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Trade: WAVES/USDT/720/SUPERTREND/HMA/5129

Strategy
WAVES/USDT/720/SUPERTREND/HMA/5129
Pair
WAVES_USDT
Interval
12h
Score
352042
Daily Profit
0.222248
Profit Factor
1.424847
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:57
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 439495.8797 454515.6953 -15019.8157 -87879.0374 201761.7443 -289640.7817
Total P&L (%) 439.4959 454.5157 -15.0198 -87.879 201.7617 -289.6408
Avg Daily Profit (%) 0.2222 0.2298 -0.0076 -0.1067 0.0559 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150916 -98644 -312361 -291511 -107145 -417252
Profit Factor 1.4248 2.0468 0.975 0.8886 1.9013 0.4873
Total Trades 130 65 65 130 65 65
Winning Trades 70 38 32 70 38 32
Losing Trades 60 27 33 60 27 33
Profitability (%) 53.8462 58.4615 49.2308 53.8462 58.4615 49.2308
Ratio Avg Win / Avg Loss 1.2213 1.4543 1.0054 0.7616 1.351 0.5025
Largest Winning Trade 96157 96157 78473 106253 54461 106253
Largest Losing Trade -96490 -54426 -96490 -127984 -62592 -127984
Avg Bars in Trades 29 19 38 29 19 38
Avg Bars in Winners 38 22 57 38 22 57
Avg Bars in Losers 18 16 19 18 16 19
Bars Traded 3770 1291 2479 3770 1291 2479
Profit Streak 0 0 629.6232 0 0 629.6232
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352042 -119650 -709725 -579657 -246123 -711392

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": 1758855443429,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 209,
            "offset": 0,
            "multiplier": 2.95058
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 61,
            "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": [
        [
            439495.8796593739,
            454515.6953451043,
            -15019.8156857304,
            -87879.0374040902,
            201761.7443327905,
            -289640.7817368809
        ],
        [
            439.49588,
            454.515695,
            -15.019816,
            -87.879037,
            201.761744,
            -289.640782
        ],
        [
            0.222248,
            0.229844,
            -0.007595,
            -0.106655,
            0.055867,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150916,
            -98644,
            -312361,
            -291511,
            -107145,
            -417252
        ],
        [
            1.424847,
            2.04679,
            0.974979,
            0.888588,
            1.901341,
            0.4873
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            53.846154,
            58.461538,
            49.230769,
            53.846154,
            58.461538,
            49.230769
        ],
        [
            1.221297,
            1.454298,
            1.005447,
            0.761647,
            1.350953,
            0.502528
        ],
        [
            96157,
            96157,
            78473,
            106253,
            54461,
            106253
        ],
        [
            -96490,
            -54426,
            -96490,
            -127984,
            -62592,
            -127984
        ],
        [
            29,
            19,
            38,
            29,
            19,
            38
        ],
        [
            38,
            22,
            57,
            38,
            22,
            57
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            3770,
            1291,
            2479,
            3770,
            1291,
            2479
        ],
        [
            0,
            0,
            629.623188,
            0,
            0,
            629.623188
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352042,
            -119650,
            -709725,
            -579657,
            -246123,
            -711392
        ]
    ]
}
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": 1758855443429,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 209,
            "offset": 0,
            "multiplier": 2.95058
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 61,
            "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)