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Trade: WAVES/USDT/720/SUPERTREND/OHLC4/5263

Strategy
WAVES/USDT/720/SUPERTREND/OHLC4/5263
Pair
WAVES_USDT
Interval
12h
Score
462619
Daily Profit
0.327775
Profit Factor
2.827437
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-04 05:15
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 630523.6404 648175.1136 -17651.4732 178390.309 108265.2676 70125.0413
Total P&L (%) 630.5236 648.1751 -17.6515 178.3903 108.2653 70.125
Avg Daily Profit (%) 0.3188 0.3278 -0.0089 0.0518 0.0371 0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132536 -78557 -250509 -457657 -441258 -354579
Profit Factor 1.8714 2.8274 0.9521 1.1124 1.1185 1.1041
Total Trades 70 35 35 70 35 35
Winning Trades 29 16 13 29 16 13
Losing Trades 41 19 22 41 19 22
Profitability (%) 41.4286 45.7143 37.1429 41.4286 45.7143 37.1429
Ratio Avg Win / Avg Loss 2.6458 3.3576 1.6113 1.5727 1.3283 1.8685
Largest Winning Trade 325168 325168 80466 272856 259338 272856
Largest Losing Trade -56792 -56792 -36246 -347542 -347542 -151293
Avg Bars in Trades 51 33 70 51 33 70
Avg Bars in Winners 99 59 150 99 59 150
Avg Bars in Losers 18 11 23 18 11 23
Bars Traded 3637 1171 2467 3637 1171 2467
Profit Streak 0 0 655.0941 0 0 655.0941
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89505 462619 -582052 -321609 -235135 -265894
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": 1759544133798,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 3.28657
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            630523.640365451,
            648175.1135595964,
            -17651.4731941452,
            178390.3089700412,
            108265.2676309653,
            70125.0413390756
        ],
        [
            630.52364,
            648.175114,
            -17.651473,
            178.390309,
            108.265268,
            70.125041
        ],
        [
            0.318849,
            0.327775,
            -0.008926,
            0.051789,
            0.037106,
            0.026874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132536,
            -78557,
            -250509,
            -457657,
            -441258,
            -354579
        ],
        [
            1.871414,
            2.827437,
            0.952148,
            1.112429,
            1.118545,
            1.104135
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            41.428571,
            45.714286,
            37.142857,
            41.428571,
            45.714286,
            37.142857
        ],
        [
            2.645792,
            3.357581,
            1.611327,
            1.572745,
            1.328272,
            1.868536
        ],
        [
            325168,
            325168,
            80466,
            272856,
            259338,
            272856
        ],
        [
            -56792,
            -56792,
            -36246,
            -347542,
            -347542,
            -151293
        ],
        [
            51,
            33,
            70,
            51,
            33,
            70
        ],
        [
            99,
            59,
            150,
            99,
            59,
            150
        ],
        [
            18,
            11,
            23,
            18,
            11,
            23
        ],
        [
            3637,
            1171,
            2467,
            3637,
            1171,
            2467
        ],
        [
            0,
            0,
            655.094141,
            0,
            0,
            655.094141
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89505,
            462619,
            -582052,
            -321609,
            -235135,
            -265894
        ]
    ]
}
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": 1759544133798,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 227,
            "offset": 0,
            "multiplier": 3.28657
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)