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Trade: WAVES/USDT/720/HILO/SUPERTREND/4192

Strategy
WAVES/USDT/720/HILO/SUPERTREND/4192
Pair
WAVES_USDT
Interval
12h
Score
329604
Daily Profit
0.171909
Profit Factor
1.467943
Profitability
57.647059
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 01:13
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 228771.4122 339949.452 -111178.0399 -94943.5953 -16181.814 -78761.7814
Total P&L (%) 228.7714 339.9495 -111.178 -94.9436 -16.1818 -78.7618
Avg Daily Profit (%) 0.1157 0.1719 -0.0562 -0.1508 -0.0089 -0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201120 -174605 -205303 -122621 -120869 -120122
Profit Factor 1.1746 1.4679 0.8095 0.8136 0.9449 0.6348
Total Trades 171 85 86 171 85 86
Winning Trades 85 49 36 85 49 36
Losing Trades 86 36 50 86 36 50
Profitability (%) 49.7076 57.6471 41.8605 49.7076 57.6471 41.8605
Ratio Avg Win / Avg Loss 1.1884 1.0785 1.1243 0.8232 0.6942 0.8817
Largest Winning Trade 175273 175273 43285 80789 80789 23819
Largest Losing Trade -65682 -65682 -56697 -62627 -62627 -47142
Avg Bars in Trades 22 32 11 22 32 11
Avg Bars in Winners 18 24 10 18 24 10
Avg Bars in Losers 25 43 12 25 43 12
Bars Traded 3771 2764 1007 3771 2764 1007
Profit Streak 481.9261 0 550.9261 481.9261 0 550.9261
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65355 329604 -580971 -579133 -580113 -582638
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": 1759011215651,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 2.67092
        }
    }
}
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": [
        [
            228771.4121546686,
            339949.4520133148,
            -111178.0398586461,
            -94943.595303591,
            -16181.8139500628,
            -78761.7813535282
        ],
        [
            228.771412,
            339.949452,
            -111.17804,
            -94.943595,
            -16.181814,
            -78.761781
        ],
        [
            0.115687,
            0.171909,
            -0.056222,
            -0.15081,
            -0.008926,
            -0.078319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201120,
            -174605,
            -205303,
            -122621,
            -120869,
            -120122
        ],
        [
            1.174622,
            1.467943,
            0.809502,
            0.813593,
            0.944893,
            0.634842
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            85,
            49,
            36,
            85,
            49,
            36
        ],
        [
            86,
            36,
            50,
            86,
            36,
            50
        ],
        [
            49.707602,
            57.647059,
            41.860465,
            49.707602,
            57.647059,
            41.860465
        ],
        [
            1.188441,
            1.078489,
            1.124308,
            0.823165,
            0.694207,
            0.881726
        ],
        [
            175273,
            175273,
            43285,
            80789,
            80789,
            23819
        ],
        [
            -65682,
            -65682,
            -56697,
            -62627,
            -62627,
            -47142
        ],
        [
            22,
            32,
            11,
            22,
            32,
            11
        ],
        [
            18,
            24,
            10,
            18,
            24,
            10
        ],
        [
            25,
            43,
            12,
            25,
            43,
            12
        ],
        [
            3771,
            2764,
            1007,
            3771,
            2764,
            1007
        ],
        [
            481.926107,
            0,
            550.926107,
            481.926107,
            0,
            550.926107
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65355,
            329604,
            -580971,
            -579133,
            -580113,
            -582638
        ]
    ]
}
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": 1759011215651,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 2.67092
        }
    }
}

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)