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Trade: WAVES/USDT/720/SUPERTREND/TEMA/9793

Strategy
WAVES/USDT/720/SUPERTREND/TEMA/9793
Pair
WAVES_USDT
Interval
12h
Score
451664
Daily Profit
0.306598
Profit Factor
1.672114
Profitability
50.819672
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 14:24
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 606298.2562 521614.1003 84684.1559 741482.257 290159.6576 451322.5994
Total P&L (%) 606.2983 521.6141 84.6842 741.4823 290.1597 451.3226
Avg Daily Profit (%) 0.3066 0.2638 0.0428 0.1078 0.0689 0.0864
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127538 -101699 -241544 -420093 -605185 -446257
Profit Factor 1.6721 2.1331 1.1917 1.3068 1.2032 1.4567
Total Trades 122 61 61 122 61 61
Winning Trades 62 32 30 62 32 30
Losing Trades 60 29 31 60 29 31
Profitability (%) 50.8197 52.459 49.1803 50.8197 52.459 49.1803
Ratio Avg Win / Avg Loss 1.6182 1.9331 1.2314 1.2647 1.0904 1.5053
Largest Winning Trade 93688 93688 79017 269793 254046 269793
Largest Losing Trade -48454 -48454 -43327 -285983 -285983 -225329
Avg Bars in Trades 30 21 40 30 21 40
Avg Bars in Winners 45 28 62 45 28 62
Avg Bars in Losers 16 13 18 16 13 18
Bars Traded 3764 1322 2442 3764 1322 2442
Profit Streak 0 0 646.4757 0 0 646.4757
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451664 -148444 -305964 -48140 -262575 -236117
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": 1760009098237,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 2.94693
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 45,
            "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": [
        [
            606298.2561543492,
            521614.1003007513,
            84684.1558535979,
            741482.2570261975,
            290159.6576264296,
            451322.5993997679
        ],
        [
            606.298256,
            521.6141,
            84.684156,
            741.482257,
            290.159658,
            451.322599
        ],
        [
            0.306598,
            0.263775,
            0.042824,
            0.10777,
            0.068867,
            0.086366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127538,
            -101699,
            -241544,
            -420093,
            -605185,
            -446257
        ],
        [
            1.672114,
            2.133052,
            1.191717,
            1.306842,
            1.203154,
            1.456701
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            50.819672,
            52.459016,
            49.180328,
            50.819672,
            52.459016,
            49.180328
        ],
        [
            1.618175,
            1.933079,
            1.231441,
            1.264685,
            1.090358,
            1.505257
        ],
        [
            93688,
            93688,
            79017,
            269793,
            254046,
            269793
        ],
        [
            -48454,
            -48454,
            -43327,
            -285983,
            -285983,
            -225329
        ],
        [
            30,
            21,
            40,
            30,
            21,
            40
        ],
        [
            45,
            28,
            62,
            45,
            28,
            62
        ],
        [
            16,
            13,
            18,
            16,
            13,
            18
        ],
        [
            3764,
            1322,
            2442,
            3764,
            1322,
            2442
        ],
        [
            0,
            0,
            646.475674,
            0,
            0,
            646.475674
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451664,
            -148444,
            -305964,
            -48140,
            -262575,
            -236117
        ]
    ]
}
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": 1760009098237,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 2.94693
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 45,
            "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)