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Trade: MATIC/USDT/720/SUPERTREND/VWAP/6757

Strategy
MATIC/USDT/720/SUPERTREND/VWAP/6757
Pair
MATIC_USDT
Interval
12h
Score
492776
Daily Profit
0.244461
Profit Factor
2.421785
Profitability
64.864865
Streak
625.924077
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-05 13:10
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874127.3035 840691.2338 33436.0697 11755741.8073 11994728.6262 -238986.819
Total P&L (%) 874.1273 840.6912 33.4361 11755.7418 11994.7286 -238.9868
Avg Daily Profit (%) 0.4451 0.4281 0.017 0.2434 0.2445 0
Buy And Hold Return (%) 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217
Max Trade Drawdown -153734 -65505 -203023 -7502451 -3353048 -6722290
Profit Factor 2.7298 5.2528 1.1087 1.6547 2.4218 0.9749
Total Trades 74 37 37 74 37 37
Winning Trades 40 24 16 40 24 16
Losing Trades 34 13 21 34 13 21
Profitability (%) 54.0541 64.8649 43.2432 54.0541 64.8649 43.2432
Ratio Avg Win / Avg Loss 2.3203 2.8453 1.4551 1.4065 1.3118 1.2795
Largest Winning Trade 216133 216133 61174 4333280 3370862 4333280
Largest Losing Trade -34243 -34243 -32756 -3021638 -3021638 -2271249
Avg Bars in Trades 49 36 62 49 36 62
Avg Bars in Winners 66 48 94 66 48 94
Avg Bars in Losers 29 15 38 29 15 38
Bars Traded 3690 1362 2328 3690 1362 2328
Profit Streak 605.9241 625.9241 605.9241 605.9241 625.9241 605.9241
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217077 -144920 -438905 -57402 492776 -581150
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759659040260,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 237,
            "offset": 0,
            "multiplier": 3.2216
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            874127.303480077,
            840691.233763806,
            33436.0697162706,
            11755741.80726509,
            11994728.626229407,
            -238986.8189643174
        ],
        [
            874.127303,
            840.691234,
            33.43607,
            11755.741807,
            11994.728626,
            -238.986819
        ],
        [
            0.445075,
            0.428051,
            0.017024,
            0.243442,
            0.244461,
            0
        ],
        [
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739
        ],
        [
            -153734,
            -65505,
            -203023,
            -7502451,
            -3353048,
            -6722290
        ],
        [
            2.729778,
            5.252823,
            1.108678,
            1.654739,
            2.421785,
            0.974892
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            54.054054,
            64.864865,
            43.243243,
            54.054054,
            64.864865,
            43.243243
        ],
        [
            2.320311,
            2.845279,
            1.45514,
            1.406528,
            1.3118,
            1.279546
        ],
        [
            216133,
            216133,
            61174,
            4333280,
            3370862,
            4333280
        ],
        [
            -34243,
            -34243,
            -32756,
            -3021638,
            -3021638,
            -2271249
        ],
        [
            49,
            36,
            62,
            49,
            36,
            62
        ],
        [
            66,
            48,
            94,
            66,
            48,
            94
        ],
        [
            29,
            15,
            38,
            29,
            15,
            38
        ],
        [
            3690,
            1362,
            2328,
            3690,
            1362,
            2328
        ],
        [
            605.924077,
            625.924077,
            605.924077,
            605.924077,
            625.924077,
            605.924077
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217077,
            -144920,
            -438905,
            -57402,
            492776,
            -581150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759659040260,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 237,
            "offset": 0,
            "multiplier": 3.2216
        }
    },
    "second_band": {
        "type": "vwap",
        "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)