1.4886 2.2929 0.96
Total Trades 198 99 99 198 99 99
Winning Trades 91 47 44 91 47 44
Losing Trades 107 52 55 107 52 55
Profitability (%) 45.9596 47.4747 44.4444 45.9596 47.4747 44.4444
Ratio Avg Win / Avg Loss 2.6677 4.0925 1.5177 1.7503 2.5368 1.2
Largest Winning Trade 364850 364850 56490 23518928 23518928 20868667
Largest Losing Trade -41528 -21901 -41528 -19408276 -7178973 -19408276
Avg Bars in Trades 61 57 65 61 57 65
Avg Bars in Winners 92 87 98 92 87 98
Avg Bars in Losers 34 30 39 34 30 39
Bars Traded 12158 5686 6472 12158 5686 6472
Profit Streak 0 0 296.3358 0 0 296.3358
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149656 -148455 -268721 392753 439569 -580973
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759723414494,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 134,
            "multiplier": 3.36758
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1436084.5425534456,
            1296588.0496726467,
            139496.4928807987,
            73855545.0044641,
            77502769.96264637,
            -3647224.958182253
        ],
        [
            1436.084543,
            1296.58805,
            139.496493,
            73855.545004,
            77502.769963,
            -3647.224958
        ],
        [
            0.703043,
            0.634752,
            0.068291,
            0.323926,
            0.326291,
            0
        ],
        [
            2560.327121,
            2560.327121,
            2560.327121,
            2560.327121,
            2560.327121,
            2560.327121
        ],
        [
            -135174,
            -65468,
            -212350,
            -21842329,
            -11957911,
            -46619998
        ],
        [
            2.268763,
            3.698981,
            1.214123,
            1.488601,
            2.292857,
            0.960013
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            107,
            52,
            55,
            107,
            52,
            55
        ],
        [
            45.959596,
            47.474747,
            44.444444,
            45.959596,
            47.474747,
            44.444444
        ],
        [
            2.667666,
            4.09249,
            1.517654,
            1.750333,
            2.536778,
            1.200016
        ],
        [
            364850,
            364850,
            56490,
            23518928,
            23518928,
            20868667
        ],
        [
            -41528,
            -21901,
            -41528,
            -19408276,
            -7178973,
            -19408276
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            92,
            87,
            98,
            92,
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            98
        ],
        [
            34,
            30,
            39,
            34,
            30,
            39
        ],
        [
            12158,
            5686,
            6472,
            12158,
            5686,
            6472
        ],
        [
            0,
            0,
            296.335816,
            0,
            0,
            296.335816
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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        ],
        [
            -149656,
            -148455,
            -268721,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759723414494,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 134,
            "multiplier": 3.36758
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)