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Trade: FIL/USDT/240/VWMA/SUPERTREND/6518

Strategy
FIL/USDT/240/VWMA/SUPERTREND/6518
Pair
FIL_USDT
Interval
4h
Score
402049
Daily Profit
0.277653
Profit Factor
1.643964
Profitability
45.685279
Streak
0.000000
Best Strategy
Training Data Length
1811.330000
Evaluation Time
2025-10-01 00:36
Expiration Time
2025-11-24 06:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502921.9992 285263.2374 217658.7618 649232.3775 -187807.6455 837040.023
Total P&L (%) 502.922 285.2632 217.6588 649.2324 -187.8076 837.04
Avg Daily Profit (%) 0.2777 0.1575 0.1202 0.1112 0 0.1236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108275 -84625 -46949 -1800950 -1436063 -1009947
Profit Factor 1.644 1.6929 1.5894 1.0718 0.959 1.1874
Total Trades 197 99 98 197 99 98
Winning Trades 90 40 50 90 40 50
Losing Trades 107 59 48 107 59 48
Profitability (%) 45.6853 40.404 51.0204 45.6853 40.404 51.0204
Ratio Avg Win / Avg Loss 1.9545 2.4971 1.5258 1.2742 1.4145 1.1399
Largest Winning Trade 279770 279770 63624 705692 705692 542329
Largest Losing Trade -34940 -20359 -34940 -697363 -388679 -697363
Avg Bars in Trades 54 47 60 54 47 60
Avg Bars in Winners 75 66 81 75 66 81
Avg Bars in Losers 36 35 38 36 35 38
Bars Traded 10682 4745 5937 10682 4745 5937
Profit Streak 0 0 19.7334 0 0 19.7334
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402049 231963 -29226 -186311 -583133 -41584
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10868,
    "evaluation_days": 1811.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604692800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759268163754,
    "expiration_time": 1763957376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 3.25357
        }
    }
}
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": [
        [
            502921.9991917474,
            285263.2374220359,
            217658.7617697117,
            649232.3775007809,
            -187807.6455487604,
            837040.0230495413
        ],
        [
            502.921999,
            285.263237,
            217.658762,
            649.232378,
            -187.807646,
            837.040023
        ],
        [
            0.277653,
            0.157488,
            0.120165,
            0.111244,
            0,
            0.123607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108275,
            -84625,
            -46949,
            -1800950,
            -1436063,
            -1009947
        ],
        [
            1.643964,
            1.692935,
            1.589374,
            1.071751,
            0.959008,
            1.187388
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            107,
            59,
            48,
            107,
            59,
            48
        ],
        [
            45.685279,
            40.40404,
            51.020408,
            45.685279,
            40.40404,
            51.020408
        ],
        [
            1.95449,
            2.497079,
            1.525799,
            1.274192,
            1.414537,
            1.139892
        ],
        [
            279770,
            279770,
            63624,
            705692,
            705692,
            542329
        ],
        [
            -34940,
            -20359,
            -34940,
            -697363,
            -388679,
            -697363
        ],
        [
            54,
            47,
            60,
            54,
            47,
            60
        ],
        [
            75,
            66,
            81,
            75,
            66,
            81
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            10682,
            4745,
            5937,
            10682,
            4745,
            5937
        ],
        [
            0,
            0,
            19.733377,
            0,
            0,
            19.733377
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402049,
            231963,
            -29226,
            -186311,
            -583133,
            -41584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10868,
    "evaluation_days": 1811.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604692800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759268163754,
    "expiration_time": 1763957376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 3.25357
        }
    }
}

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)