← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/120/SUPERTREND/HILO/2021

Strategy
WAVES/USDT/120/SUPERTREND/HILO/2021
Pair
WAVES_USDT
Interval
2h
Score
345472
Daily Profit
0.173840
Profit Factor
1.254785
Profitability
55.964912
Streak
481.504327
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 167035.0511 281272.6407 -114237.5897 -102567.3446 21897.1455 -124464.4901
Total P&L (%) 167.0351 281.2726 -114.2376 -102.5673 21.8971 -124.4645
Avg Daily Profit (%) 0.1032 0.1738 -0.0706 0 0.0122 0
Buy And Hold Return (%) 21.1712 21.1712 21.1712 21.1712 21.1712 21.1712
Max Trade Drawdown -202676 -154474 -245736 -152376 -41169 -154955
Profit Factor 1.0596 1.2548 0.9327 0.8286 1.1031 0.6776
Total Trades 1140 570 570 1140 570 570
Winning Trades 607 319 288 548 272 276
Losing Trades 533 251 282 592 298 294
Profitability (%) 53.2456 55.9649 50.5263 48.0702 47.7193 48.4211
Ratio Avg Win / Avg Loss 0.9304 0.9873 0.9133 0.8951 1.2085 0.7218
Largest Winning Trade 46619 31960 46619 18597 11753 18597
Largest Losing Trade -105053 -35608 -105053 -118657 -28759 -118657
Avg Bars in Trades 16 11 21 16 11 21
Avg Bars in Winners 14 9 20 18 14 22
Avg Bars in Losers 18 14 22 15 9 20
Bars Traded 19177 6814 12363 19177 6814 12363
Profit Streak 481.5043 481.5043 491.921 0 0 0
Trades During Streak 2 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -204066 345472 -576672 -575191 -436903 -578691
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111573877,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 160,
            "offset": 0,
            "multiplier": 2.35267
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            167035.0510729555,
            281272.6407466187,
            -114237.5896736636,
            -102567.344581531,
            21897.145528786,
            -124464.490110317
        ],
        [
            167.035051,
            281.272641,
            -114.23759,
            -102.567345,
            21.897146,
            -124.46449
        ],
        [
            0.103236,
            0.17384,
            -0.070604,
            0,
            0.012239,
            0
        ],
        [
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171
        ],
        [
            -202676,
            -154474,
            -245736,
            -152376,
            -41169,
            -154955
        ],
        [
            1.059607,
            1.254785,
            0.932734,
            0.828615,
            1.103098,
            0.677611
        ],
        [
            1140,
            570,
            570,
            1140,
            570,
            570
        ],
        [
            607,
            319,
            288,
            548,
            272,
            276
        ],
        [
            533,
            251,
            282,
            592,
            298,
            294
        ],
        [
            53.245614,
            55.964912,
            50.526316,
            48.070175,
            47.719298,
            48.421053
        ],
        [
            0.930429,
            0.987308,
            0.913303,
            0.895146,
            1.208541,
            0.721803
        ],
        [
            46619,
            31960,
            46619,
            18597,
            11753,
            18597
        ],
        [
            -105053,
            -35608,
            -105053,
            -118657,
            -28759,
            -118657
        ],
        [
            16,
            11,
            21,
            16,
            11,
            21
        ],
        [
            14,
            9,
            20,
            18,
            14,
            22
        ],
        [
            18,
            14,
            22,
            15,
            9,
            20
        ],
        [
            19177,
            6814,
            12363,
            19177,
            6814,
            12363
        ],
        [
            481.504327,
            481.504327,
            491.920994,
            0,
            0,
            0
        ],
        [
            2,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -204066,
            345472,
            -576672,
            -575191,
            -436903,
            -578691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111573877,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 160,
            "offset": 0,
            "multiplier": 2.35267
        }
    },
    "second_band": {
        "type": "hilo",
        "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)