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Trade: FIL/USDT/480/SUPERTREND/FWMA/9647

Strategy
FIL/USDT/480/SUPERTREND/FWMA/9647
Pair
FIL_USDT
Interval
8h
Score
407947
Daily Profit
0.306996
Profit Factor
1.860388
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 18:34
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556277.4397 309977.958 246299.4817 1952444.1668 -110600.5377 2063044.7045
Total P&L (%) 556.2774 309.978 246.2995 1952.4442 -110.6005 2063.0447
Avg Daily Profit (%) 0.307 0.1711 0.1359 0.1669 0 0.1698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79674 -111095 -52702 -3414100 -2528762 -2260016
Profit Factor 1.8604 1.7719 2.0055 1.143 0.9858 1.3506
Total Trades 130 65 65 130 65 65
Winning Trades 60 29 31 60 29 31
Losing Trades 70 36 34 70 36 34
Profitability (%) 46.1538 44.6154 47.6923 46.1538 44.6154 47.6923
Ratio Avg Win / Avg Loss 2.1705 2.1996 2.1995 1.3335 1.2237 1.4813
Largest Winning Trade 119629 119629 70059 1011639 903824 1011639
Largest Losing Trade -33923 -33923 -18252 -826284 -826284 -705086
Avg Bars in Trades 40 25 54 40 25 54
Avg Bars in Winners 56 28 82 56 28 82
Avg Bars in Losers 26 22 30 26 22 30
Bars Traded 5207 1634 3573 5207 1634 3573
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407947 -123040 -140337 -56577 -712885 -124405
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606464000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759332849465,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 122,
            "offset": 0,
            "multiplier": 2.67704
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 129,
            "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": [
        [
            556277.4397343302,
            309977.9579878406,
            246299.4817464891,
            1952444.1667828218,
            -110600.5377149046,
            2063044.7044977266
        ],
        [
            556.27744,
            309.977958,
            246.299482,
            1952.444167,
            -110.600538,
            2063.044704
        ],
        [
            0.306996,
            0.17107,
            0.135927,
            0.166895,
            0,
            0.169796
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79674,
            -111095,
            -52702,
            -3414100,
            -2528762,
            -2260016
        ],
        [
            1.860388,
            1.771896,
            2.005457,
            1.143042,
            0.985757,
            1.3506
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            46.153846,
            44.615385,
            47.692308,
            46.153846,
            44.615385,
            47.692308
        ],
        [
            2.170453,
            2.199595,
            2.199534,
            1.333549,
            1.223698,
            1.481303
        ],
        [
            119629,
            119629,
            70059,
            1011639,
            903824,
            1011639
        ],
        [
            -33923,
            -33923,
            -18252,
            -826284,
            -826284,
            -705086
        ],
        [
            40,
            25,
            54,
            40,
            25,
            54
        ],
        [
            56,
            28,
            82,
            56,
            28,
            82
        ],
        [
            26,
            22,
            30,
            26,
            22,
            30
        ],
        [
            5207,
            1634,
            3573,
            5207,
            1634,
            3573
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407947,
            -123040,
            -140337,
            -56577,
            -712885,
            -124405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606464000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759332849465,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 122,
            "offset": 0,
            "multiplier": 2.67704
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 129,
            "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)