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Trade: FIL/USDT/360/VWAP/SUPERTREND/4716

Strategy
FIL/USDT/360/VWAP/SUPERTREND/4716
Pair
FIL_USDT
Interval
6h
Score
453345
Daily Profit
0.344065
Profit Factor
2.015282
Profitability
44.897959
Streak
11.577647
Best Strategy
Training Data Length
1817.250000
Evaluation Time
2025-10-06 16:51
Expiration Time
2025-11-30 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625252.2707 465457.3629 159794.9078 308866.1748 -72527.1538 381393.3286
Total P&L (%) 625.2523 465.4574 159.7949 308.8662 -72.5272 381.3933
Avg Daily Profit (%) 0.3441 0.2561 0.0879 0.0775 -0.0711 0.0865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109267 -80573 -52498 -1029478 -822069 -553277
Profit Factor 2.0153 2.3874 1.57 1.0575 0.9732 1.1432
Total Trades 147 74 73 147 74 73
Winning Trades 66 29 37 66 29 37
Losing Trades 81 45 36 81 45 36
Profitability (%) 44.898 39.1892 50.6849 44.898 39.1892 50.6849
Ratio Avg Win / Avg Loss 2.4733 3.7046 1.5276 1.2979 1.5101 1.1123
Largest Winning Trade 504165 504165 74311 596172 571556 596172
Largest Losing Trade -43850 -43850 -32606 -396958 -359767 -396958
Avg Bars in Trades 47 39 56 47 39 56
Avg Bars in Winners 74 52 90 74 52 90
Avg Bars in Losers 26 30 21 26 30 21
Bars Traded 7053 2915 4138 7053 2915 4138
Profit Streak 11.5776 11.5776 22.0776 11.5776 11.5776 22.0776
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453345 -55383 -143543 -247208 -646031 -211286
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758708717,
    "expiration_time": 1764462312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 158
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 3.7949
        }
    }
}
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": [
        [
            625252.2707048198,
            465457.3629173806,
            159794.9077874391,
            308866.1748094284,
            -72527.1537925991,
            381393.3286020277
        ],
        [
            625.252271,
            465.457363,
            159.794908,
            308.866175,
            -72.527154,
            381.393329
        ],
        [
            0.344065,
            0.256133,
            0.087932,
            0.077522,
            -0.07107,
            0.086515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109267,
            -80573,
            -52498,
            -1029478,
            -822069,
            -553277
        ],
        [
            2.015282,
            2.387392,
            1.569984,
            1.057517,
            0.973203,
            1.143198
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            44.897959,
            39.189189,
            50.684932,
            44.897959,
            39.189189,
            50.684932
        ],
        [
            2.473301,
            3.704574,
            1.527552,
            1.297862,
            1.510143,
            1.1123
        ],
        [
            504165,
            504165,
            74311,
            596172,
            571556,
            596172
        ],
        [
            -43850,
            -43850,
            -32606,
            -396958,
            -359767,
            -396958
        ],
        [
            47,
            39,
            56,
            47,
            39,
            56
        ],
        [
            74,
            52,
            90,
            74,
            52,
            90
        ],
        [
            26,
            30,
            21,
            26,
            30,
            21
        ],
        [
            7053,
            2915,
            4138,
            7053,
            2915,
            4138
        ],
        [
            11.577647,
            11.577647,
            22.077647,
            11.577647,
            11.577647,
            22.077647
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453345,
            -55383,
            -143543,
            -247208,
            -646031,
            -211286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758708717,
    "expiration_time": 1764462312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 158
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 3.7949
        }
    }
}

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)