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Trade: WAVES/USDT/720/SUPERTREND/DCM/4496

Strategy
WAVES/USDT/720/SUPERTREND/DCM/4496
Pair
WAVES_USDT
Interval
12h
Score
502051
Daily Profit
0.239660
Profit Factor
2.547107
Profitability
54.285714
Streak
535.139131
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 18:20
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 593682.8049 473927.1822 119755.6227 555778.6662 1135766.2859 -579987.6196
Total P&L (%) 593.6828 473.9272 119.7556 555.7787 1135.7663 -579.9876
Avg Daily Profit (%) 0.3002 0.2397 0.0606 0.0951 0.1272 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145119 -125876 -123278 -2433402 -1551096 -1399596
Profit Factor 2.1724 2.5471 1.5987 1.1395 1.5234 0.6804
Total Trades 71 35 36 71 35 36
Winning Trades 45 19 26 45 19 26
Losing Trades 26 16 10 26 16 10
Profitability (%) 63.3803 54.2857 72.2222 63.3803 54.2857 72.2222
Ratio Avg Win / Avg Loss 1.2552 2.1449 0.6149 0.6584 1.2829 0.2617
Largest Winning Trade 149227 149227 54623 1545822 1545822 384444
Largest Losing Trade -79172 -79172 -46428 -861596 -861596 -631231
Avg Bars in Trades 52 87 19 52 87 19
Avg Bars in Winners 51 95 20 51 95 20
Avg Bars in Losers 54 78 17 54 78 17
Bars Traded 3760 3066 694 3760 3066 694
Profit Streak 535.1391 535.1391 708.1391 535.1391 535.1391 708.1391
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76014 502051 -107299 -222227 -20177 -576258
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": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245620909,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 4.1805
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "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": [
        [
            593682.804946343,
            473927.1822232216,
            119755.6227231213,
            555778.6662164404,
            1135766.2858650284,
            -579987.6196485871
        ],
        [
            593.682805,
            473.927182,
            119.755623,
            555.778666,
            1135.766286,
            -579.98762
        ],
        [
            0.300219,
            0.23966,
            0.060559,
            0.095148,
            0.127225,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145119,
            -125876,
            -123278,
            -2433402,
            -1551096,
            -1399596
        ],
        [
            2.172426,
            2.547107,
            1.598659,
            1.139475,
            1.523434,
            0.680441
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            26,
            16,
            10,
            26,
            16,
            10
        ],
        [
            63.380282,
            54.285714,
            72.222222,
            63.380282,
            54.285714,
            72.222222
        ],
        [
            1.25518,
            2.144932,
            0.614869,
            0.658363,
            1.282891,
            0.261708
        ],
        [
            149227,
            149227,
            54623,
            1545822,
            1545822,
            384444
        ],
        [
            -79172,
            -79172,
            -46428,
            -861596,
            -861596,
            -631231
        ],
        [
            52,
            87,
            19,
            52,
            87,
            19
        ],
        [
            51,
            95,
            20,
            51,
            95,
            20
        ],
        [
            54,
            78,
            17,
            54,
            78,
            17
        ],
        [
            3760,
            3066,
            694,
            3760,
            3066,
            694
        ],
        [
            535.139131,
            535.139131,
            708.139131,
            535.139131,
            535.139131,
            708.139131
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76014,
            502051,
            -107299,
            -222227,
            -20177,
            -576258
        ]
    ]
}
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": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245620909,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 4.1805
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "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)