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Trade: WAVES/USDT/120/VWAP/SUPERTREND/1005

Strategy
WAVES/USDT/120/VWAP/SUPERTREND/1005
Pair
WAVES_USDT
Interval
2h
Score
393309
Daily Profit
0.144929
Profit Factor
4.971250
Profitability
58.333333
Streak
500.320360
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 20:41
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 -83407.0244 176664.4219 -260071.4463 -100072.229 941502.8959 -1041575.1249
Total P&L (%) -83.407 176.6644 -260.0714 -100.0722 941.5029 -1041.5751
Avg Daily Profit (%) -0.0515 0.1092 -0.1607 0 0.1449 0
Buy And Hold Return (%) 23.1262 23.1262 23.1262 23.1262 23.1262 23.1262
Max Trade Drawdown -446311 -224403 -357687 -880676 -38084 -1150909
Profit Factor 0.9512 1.2387 0.7316 0.9501 4.9713 0.4114
Total Trades 312 156 156 312 156 156
Winning Trades 178 90 88 162 91 71
Losing Trades 134 66 68 150 65 85
Profitability (%) 57.0513 57.6923 56.4103 51.9231 58.3333 45.5128
Ratio Avg Win / Avg Loss 0.7161 0.9084 0.5654 0.8798 3.5509 0.4925
Largest Winning Trade 33207 33207 25163 196830 196830 78563
Largest Losing Trade -105042 -72747 -105042 -829365 -23432 -829365
Avg Bars in Trades 60 70 51 60 70 51
Avg Bars in Winners 37 34 41 74 89 55
Avg Bars in Losers 90 119 63 45 42 47
Bars Traded 18925 10947 7978 18925 10947 7978
Profit Streak 480.9037 0 492.237 0 500.3204 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577647 -47922 -578724 -578897 393309 -582261
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579723200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758994879147,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 4.03081
        }
    }
}
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": [
        [
            -83407.024372914,
            176664.4219255486,
            -260071.4462984623,
            -100072.2289918642,
            941502.8958982689,
            -1041575.1248901336
        ],
        [
            -83.407024,
            176.664422,
            -260.071446,
            -100.072229,
            941.502896,
            -1041.575125
        ],
        [
            -0.051549,
            0.109187,
            -0.160736,
            0,
            0.144929,
            0
        ],
        [
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216
        ],
        [
            -446311,
            -224403,
            -357687,
            -880676,
            -38084,
            -1150909
        ],
        [
            0.951202,
            1.238699,
            0.731645,
            0.95013,
            4.97125,
            0.411398
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            178,
            90,
            88,
            162,
            91,
            71
        ],
        [
            134,
            66,
            68,
            150,
            65,
            85
        ],
        [
            57.051282,
            57.692308,
            56.410256,
            51.923077,
            58.333333,
            45.512821
        ],
        [
            0.716074,
            0.90838,
            0.565362,
            0.87975,
            3.550893,
            0.492519
        ],
        [
            33207,
            33207,
            25163,
            196830,
            196830,
            78563
        ],
        [
            -105042,
            -72747,
            -105042,
            -829365,
            -23432,
            -829365
        ],
        [
            60,
            70,
            51,
            60,
            70,
            51
        ],
        [
            37,
            34,
            41,
            74,
            89,
            55
        ],
        [
            90,
            119,
            63,
            45,
            42,
            47
        ],
        [
            18925,
            10947,
            7978,
            18925,
            10947,
            7978
        ],
        [
            480.903694,
            0,
            492.237027,
            0,
            500.32036,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
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        ],
        [
            -577647,
            -47922,
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            -578897,
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            -582261
        ]
    ]
}
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": 1579723200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758994879147,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 4.03081
        }
    }
}

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)