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Trade: RSR/USDT/720/SUPERTREND/VWAP/2347

Strategy
RSR/USDT/720/SUPERTREND/VWAP/2347
Pair
RSR_USDT
Interval
12h
Score
402191
Daily Profit
0.188699
Profit Factor
1.721674
Profitability
57.425743
Streak
29.536939
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-10-13 03:53
Expiration Time
2025-12-07 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413966.4132 353433.727 60532.6862 -100146.0336 49076.6846 -149222.7181
Total P&L (%) 413.9664 353.4337 60.5327 -100.146 49.0767 -149.2227
Avg Daily Profit (%) 0.221 0.1887 0.0323 0 0.0213 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147818 -116151 -199278 -147819 -1177 -160400
Profit Factor 1.3672 1.7217 1.0949 0.4819 10.6046 0.2071
Total Trades 203 101 102 203 101 102
Winning Trades 118 58 60 106 57 49
Losing Trades 85 43 42 97 44 53
Profitability (%) 58.1281 57.4257 58.8235 52.2167 56.4356 48.0392
Ratio Avg Win / Avg Loss 0.9849 1.2764 0.7665 0.441 8.186 0.224
Largest Winning Trade 81195 81195 41288 27018 27018 22955
Largest Losing Trade -134181 -48872 -134181 -126744 -2048 -126744
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 15 15 16 16 13 18
Avg Bars in Losers 20 18 22 19 20 18
Bars Traded 3592 1681 1910 3592 1681 1910
Profit Streak 29.5369 29.5369 30.0369 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377584 402191 -265965 -579150 -156160 -581545
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760316791545,
    "expiration_time": 1765125216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 0,
            "multiplier": 2.71097
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 47
        }
    }
}
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": [
        [
            413966.4132418901,
            353433.7270288786,
            60532.6862130116,
            -100146.0335579388,
            49076.6845728244,
            -149222.7181307633
        ],
        [
            413.966413,
            353.433727,
            60.532686,
            -100.146034,
            49.076685,
            -149.222718
        ],
        [
            0.221018,
            0.188699,
            0.032319,
            0,
            0.021321,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147818,
            -116151,
            -199278,
            -147819,
            -1177,
            -160400
        ],
        [
            1.367205,
            1.721674,
            1.094938,
            0.481917,
            10.604621,
            0.207069
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            118,
            58,
            60,
            106,
            57,
            49
        ],
        [
            85,
            43,
            42,
            97,
            44,
            53
        ],
        [
            58.128079,
            57.425743,
            58.823529,
            52.216749,
            56.435644,
            48.039216
        ],
        [
            0.984851,
            1.276413,
            0.766457,
            0.440999,
            8.186024,
            0.223972
        ],
        [
            81195,
            81195,
            41288,
            27018,
            27018,
            22955
        ],
        [
            -134181,
            -48872,
            -134181,
            -126744,
            -2048,
            -126744
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            15,
            15,
            16,
            16,
            13,
            18
        ],
        [
            20,
            18,
            22,
            19,
            20,
            18
        ],
        [
            3592,
            1681,
            1910,
            3592,
            1681,
            1910
        ],
        [
            29.536939,
            29.536939,
            30.036939,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377584,
            402191,
            -265965,
            -579150,
            -156160,
            -581545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760316791545,
    "expiration_time": 1765125216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 0,
            "multiplier": 2.71097
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 47
        }
    }
}

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)