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Trade: WAVES/USDT/720/SUPERTREND/HMA/8354

Strategy
WAVES/USDT/720/SUPERTREND/HMA/8354
Pair
WAVES_USDT
Interval
12h
Score
556229
Daily Profit
0.221384
Profit Factor
2.867350
Profitability
64.285714
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-07 14:04
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499658.7675 437787.384 61871.3835 694951.3685 339589.9894 355361.3791
Total P&L (%) 499.6588 437.7874 61.8714 694.9514 339.59 355.3614
Avg Daily Profit (%) 0.2527 0.2214 0.0313 0.1049 0.0749 0.0767
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82931 -41492 -226099 -242832 -284733 -346154
Profit Factor 1.8075 2.8674 1.161 1.5244 1.5246 1.5242
Total Trades 84 42 42 84 42 42
Winning Trades 48 27 21 48 27 21
Losing Trades 36 15 21 36 15 21
Profitability (%) 57.1429 64.2857 50 57.1429 64.2857 50
Ratio Avg Win / Avg Loss 1.3556 1.593 1.161 1.1433 0.847 1.5242
Largest Winning Trade 90168 90168 89813 302258 174108 302258
Largest Losing Trade -53378 -36386 -53378 -171621 -171621 -80719
Avg Bars in Trades 44 23 66 44 23 66
Avg Bars in Winners 47 24 78 47 24 78
Avg Bars in Losers 41 22 53 41 22 53
Bars Traded 3770 995 2775 3770 995 2775
Profit Streak 0 0 560.4617 0 0 560.4617
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415413 556229 -194081 -49930 -90971 -86988
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759835089055,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 96,
            "offset": 0,
            "multiplier": 4.17106
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 84,
            "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": [
        [
            499658.7675029506,
            437787.3839549129,
            61871.3835480377,
            694951.3685261623,
            339589.9894069202,
            355361.3791192422
        ],
        [
            499.658768,
            437.787384,
            61.871384,
            694.951369,
            339.589989,
            355.361379
        ],
        [
            0.252672,
            0.221384,
            0.031288,
            0.10489,
            0.074904,
            0.076688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82931,
            -41492,
            -226099,
            -242832,
            -284733,
            -346154
        ],
        [
            1.807476,
            2.86735,
            1.160977,
            1.524409,
            1.524608,
            1.524219
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            57.142857,
            64.285714,
            50,
            57.142857,
            64.285714,
            50
        ],
        [
            1.355607,
            1.592972,
            1.160977,
            1.143307,
            0.847004,
            1.524219
        ],
        [
            90168,
            90168,
            89813,
            302258,
            174108,
            302258
        ],
        [
            -53378,
            -36386,
            -53378,
            -171621,
            -171621,
            -80719
        ],
        [
            44,
            23,
            66,
            44,
            23,
            66
        ],
        [
            47,
            24,
            78,
            47,
            24,
            78
        ],
        [
            41,
            22,
            53,
            41,
            22,
            53
        ],
        [
            3770,
            995,
            2775,
            3770,
            995,
            2775
        ],
        [
            0,
            0,
            560.461679,
            0,
            0,
            560.461679
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415413,
            556229,
            -194081,
            -49930,
            -90971,
            -86988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759835089055,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 96,
            "offset": 0,
            "multiplier": 4.17106
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 84,
            "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)