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Trade: FIL/USDT/720/SUPERTREND/HLC3/4057

Strategy
FIL/USDT/720/SUPERTREND/HLC3/4057
Pair
FIL_USDT
Interval
12h
Score
359682
Daily Profit
0.149749
Profit Factor
2.467924
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-02 02:12
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610143.179 338723.6945 271419.4845 4373112.4653 1473792.6033 2899319.862
Total P&L (%) 610.1432 338.7237 271.4195 4373.1125 1473.7926 2899.3199
Avg Daily Profit (%) 0.3366 0.1869 0.1497 0.2099 0.1522 0.1878
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82597 -62864 -52561 -5410639 -4543324 -3940275
Profit Factor 2.4533 2.4418 2.4679 1.2394 1.1462 1.3542
Total Trades 74 37 37 74 37 37
Winning Trades 31 14 17 31 14 17
Losing Trades 43 23 20 43 23 20
Profitability (%) 41.8919 37.8378 45.9459 41.8919 37.8378 45.9459
Ratio Avg Win / Avg Loss 3.403 4.0116 2.9034 1.7191 1.883 1.5932
Largest Winning Trade 92949 92949 65889 2921991 2921991 2582564
Largest Losing Trade -22968 -21413 -22968 -1277270 -1054403 -1277270
Avg Bars in Trades 46 24 69 46 24 69
Avg Bars in Winners 82 37 118 82 37 118
Avg Bars in Losers 21 16 27 21 16 27
Bars Traded 3472 909 2563 3472 909 2563
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 -58050 277752 359682 -62983 -55456 283996
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606348800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360354456,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 83,
            "offset": 0,
            "multiplier": 2.77047
        }
    },
    "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": [
        [
            610143.179049988,
            338723.6945020584,
            271419.4845479297,
            4373112.4653104525,
            1473792.6032777843,
            2899319.8620326663
        ],
        [
            610.143179,
            338.723695,
            271.419485,
            4373.112465,
            1473.792603,
            2899.319862
        ],
        [
            0.336631,
            0.186882,
            0.149749,
            0.209912,
            0.152175,
            0.187816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82597,
            -62864,
            -52561,
            -5410639,
            -4543324,
            -3940275
        ],
        [
            2.453319,
            2.441823,
            2.467924,
            1.23938,
            1.146161,
            1.354218
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            41.891892,
            37.837838,
            45.945946,
            41.891892,
            37.837838,
            45.945946
        ],
        [
            3.40299,
            4.011567,
            2.90344,
            1.71914,
            1.882978,
            1.593198
        ],
        [
            92949,
            92949,
            65889,
            2921991,
            2921991,
            2582564
        ],
        [
            -22968,
            -21413,
            -22968,
            -1277270,
            -1054403,
            -1277270
        ],
        [
            46,
            24,
            69,
            46,
            24,
            69
        ],
        [
            82,
            37,
            118,
            82,
            37,
            118
        ],
        [
            21,
            16,
            27,
            21,
            16,
            27
        ],
        [
            3472,
            909,
            2563,
            3472,
            909,
            2563
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58050,
            277752,
            359682,
            -62983,
            -55456,
            283996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606348800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360354456,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 83,
            "offset": 0,
            "multiplier": 2.77047
        }
    },
    "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)