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Trade: RSR/USDT/480/SUPERTREND/VWAP/7284

Strategy
RSR/USDT/480/SUPERTREND/VWAP/7284
Pair
RSR_USDT
Interval
8h
Score
427676
Daily Profit
0.215629
Profit Factor
2.130284
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1863.330000
Evaluation Time
2025-10-03 05:02
Expiration Time
2025-11-27 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409208.0037 401788.0644 7419.9392 9173.0883 64490.1685 -55317.0802
Total P&L (%) 409.208 401.7881 7.4199 9.1731 64.4902 -55.3171
Avg Daily Profit (%) 0.2196 0.2156 0.004 0.0047 0.0267 -0.0432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164247 -133961 -129789 -97983 -81635 -88107
Profit Factor 1.4879 2.1303 1.0154 1.0169 1.2951 0.8291
Total Trades 93 46 47 93 46 47
Winning Trades 41 23 18 41 23 18
Losing Trades 52 23 29 52 23 29
Profitability (%) 44.086 50 38.2979 44.086 50 38.2979
Ratio Avg Win / Avg Loss 1.8871 2.1303 1.6359 1.2897 1.2951 1.3358
Largest Winning Trade 227657 227657 63006 86889 86889 47262
Largest Losing Trade -44268 -34359 -44268 -54972 -34506 -54972
Avg Bars in Trades 57 41 74 57 41 74
Avg Bars in Winners 81 44 129 81 44 129
Avg Bars in Losers 39 37 40 39 37 40
Bars Traded 5393 1899 3494 5393 1899 3494
Profit Streak 45.0851 0 55.0851 45.0851 0 55.0851
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310892 427676 -559706 -555721 -157429 -583019
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456954294,
    "expiration_time": 1764279360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 3.52084
        }
    },
    "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": [
        [
            409208.0036806545,
            401788.0644473618,
            7419.9392332927,
            9173.088325763,
            64490.1685256932,
            -55317.0801999302
        ],
        [
            409.208004,
            401.788064,
            7.419939,
            9.173088,
            64.490169,
            -55.31708
        ],
        [
            0.219611,
            0.215629,
            0.003982,
            0.00471,
            0.026713,
            -0.043224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164247,
            -133961,
            -129789,
            -97983,
            -81635,
            -88107
        ],
        [
            1.487923,
            2.130284,
            1.015356,
            1.016915,
            1.295059,
            0.829137
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            44.086022,
            50,
            38.297872,
            44.086022,
            50,
            38.297872
        ],
        [
            1.887122,
            2.130284,
            1.635851,
            1.289745,
            1.295059,
            1.335832
        ],
        [
            227657,
            227657,
            63006,
            86889,
            86889,
            47262
        ],
        [
            -44268,
            -34359,
            -44268,
            -54972,
            -34506,
            -54972
        ],
        [
            57,
            41,
            74,
            57,
            41,
            74
        ],
        [
            81,
            44,
            129,
            81,
            44,
            129
        ],
        [
            39,
            37,
            40,
            39,
            37,
            40
        ],
        [
            5393,
            1899,
            3494,
            5393,
            1899,
            3494
        ],
        [
            45.085119,
            0,
            55.085119,
            45.085119,
            0,
            55.085119
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310892,
            427676,
            -559706,
            -555721,
            -157429,
            -583019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 1863.33,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456954294,
    "expiration_time": 1764279360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 3.52084
        }
    },
    "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)