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Trade: WAVES/USDT/720/SUPERTREND/FWMA/1894

Strategy
WAVES/USDT/720/SUPERTREND/FWMA/1894
Pair
WAVES_USDT
Interval
12h
Score
665839
Daily Profit
0.385106
Profit Factor
4.770848
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 10:13
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 859555.5022 761546.5736 98008.9286 3872299.3863 2948843.9769 923455.4093
Total P&L (%) 859.5555 761.5466 98.0089 3872.2994 2948.844 923.4554
Avg Daily Profit (%) 0.4347 0.3851 0.0496 0.1864 0.173 0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84505 -51701 -112638 -3951339 -3237725 -3504620
Profit Factor 2.662 4.7708 1.3109 1.2617 1.4251 1.1175
Total Trades 59 30 29 59 30 29
Winning Trades 32 18 14 32 18 14
Losing Trades 27 12 15 27 12 15
Profitability (%) 54.2373 60 48.2759 54.2373 60 48.2759
Ratio Avg Win / Avg Loss 2.2461 3.1806 1.4046 1.0646 0.9501 1.1973
Largest Winning Trade 326715 326715 81275 2885654 2712979 2885654
Largest Losing Trade -48454 -48454 -43824 -3118603 -3118603 -2401264
Avg Bars in Trades 60 39 83 60 39 83
Avg Bars in Winners 92 53 141 92 53 141
Avg Bars in Losers 23 16 28 23 16 28
Bars Traded 3578 1171 2407 3578 1171 2407
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163829 665839 -127298 -171179 296541 -127487
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": 1556539200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213649,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.17213
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "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": [
        [
            859555.5022277936,
            761546.5736156964,
            98008.9286120971,
            3872299.3862661854,
            2948843.976917799,
            923455.4093483859
        ],
        [
            859.555502,
            761.546574,
            98.008929,
            3872.299386,
            2948.843977,
            923.455409
        ],
        [
            0.434668,
            0.385106,
            0.049562,
            0.186365,
            0.172961,
            0.117681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84505,
            -51701,
            -112638,
            -3951339,
            -3237725,
            -3504620
        ],
        [
            2.662032,
            4.770848,
            1.310927,
            1.261716,
            1.425124,
            1.117497
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            54.237288,
            60,
            48.275862,
            54.237288,
            60,
            48.275862
        ],
        [
            2.246089,
            3.180565,
            1.404565,
            1.064573,
            0.950082,
            1.197319
        ],
        [
            326715,
            326715,
            81275,
            2885654,
            2712979,
            2885654
        ],
        [
            -48454,
            -48454,
            -43824,
            -3118603,
            -3118603,
            -2401264
        ],
        [
            60,
            39,
            83,
            60,
            39,
            83
        ],
        [
            92,
            53,
            141,
            92,
            53,
            141
        ],
        [
            23,
            16,
            28,
            23,
            16,
            28
        ],
        [
            3578,
            1171,
            2407,
            3578,
            1171,
            2407
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163829,
            665839,
            -127298,
            -171179,
            296541,
            -127487
        ]
    ]
}
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": 1556539200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213649,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.17213
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "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)