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Trade: WAVES/USDT/720/SUPERTREND/VWMA/1092

Strategy
WAVES/USDT/720/SUPERTREND/VWMA/1092
Pair
WAVES_USDT
Interval
12h
Score
343364
Daily Profit
0.168149
Profit Factor
1.327743
Profitability
51.666667
Streak
570.217432
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 20:13
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 332514.7586 387432.8237 -54918.0652 -64167.9681 190643.0958 -254811.0639
Total P&L (%) 332.5148 387.4328 -54.9181 -64.168 190.6431 -254.8111
Avg Daily Profit (%) 0.1681 0.1959 -0.0278 -0.0519 0.054 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192076 -104536 -335587 -349122 -138221 -403473
Profit Factor 1.3277 1.9332 0.9084 0.9118 1.7852 0.4743
Total Trades 120 60 60 120 60 60
Winning Trades 62 35 27 62 35 27
Losing Trades 58 25 33 58 25 33
Profitability (%) 51.6667 58.3333 45 51.6667 58.3333 45
Ratio Avg Win / Avg Loss 1.2421 1.3808 1.1102 0.853 1.2752 0.5797
Largest Winning Trade 100792 100792 79132 108660 93376 108660
Largest Losing Trade -78798 -53741 -78798 -104414 -65266 -104414
Avg Bars in Trades 30 21 39 30 21 39
Avg Bars in Winners 42 27 62 42 27 62
Avg Bars in Losers 17 12 21 17 12 21
Bars Traded 3660 1266 2394 3660 1266 2394
Profit Streak 570.2174 633.2174 570.2174 570.2174 633.2174 570.2174
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343364 -156278 -748902 -578842 -284998 -750568
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": 1758993186176,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 150,
            "offset": 0,
            "multiplier": 3.10423
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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": [
        [
            332514.758554281,
            387432.8237278042,
            -54918.0651735233,
            -64167.9680971606,
            190643.0958269983,
            -254811.063924159
        ],
        [
            332.514759,
            387.432824,
            -54.918065,
            -64.167968,
            190.643096,
            -254.811064
        ],
        [
            0.168149,
            0.195921,
            -0.027771,
            -0.051887,
            0.053968,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192076,
            -104536,
            -335587,
            -349122,
            -138221,
            -403473
        ],
        [
            1.327743,
            1.933181,
            0.908376,
            0.911801,
            1.785211,
            0.474336
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            51.666667,
            58.333333,
            45,
            51.666667,
            58.333333,
            45
        ],
        [
            1.242082,
            1.380844,
            1.110238,
            0.852975,
            1.275151,
            0.579744
        ],
        [
            100792,
            100792,
            79132,
            108660,
            93376,
            108660
        ],
        [
            -78798,
            -53741,
            -78798,
            -104414,
            -65266,
            -104414
        ],
        [
            30,
            21,
            39,
            30,
            21,
            39
        ],
        [
            42,
            27,
            62,
            42,
            27,
            62
        ],
        [
            17,
            12,
            21,
            17,
            12,
            21
        ],
        [
            3660,
            1266,
            2394,
            3660,
            1266,
            2394
        ],
        [
            570.217432,
            633.217433,
            570.217432,
            570.217433,
            633.217433,
            570.217433
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343364,
            -156278,
            -748902,
            -578842,
            -284998,
            -750568
        ]
    ]
}
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": 1758993186176,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 150,
            "offset": 0,
            "multiplier": 3.10423
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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)