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Trade: WAVES/USDT/720/SUPERTREND/MIDPRICE/4161

Strategy
WAVES/USDT/720/SUPERTREND/MIDPRICE/4161
Pair
WAVES_USDT
Interval
12h
Score
427970
Daily Profit
0.174391
Profit Factor
2.091015
Profitability
53.658537
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 330582.8897 344857.4765 -14274.5868 -98796.4477 183444.723 -282241.1707
Total P&L (%) 330.5829 344.8575 -14.2746 -98.7964 183.4447 -282.2412
Avg Daily Profit (%) 0.1672 0.1744 -0.0072 -0.2233 0.0527 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177837 -83886 -295318 -323012 -100806 -475778
Profit Factor 1.431 2.091 0.9683 0.8566 2.0851 0.4573
Total Trades 83 41 42 83 41 42
Winning Trades 48 22 26 48 22 26
Losing Trades 35 19 16 35 19 16
Profitability (%) 57.8313 53.6585 61.9048 57.8313 53.6585 61.9048
Ratio Avg Win / Avg Loss 1.0434 1.8059 0.5959 0.6246 1.8008 0.2814
Largest Winning Trade 100792 100792 59221 162199 162199 61978
Largest Losing Trade -98802 -83886 -98802 -229191 -36035 -229191
Avg Bars in Trades 45 39 51 45 39 51
Avg Bars in Winners 42 41 44 42 41 44
Avg Bars in Losers 48 37 62 48 37 62
Bars Traded 3761 1612 2149 3761 1612 2149
Profit Streak 496.8585 0 549.8585 496.8585 0 549.8585
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307682 427970 -578232 -580456 -118066 -578232

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": 1758789378374,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.08611
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "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": [
        [
            330582.8896804316,
            344857.476482761,
            -14274.5868023292,
            -98796.4477307786,
            183444.7230004083,
            -282241.1707311868
        ],
        [
            330.58289,
            344.857476,
            -14.274587,
            -98.796448,
            183.444723,
            -282.241171
        ],
        [
            0.167172,
            0.174391,
            -0.007219,
            -0.22326,
            0.052699,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177837,
            -83886,
            -295318,
            -323012,
            -100806,
            -475778
        ],
        [
            1.43099,
            2.091015,
            0.968345,
            0.856628,
            2.085149,
            0.457273
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            57.831325,
            53.658537,
            61.904762,
            57.831325,
            53.658537,
            61.904762
        ],
        [
            1.04343,
            1.805876,
            0.595905,
            0.624625,
            1.80081,
            0.281399
        ],
        [
            100792,
            100792,
            59221,
            162199,
            162199,
            61978
        ],
        [
            -98802,
            -83886,
            -98802,
            -229191,
            -36035,
            -229191
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            42,
            41,
            44,
            42,
            41,
            44
        ],
        [
            48,
            37,
            62,
            48,
            37,
            62
        ],
        [
            3761,
            1612,
            2149,
            3761,
            1612,
            2149
        ],
        [
            496.858546,
            0,
            549.858546,
            496.858546,
            0,
            549.858546
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307682,
            427970,
            -578232,
            -580456,
            -118066,
            -578232
        ]
    ]
}
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": 1758789378374,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.08611
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "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)