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Trade: WAVES/USDT/720/SUPERTREND/HWMA/5320

Strategy
WAVES/USDT/720/SUPERTREND/HWMA/5320
Pair
WAVES_USDT
Interval
12h
Score
505729
Daily Profit
0.397632
Profit Factor
2.070847
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
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 786317.7059 663598.5397 122719.1662 1136226.2843 1362705.233 -226478.9488
Total P&L (%) 786.3177 663.5985 122.7192 1136.2263 1362.7052 -226.4789
Avg Daily Profit (%) 0.3976 0.3356 0.0621 0.1272 0.1358 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146073 -94980 -157505 -1213933 -839788 -1172192
Profit Factor 2.0708 3.0456 1.2994 1.2355 1.6448 0.9165
Total Trades 90 45 45 90 45 45
Winning Trades 46 20 26 46 20 26
Losing Trades 44 25 19 44 25 19
Profitability (%) 51.1111 44.4444 57.7778 51.1111 44.4444 57.7778
Ratio Avg Win / Avg Loss 1.9808 3.807 0.9496 1.1818 2.056 0.6697
Largest Winning Trade 326715 326715 77554 757856 757856 494178
Largest Losing Trade -53378 -30139 -53378 -457912 -410609 -457912
Avg Bars in Trades 41 29 53 41 29 53
Avg Bars in Winners 61 45 74 61 45 74
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 3764 1341 2423 3764 1341 2423
Profit Streak 0 0 653.7751 0 0 653.7751
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505729 475120 -109617 -22656 -10075 -578746
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": 1548849600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516567237,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 3.28141
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.2158,
            "nc": 0.1
        }
    }
}
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": [
        [
            786317.7058755418,
            663598.5397063155,
            122719.1661692261,
            1136226.2842605612,
            1362705.2330131563,
            -226478.9487525949
        ],
        [
            786.317706,
            663.59854,
            122.719166,
            1136.226284,
            1362.705233,
            -226.478949
        ],
        [
            0.397632,
            0.335574,
            0.062058,
            0.127244,
            0.135762,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146073,
            -94980,
            -157505,
            -1213933,
            -839788,
            -1172192
        ],
        [
            2.070847,
            3.045578,
            1.299396,
            1.235513,
            1.644828,
            0.916465
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            51.111111,
            44.444444,
            57.777778,
            51.111111,
            44.444444,
            57.777778
        ],
        [
            1.98081,
            3.806972,
            0.949559,
            1.181795,
            2.056035,
            0.669724
        ],
        [
            326715,
            326715,
            77554,
            757856,
            757856,
            494178
        ],
        [
            -53378,
            -30139,
            -53378,
            -457912,
            -410609,
            -457912
        ],
        [
            41,
            29,
            53,
            41,
            29,
            53
        ],
        [
            61,
            45,
            74,
            61,
            45,
            74
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            3764,
            1341,
            2423,
            3764,
            1341,
            2423
        ],
        [
            0,
            0,
            653.775084,
            0,
            0,
            653.775084
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505729,
            475120,
            -109617,
            -22656,
            -10075,
            -578746
        ]
    ]
}
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": 1548849600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516567237,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 3.28141
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.2158,
            "nc": 0.1
        }
    }
}

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)