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Trade: RSR/USDT/30/SUPERTREND/VWAP/1023

Strategy
RSR/USDT/30/SUPERTREND/VWAP/1023
Pair
RSR_USDT
Interval
30m
Score
370231
Daily Profit
0.259125
Profit Factor
1.287102
Profitability
45.533141
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 18:27
Expiration Time
2025-12-22 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -111372.1833 8689.166 -120061.3493 -99225.009 284917.0667 -384142.0757
Total P&L (%) -111.3722 8.6892 -120.0613 -99.225 284.9171 -384.1421
Avg Daily Profit (%) -0.2138 0.0167 -0.2305 -0.9288 0.2591 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -285868 -131979 -222072 -440385 -70717 -571566
Profit Factor 0.947 1.0088 0.8922 0.9582 1.2871 0.7214
Total Trades 1388 694 694 1388 694 694
Winning Trades 646 316 330 646 316 330
Losing Trades 742 378 364 742 378 364
Profitability (%) 46.5418 45.5331 47.5504 46.5418 45.5331 47.5504
Ratio Avg Win / Avg Loss 1.0877 1.2067 0.9841 1.1005 1.5396 0.7957
Largest Winning Trade 20777 19486 20777 53666 53666 35037
Largest Losing Trade -97555 -11643 -97555 -298569 -29935 -298569
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 19 17 20 19 17 20
Avg Bars in Losers 16 16 17 16 16 17
Bars Traded 24795 11769 13027 24795 11769 13027
Profit Streak 0 0 2.0191 0 0 2.0191
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573944 -546137 -580553 -573944 370231 -580553
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714937400000,
    "first_datapoint_time": 1715207400000,
    "last_datapoint_time": 1759935600000,
    "evaluation_time": 1759937247590,
    "expiration_time": 1766415600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 2.65727
        }
    },
    "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": [
        [
            -111372.1832671689,
            8689.1660221727,
            -120061.3492893416,
            -99225.0090439408,
            284917.0666566267,
            -384142.0757005668
        ],
        [
            -111.372183,
            8.689166,
            -120.061349,
            -99.225009,
            284.917067,
            -384.142076
        ],
        [
            -0.213836,
            0.016683,
            -0.230519,
            -0.9288,
            0.259125,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -285868,
            -131979,
            -222072,
            -440385,
            -70717,
            -571566
        ],
        [
            0.946963,
            1.008807,
            0.892158,
            0.958151,
            1.287102,
            0.721363
        ],
        [
            1388,
            694,
            694,
            1388,
            694,
            694
        ],
        [
            646,
            316,
            330,
            646,
            316,
            330
        ],
        [
            742,
            378,
            364,
            742,
            378,
            364
        ],
        [
            46.541787,
            45.533141,
            47.550432,
            46.541787,
            45.533141,
            47.550432
        ],
        [
            1.087688,
            1.206738,
            0.984077,
            1.100539,
            1.539635,
            0.795685
        ],
        [
            20777,
            19486,
            20777,
            53666,
            53666,
            35037
        ],
        [
            -97555,
            -11643,
            -97555,
            -298569,
            -29935,
            -298569
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            24795,
            11769,
            13027,
            24795,
            11769,
            13027
        ],
        [
            0,
            0,
            2.019069,
            0,
            0,
            2.019069
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573944,
            -546137,
            -580553,
            -573944,
            370231,
            -580553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714937400000,
    "first_datapoint_time": 1715207400000,
    "last_datapoint_time": 1759935600000,
    "evaluation_time": 1759937247590,
    "expiration_time": 1766415600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 2.65727
        }
    },
    "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)