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Trade: WAVES/USDT/720/SUPERTREND/HMA/3846

Strategy
WAVES/USDT/720/SUPERTREND/HMA/3846
Pair
WAVES_USDT
Interval
12h
Score
563738
Daily Profit
0.282206
Profit Factor
3.064802
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 23:06
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 626869.1839 558062.3505 68806.8333 438799.6331 520368.6784 -81569.0452
Total P&L (%) 626.8692 558.0624 68.8068 438.7996 520.3687 -81.569
Avg Daily Profit (%) 0.317 0.2822 0.0348 0.0852 0.0923 -0.0855
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120864 -50140 -229204 -431484 -136283 -541805
Profit Factor 1.9159 3.0648 1.1661 1.31 1.942 0.9055
Total Trades 90 45 45 90 45 45
Winning Trades 51 25 26 51 25 26
Losing Trades 39 20 19 39 20 19
Profitability (%) 56.6667 55.5556 57.7778 56.6667 55.5556 57.7778
Ratio Avg Win / Avg Loss 1.4651 2.4518 0.8522 1.0017 1.5536 0.6617
Largest Winning Trade 175177 175177 89361 294618 294618 172748
Largest Losing Trade -82214 -49609 -82214 -144772 -79815 -144772
Avg Bars in Trades 41 23 60 41 23 60
Avg Bars in Winners 56 31 80 56 31 80
Avg Bars in Losers 22 12 33 22 12 33
Bars Traded 3763 1045 2718 3763 1045 2718
Profit Streak 0 0 562.3378 0 0 562.3378
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456079 563738 -183915 -77953 -64520 -578744
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953989448,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 216,
            "offset": 0,
            "multiplier": 3.83982
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 48,
            "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": [
        [
            626869.1838902859,
            558062.3505471038,
            68806.833343182,
            438799.6331120562,
            520368.6783564312,
            -81569.0452443751
        ],
        [
            626.869184,
            558.062351,
            68.806833,
            438.799633,
            520.368678,
            -81.569045
        ],
        [
            0.317001,
            0.282206,
            0.034795,
            0.085203,
            0.092338,
            -0.085482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120864,
            -50140,
            -229204,
            -431484,
            -136283,
            -541805
        ],
        [
            1.915857,
            3.064802,
            1.166125,
            1.309976,
            1.941979,
            0.905501
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            56.666667,
            55.555556,
            57.777778,
            56.666667,
            55.555556,
            57.777778
        ],
        [
            1.465067,
            2.451841,
            0.852168,
            1.001746,
            1.553583,
            0.661712
        ],
        [
            175177,
            175177,
            89361,
            294618,
            294618,
            172748
        ],
        [
            -82214,
            -49609,
            -82214,
            -144772,
            -79815,
            -144772
        ],
        [
            41,
            23,
            60,
            41,
            23,
            60
        ],
        [
            56,
            31,
            80,
            56,
            31,
            80
        ],
        [
            22,
            12,
            33,
            22,
            12,
            33
        ],
        [
            3763,
            1045,
            2718,
            3763,
            1045,
            2718
        ],
        [
            0,
            0,
            562.337841,
            0,
            0,
            562.337841
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456079,
            563738,
            -183915,
            -77953,
            -64520,
            -578744
        ]
    ]
}
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953989448,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 216,
            "offset": 0,
            "multiplier": 3.83982
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 48,
            "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)