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Trade: ONE/USDT/720/VWMA/SUPERTREND/4597

Strategy
ONE/USDT/720/VWMA/SUPERTREND/4597
Pair
ONE_USDT
Interval
12h
Score
648858
Daily Profit
0.894090
Profit Factor
6.793125
Profitability
36.842105
Streak
119.599809
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-10 17:23
Expiration Time
2025-12-19 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1957615.9611 2077864.382 -120248.4209 -109852.3259 357151.5174 -467003.8434
Total P&L (%) 1957.616 2077.8644 -120.2484 -109.8523 357.1515 -467.0038
Avg Daily Profit (%) 0.8423 0.8941 -0.0517 0 0.0654 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -323922 -191673 -181198 -475993 -91869 -458218
Profit Factor 3.2653 6.7931 0.7621 0.8546 2.8284 0.1666
Total Trades 75 38 37 75 38 37
Winning Trades 31 14 17 42 24 18
Losing Trades 44 24 20 33 14 19
Profitability (%) 41.3333 36.8421 45.9459 56 63.1579 48.6486
Ratio Avg Win / Avg Loss 4.6347 11.6454 0.8966 0.6715 1.6499 0.1759
Largest Winning Trade 2075324 2075324 73546 288679 288679 63339
Largest Losing Trade -112976 -46879 -112976 -294886 -91869 -294886
Avg Bars in Trades 57 44 69 57 44 69
Avg Bars in Winners 85 77 93 47 42 54
Avg Bars in Losers 37 26 50 69 49 85
Bars Traded 4297 1708 2589 4297 1708 2589
Profit Streak 79.0998 119.5998 79.0998 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43740 648858 -581385 -641000 -98463 -581298
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565740800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106223492,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 30,
            "offset": 0,
            "multiplier": 2.64018
        }
    }
}
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": [
        [
            1957615.9611059446,
            2077864.3820388876,
            -120248.4209329419,
            -109852.3259253699,
            357151.5174324635,
            -467003.8433578333
        ],
        [
            1957.615961,
            2077.864382,
            -120.248421,
            -109.852326,
            357.151517,
            -467.003843
        ],
        [
            0.842348,
            0.89409,
            -0.051742,
            0,
            0.065419,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -323922,
            -191673,
            -181198,
            -475993,
            -91869,
            -458218
        ],
        [
            3.265329,
            6.793125,
            0.762113,
            0.854634,
            2.828384,
            0.166597
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            31,
            14,
            17,
            42,
            24,
            18
        ],
        [
            44,
            24,
            20,
            33,
            14,
            19
        ],
        [
            41.333333,
            36.842105,
            45.945946,
            56,
            63.157895,
            48.648649
        ],
        [
            4.634661,
            11.645357,
            0.896604,
            0.671498,
            1.649891,
            0.175852
        ],
        [
            2075324,
            2075324,
            73546,
            288679,
            288679,
            63339
        ],
        [
            -112976,
            -46879,
            -112976,
            -294886,
            -91869,
            -294886
        ],
        [
            57,
            44,
            69,
            57,
            44,
            69
        ],
        [
            85,
            77,
            93,
            47,
            42,
            54
        ],
        [
            37,
            26,
            50,
            69,
            49,
            85
        ],
        [
            4297,
            1708,
            2589,
            4297,
            1708,
            2589
        ],
        [
            79.099809,
            119.599809,
            79.099809,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43740,
            648858,
            -581385,
            -641000,
            -98463,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565740800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106223492,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 30,
            "offset": 0,
            "multiplier": 2.64018
        }
    }
}

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)