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Trade: WAVES/USDT/720/SUPERTREND/VWAP/3759

Strategy
WAVES/USDT/720/SUPERTREND/VWAP/3759
Pair
WAVES_USDT
Interval
12h
Score
468849
Daily Profit
0.413030
Profit Factor
3.255045
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 12:20
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 890097.1827 816766.5462 73330.6365 2057126.6762 764548.5889 1292578.0873
Total P&L (%) 890.0972 816.7665 73.3306 2057.1267 764.5486 1292.5781
Avg Daily Profit (%) 0.4501 0.413 0.0371 0.1554 0.1091 0.1333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113628 -68703 -182667 -2379041 -1773688 -1631446
Profit Factor 2.3155 3.255 1.2332 1.3387 1.2121 1.5236
Total Trades 76 38 38 76 38 38
Winning Trades 30 16 14 30 16 14
Losing Trades 46 22 24 46 22 24
Profitability (%) 39.4737 42.1053 36.8421 39.4737 42.1053 36.8421
Ratio Avg Win / Avg Loss 3.5505 4.4757 2.1141 2.0527 1.6666 2.6119
Largest Winning Trade 334018 334018 82459 1335318 1246251 1335318
Largest Losing Trade -48454 -48454 -36246 -1431684 -1431684 -1036307
Avg Bars in Trades 47 33 61 47 33 61
Avg Bars in Winners 96 62 135 96 62 135
Avg Bars in Losers 15 12 18 15 12 18
Bars Traded 3638 1288 2350 3638 1288 2350
Profit Streak 0 0 636.3893 0 0 636.3893
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43286 468849 -146722 -48782 -49270 -16275
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": 1554206400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759137634586,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.96829
        }
    },
    "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": [
        [
            890097.1826850903,
            816766.5462153333,
            73330.6364697572,
            2057126.6761607337,
            764548.5888791785,
            1292578.087281555
        ],
        [
            890.097183,
            816.766546,
            73.330636,
            2057.126676,
            764.548589,
            1292.578087
        ],
        [
            0.450112,
            0.41303,
            0.037082,
            0.155436,
            0.109139,
            0.133274
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113628,
            -68703,
            -182667,
            -2379041,
            -1773688,
            -1631446
        ],
        [
            2.315538,
            3.255045,
            1.233234,
            1.338703,
            1.212078,
            1.523627
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            39.473684,
            42.105263,
            36.842105,
            39.473684,
            42.105263,
            36.842105
        ],
        [
            3.550492,
            4.475687,
            2.114116,
            2.052678,
            1.666608,
            2.611933
        ],
        [
            334018,
            334018,
            82459,
            1335318,
            1246251,
            1335318
        ],
        [
            -48454,
            -48454,
            -36246,
            -1431684,
            -1431684,
            -1036307
        ],
        [
            47,
            33,
            61,
            47,
            33,
            61
        ],
        [
            96,
            62,
            135,
            96,
            62,
            135
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            3638,
            1288,
            2350,
            3638,
            1288,
            2350
        ],
        [
            0,
            0,
            636.389289,
            0,
            0,
            636.389289
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43286,
            468849,
            -146722,
            -48782,
            -49270,
            -16275
        ]
    ]
}
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": 1554206400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759137634586,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.96829
        }
    },
    "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)