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Trade: FIL/USDT/240/SUPERTREND/HLC3/5059

Strategy
FIL/USDT/240/SUPERTREND/HLC3/5059
Pair
FIL_USDT
Interval
4h
Score
357393
Daily Profit
0.272502
Profit Factor
1.375127
Profitability
41.250000
Streak
17.619333
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-10-05 05:51
Expiration Time
2025-11-28 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494728.2544 278704.0431 216024.2113 778316.6172 -1085919.3068 1864235.924
Total P&L (%) 494.7283 278.704 216.0242 778.3166 -1085.9193 1864.2359
Avg Daily Profit (%) 0.2725 0.1535 0.119 0.1198 0 0.1641
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145102 -99953 -79949 -2976497 -2036496 -1180546
Profit Factor 1.3751 1.4183 1.3311 1.0507 0.8633 1.2517
Total Trades 400 200 200 400 200 200
Winning Trades 165 77 88 165 77 88
Losing Trades 235 123 112 235 123 112
Profitability (%) 41.25 38.5 44 41.25 38.5 44
Ratio Avg Win / Avg Loss 1.9585 2.2656 1.6941 1.4965 1.379 1.5931
Largest Winning Trade 137844 137844 33408 689908 522977 689908
Largest Losing Trade -23598 -17268 -23598 -338336 -322404 -338336
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 40 34 46 40 34 46
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 10847 4800 6047 10847 4800 6047
Profit Streak 17.6193 17.6193 18.4527 17.6193 17.6193 18.4527
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357393 216203 -34048 -197431 -582247 264666
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603180800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632710356,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 28,
            "offset": 0,
            "multiplier": 2.08292
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            494728.2544318103,
            278704.043088553,
            216024.2113432575,
            778316.6172455753,
            -1085919.3067836377,
            1864235.9240292138
        ],
        [
            494.728254,
            278.704043,
            216.024211,
            778.316617,
            -1085.919307,
            1864.235924
        ],
        [
            0.272502,
            0.153514,
            0.118989,
            0.119754,
            0,
            0.164149
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145102,
            -99953,
            -79949,
            -2976497,
            -2036496,
            -1180546
        ],
        [
            1.375127,
            1.418289,
            1.331056,
            1.05071,
            0.863275,
            1.251719
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            165,
            77,
            88,
            165,
            77,
            88
        ],
        [
            235,
            123,
            112,
            235,
            123,
            112
        ],
        [
            41.25,
            38.5,
            44,
            41.25,
            38.5,
            44
        ],
        [
            1.958515,
            2.265578,
            1.694071,
            1.496466,
            1.378997,
            1.593097
        ],
        [
            137844,
            137844,
            33408,
            689908,
            522977,
            689908
        ],
        [
            -23598,
            -17268,
            -23598,
            -338336,
            -322404,
            -338336
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            10847,
            4800,
            6047,
            10847,
            4800,
            6047
        ],
        [
            17.619333,
            17.619333,
            18.452666,
            17.619333,
            17.619333,
            18.452666
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357393,
            216203,
            -34048,
            -197431,
            -582247,
            264666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603180800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632710356,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 28,
            "offset": 0,
            "multiplier": 2.08292
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)