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Trade: RSR/USDT/720/SUPERTREND/VWAP/4555

Strategy
RSR/USDT/720/SUPERTREND/VWAP/4555
Pair
RSR_USDT
Interval
12h
Score
468564
Daily Profit
0.216191
Profit Factor
2.490203
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-10-06 12:35
Expiration Time
2025-12-01 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455754.9746 403521.0889 52233.8857 247330.66 298894.1281 -51563.4681
Total P&L (%) 455.755 403.5211 52.2339 247.3307 298.8941 -51.5635
Avg Daily Profit (%) 0.2442 0.2162 0.028 0.0667 0.0742 -0.0388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115049 -62552 -121131 -321483 -195649 -185242
Profit Factor 1.6434 2.4902 1.1194 1.174 1.5222 0.9393
Total Trades 83 41 42 83 41 42
Winning Trades 38 22 16 38 22 16
Losing Trades 45 19 26 45 19 26
Profitability (%) 45.7831 53.6585 38.0952 45.7831 53.6585 38.0952
Ratio Avg Win / Avg Loss 1.9461 2.1506 1.819 1.3903 1.3146 1.5263
Largest Winning Trade 143368 143368 66962 263608 263608 124060
Largest Losing Trade -35621 -30675 -35621 -132209 -101695 -132209
Avg Bars in Trades 43 32 54 43 32 54
Avg Bars in Winners 61 36 95 61 36 95
Avg Bars in Losers 28 27 28 28 27 28
Bars Traded 3596 1323 2273 3596 1323 2273
Profit Streak 47.8994 0 58.3994 47.8994 0 58.3994
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315142 468564 -248822 -135311 -91985 -582025
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743311202,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.71582
        }
    },
    "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": [
        [
            455754.9745554789,
            403521.0888600754,
            52233.8856954036,
            247330.6599889309,
            298894.1280888161,
            -51563.4680998853
        ],
        [
            455.754975,
            403.521089,
            52.233886,
            247.33066,
            298.894128,
            -51.563468
        ],
        [
            0.244176,
            0.216191,
            0.027985,
            0.06673,
            0.074152,
            -0.038831
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115049,
            -62552,
            -121131,
            -321483,
            -195649,
            -185242
        ],
        [
            1.643364,
            2.490203,
            1.119361,
            1.174005,
            1.522218,
            0.939269
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            45.783133,
            53.658537,
            38.095238,
            45.783133,
            53.658537,
            38.095238
        ],
        [
            1.946089,
            2.15063,
            1.818962,
            1.39027,
            1.314643,
            1.526312
        ],
        [
            143368,
            143368,
            66962,
            263608,
            263608,
            124060
        ],
        [
            -35621,
            -30675,
            -35621,
            -132209,
            -101695,
            -132209
        ],
        [
            43,
            32,
            54,
            43,
            32,
            54
        ],
        [
            61,
            36,
            95,
            61,
            36,
            95
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            3596,
            1323,
            2273,
            3596,
            1323,
            2273
        ],
        [
            47.899435,
            0,
            58.399435,
            47.899435,
            0,
            58.399435
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315142,
            468564,
            -248822,
            -135311,
            -91985,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1598486400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743311202,
    "expiration_time": 1764546768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.71582
        }
    },
    "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)