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Trade: DOT/USDT/360/VWMA/SUPERTREND/7105

Strategy
DOT/USDT/360/VWMA/SUPERTREND/7105
Pair
DOT_USDT
Interval
6h
Score
324344
Daily Profit
0.166589
Profit Factor
1.624805
Profitability
44.000000
Streak
9.661713
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-10-11 12:52
Expiration Time
2025-12-06 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313145.6014 281831.7691 31313.8323 124091.0726 146979.9848 -22888.9122
Total P&L (%) 313.1456 281.8318 31.3138 124.0911 146.98 -22.8889
Avg Daily Profit (%) 0.1666 0.1499 0.0167 0.0429 0.0481 -0.0138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78739 -96457 -64527 -238248 -195730 -152825
Profit Factor 1.6248 2.057 1.1335 1.121 1.2665 0.9517
Total Trades 100 50 50 100 50 50
Winning Trades 44 22 22 44 22 22
Losing Trades 56 28 28 56 28 28
Profitability (%) 44 44 44 44 44 44
Ratio Avg Win / Avg Loss 2.0679 2.618 1.4426 1.4267 1.6119 1.2113
Largest Winning Trade 225978 225978 61755 243626 243626 93376
Largest Losing Trade -32834 -32834 -29359 -90017 -90017 -77284
Avg Bars in Trades 72 56 87 72 56 87
Avg Bars in Winners 110 68 151 110 68 151
Avg Bars in Losers 42 47 37 42 47 37
Bars Traded 7229 2839 4390 7229 2839 4390
Profit Streak 9.6617 0 30.4117 9.6617 0 30.4117
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324344 -171378 -429106 -224421 -310058 -760959
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601748000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760176372041,
    "expiration_time": 1765034712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 3.37714
        }
    }
}
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": [
        [
            313145.6014337169,
            281831.7691384132,
            31313.8322953036,
            124091.0726348392,
            146979.9848191253,
            -22888.9121842859
        ],
        [
            313.145601,
            281.831769,
            31.313832,
            124.091073,
            146.979985,
            -22.888912
        ],
        [
            0.166589,
            0.14993,
            0.016659,
            0.042934,
            0.04811,
            -0.013827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78739,
            -96457,
            -64527,
            -238248,
            -195730,
            -152825
        ],
        [
            1.624805,
            2.056972,
            1.133507,
            1.120972,
            1.266462,
            0.95173
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            2.067933,
            2.617964,
            1.442645,
            1.426692,
            1.61186,
            1.211292
        ],
        [
            225978,
            225978,
            61755,
            243626,
            243626,
            93376
        ],
        [
            -32834,
            -32834,
            -29359,
            -90017,
            -90017,
            -77284
        ],
        [
            72,
            56,
            87,
            72,
            56,
            87
        ],
        [
            110,
            68,
            151,
            110,
            68,
            151
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            7229,
            2839,
            4390,
            7229,
            2839,
            4390
        ],
        [
            9.661713,
            0,
            30.411713,
            9.661713,
            0,
            30.411713
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324344,
            -171378,
            -429106,
            -224421,
            -310058,
            -760959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601748000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760176372041,
    "expiration_time": 1765034712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 8,
            "offset": 0,
            "multiplier": 3.37714
        }
    }
}

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)