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Trade: WAVES/USDT/720/SUPERTREND/HWMA/5672

Strategy
WAVES/USDT/720/SUPERTREND/HWMA/5672
Pair
WAVES_USDT
Interval
12h
Score
567916
Daily Profit
0.349643
Profit Factor
4.879174
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 20:47
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 771751.9602 691418.2454 80333.7148 2390149.2777 1486361.4995 903787.7782
Total P&L (%) 771.752 691.4182 80.3337 2390.1493 1486.3615 903.7878
Avg Daily Profit (%) 0.3903 0.3496 0.0406 0.1627 0.1399 0.1167
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89733 -44672 -170172 -1376334 -615268 -1121282
Profit Factor 2.6489 4.8792 1.2772 1.5994 1.8486 1.4042
Total Trades 64 32 32 64 32 32
Winning Trades 27 15 12 27 15 12
Losing Trades 37 17 20 37 17 20
Profitability (%) 42.1875 46.875 37.5 42.1875 46.875 37.5
Ratio Avg Win / Avg Loss 3.63 5.5297 2.1287 2.1917 2.095 2.3403
Largest Winning Trade 286785 286785 79147 1309161 922063 1309161
Largest Losing Trade -43824 -32590 -43824 -675681 -372673 -675681
Avg Bars in Trades 56 32 81 56 32 81
Avg Bars in Winners 98 55 153 98 55 153
Avg Bars in Losers 26 12 37 26 12 37
Bars Traded 3637 1045 2592 3637 1045 2592
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 -132099 567916 -142478 -136072 -3633 -39854
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": 1758908850102,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 248,
            "offset": 0,
            "multiplier": 3.99951
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89557,
            "nb": 0.1,
            "nc": 0.49182
        }
    }
}
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": [
        [
            771751.9601809691,
            691418.2453771159,
            80333.7148038537,
            2390149.277702156,
            1486361.4994819926,
            903787.7782201634
        ],
        [
            771.75196,
            691.418245,
            80.333715,
            2390.149278,
            1486.361499,
            903.787778
        ],
        [
            0.390266,
            0.349643,
            0.040624,
            0.162708,
            0.139872,
            0.116698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89733,
            -44672,
            -170172,
            -1376334,
            -615268,
            -1121282
        ],
        [
            2.648917,
            4.879174,
            1.277207,
            1.599365,
            1.848564,
            1.404165
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            42.1875,
            46.875,
            37.5,
            42.1875,
            46.875,
            37.5
        ],
        [
            3.629998,
            5.52973,
            2.128678,
            2.191722,
            2.09504,
            2.340276
        ],
        [
            286785,
            286785,
            79147,
            1309161,
            922063,
            1309161
        ],
        [
            -43824,
            -32590,
            -43824,
            -675681,
            -372673,
            -675681
        ],
        [
            56,
            32,
            81,
            56,
            32,
            81
        ],
        [
            98,
            55,
            153,
            98,
            55,
            153
        ],
        [
            26,
            12,
            37,
            26,
            12,
            37
        ],
        [
            3637,
            1045,
            2592,
            3637,
            1045,
            2592
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132099,
            567916,
            -142478,
            -136072,
            -3633,
            -39854
        ]
    ]
}
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": 1758908850102,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 248,
            "offset": 0,
            "multiplier": 3.99951
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89557,
            "nb": 0.1,
            "nc": 0.49182
        }
    }
}

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)