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Trade: ARB/USDT/480/SUPERTREND/VWMA/9171

Strategy
ARB/USDT/480/SUPERTREND/VWMA/9171
Pair
ARB_USDT
Interval
8h
Score
400187
Daily Profit
0.241367
Profit Factor
1.553362
Profitability
57.608696
Streak
0.000000
Best Strategy
Training Data Length
922.670000
Evaluation Time
2025-09-30 21:56
Expiration Time
2025-10-30 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 222701.7647 126866.7636 95835.001 282077.0314 226653.8853 55423.1461
Total P&L (%) 222.7018 126.8668 95.835 282.077 226.6539 55.4231
Avg Daily Profit (%) 0.2414 0.1375 0.1039 0.1454 0.1284 0.0478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69296 -51555 -70637 -233462 -126551 -132222
Profit Factor 1.5534 1.7385 1.4155 1.3074 1.531 1.1129
Total Trades 92 46 46 92 46 46
Winning Trades 53 27 26 53 27 26
Losing Trades 39 19 20 39 19 20
Profitability (%) 57.6087 58.6957 56.5217 57.6087 58.6957 56.5217
Ratio Avg Win / Avg Loss 1.143 1.2234 1.0888 0.9621 1.0774 0.8561
Largest Winning Trade 42475 42475 40655 108884 108884 90977
Largest Losing Trade -26738 -17300 -26738 -126453 -94340 -126453
Avg Bars in Trades 26 19 32 26 19 32
Avg Bars in Winners 25 16 34 25 16 34
Avg Bars in Losers 27 24 30 27 24 30
Bars Traded 2423 911 1512 2423 911 1512
Profit Streak 0 0 39.1224 0 0 39.1224
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400187 -5809 -52061 36446 -18664 -226535
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2768,
    "evaluation_days": 922.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683878400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258579183,
    "expiration_time": 1761840000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 183,
            "multiplier": 3.28
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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": [
        [
            222701.7646699924,
            126866.7636479472,
            95835.0010220452,
            282077.031365246,
            226653.8852688657,
            55423.1460963802
        ],
        [
            222.701765,
            126.866764,
            95.835001,
            282.077031,
            226.653885,
            55.423146
        ],
        [
            0.241367,
            0.1375,
            0.103867,
            0.145385,
            0.128376,
            0.047805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69296,
            -51555,
            -70637,
            -233462,
            -126551,
            -132222
        ],
        [
            1.553362,
            1.738542,
            1.415459,
            1.307416,
            1.531019,
            1.112937
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            57.608696,
            58.695652,
            56.521739,
            57.608696,
            58.695652,
            56.521739
        ],
        [
            1.14304,
            1.223419,
            1.088815,
            0.962061,
            1.077384,
            0.856105
        ],
        [
            42475,
            42475,
            40655,
            108884,
            108884,
            90977
        ],
        [
            -26738,
            -17300,
            -26738,
            -126453,
            -94340,
            -126453
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            25,
            16,
            34,
            25,
            16,
            34
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            2423,
            911,
            1512,
            2423,
            911,
            1512
        ],
        [
            0,
            0,
            39.122444,
            0,
            0,
            39.122444
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400187,
            -5809,
            -52061,
            36446,
            -18664,
            -226535
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2768,
    "evaluation_days": 922.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683878400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258579183,
    "expiration_time": 1761840000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 183,
            "multiplier": 3.28
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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)