← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/DCM/SUPERTREND/8163

Strategy
WAVES/USDT/720/DCM/SUPERTREND/8163
Pair
WAVES_USDT
Interval
12h
Score
351656
Daily Profit
0.154239
Profit Factor
1.906957
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-25 11:36
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 229483.2202 305008.6097 -75525.3895 -101421.3572 -44617.7923 -56803.5649
Total P&L (%) 229.4832 305.0086 -75.5254 -101.4214 -44.6178 -56.8036
Avg Daily Profit (%) 0.116 0.1542 -0.0382 0 -0.0299 -0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116883 -71352 -212485 -115133 -46460 -90781
Profit Factor 1.2918 1.907 0.8322 0.5519 0.525 0.571
Total Trades 71 36 35 71 36 35
Winning Trades 33 17 16 32 15 17
Losing Trades 38 19 19 39 21 18
Profitability (%) 46.4789 47.2222 45.7143 45.0704 41.6667 48.5714
Ratio Avg Win / Avg Loss 1.4875 2.1313 0.9883 0.6726 0.735 0.6046
Largest Winning Trade 116077 116077 82249 26021 14480 26021
Largest Losing Trade -101496 -67152 -101496 -90668 -19389 -90668
Avg Bars in Trades 52 59 45 52 59 45
Avg Bars in Winners 57 58 55 49 71 29
Avg Bars in Losers 49 60 38 55 51 61
Bars Traded 3759 2155 1604 3759 2155 1604
Profit Streak 0 0 570.8585 483.3585 548.8585 0
Trades During Streak 0 0 2 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130690 351656 -581495 -673388 -583061 -581343

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": 1758789376864,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 3.64938
        }
    }
}
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": [
        [
            229483.2202460192,
            305008.6096979566,
            -75525.3894519374,
            -101421.3571944987,
            -44617.7922944288,
            -56803.56490007
        ],
        [
            229.48322,
            305.00861,
            -75.525389,
            -101.421357,
            -44.617792,
            -56.803565
        ],
        [
            0.116047,
            0.154239,
            -0.038192,
            0,
            -0.029877,
            -0.042439
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116883,
            -71352,
            -212485,
            -115133,
            -46460,
            -90781
        ],
        [
            1.29177,
            1.906957,
            0.832249,
            0.551907,
            0.525016,
            0.570985
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            33,
            17,
            16,
            32,
            15,
            17
        ],
        [
            38,
            19,
            19,
            39,
            21,
            18
        ],
        [
            46.478873,
            47.222222,
            45.714286,
            45.070423,
            41.666667,
            48.571429
        ],
        [
            1.487492,
            2.131305,
            0.988296,
            0.672637,
            0.735022,
            0.604573
        ],
        [
            116077,
            116077,
            82249,
            26021,
            14480,
            26021
        ],
        [
            -101496,
            -67152,
            -101496,
            -90668,
            -19389,
            -90668
        ],
        [
            52,
            59,
            45,
            52,
            59,
            45
        ],
        [
            57,
            58,
            55,
            49,
            71,
            29
        ],
        [
            49,
            60,
            38,
            55,
            51,
            61
        ],
        [
            3759,
            2155,
            1604,
            3759,
            2155,
            1604
        ],
        [
            0,
            0,
            570.858528,
            483.358528,
            548.858529,
            0
        ],
        [
            0,
            0,
            2,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130690,
            351656,
            -581495,
            -673388,
            -583061,
            -581343
        ]
    ]
}
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": 1758789376864,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 3.64938
        }
    }
}

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)