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Trade: WAVES/USDT/720/SUPERTREND/VWAP/9860

Strategy
WAVES/USDT/720/SUPERTREND/VWAP/9860
Pair
WAVES_USDT
Interval
12h
Score
306429
Daily Profit
0.310771
Profit Factor
2.659994
Profitability
34.146341
Streak
634.120556
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 05:53
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 597911.078 614550.07 -16638.992 103015.2013 493381.9494 -390366.7481
Total P&L (%) 597.9111 614.5501 -16.639 103.0152 493.3819 -390.3667
Avg Daily Profit (%) 0.3024 0.3108 -0.0084 0.0358 0.0901 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156959 -101426 -173321 -455450 -218447 -525317
Profit Factor 1.7685 2.66 0.9592 1.0652 1.7864 0.59
Total Trades 82 41 41 82 41 41
Winning Trades 33 14 19 33 14 19
Losing Trades 49 27 22 49 27 22
Profitability (%) 40.2439 34.1463 46.3415 40.2439 34.1463 46.3415
Ratio Avg Win / Avg Loss 2.626 5.13 1.1107 1.5817 3.4452 0.6831
Largest Winning Trade 320074 320074 83654 282299 282299 180630
Largest Losing Trade -53378 -30115 -53378 -176276 -85342 -176276
Avg Bars in Trades 44 36 52 44 36 52
Avg Bars in Winners 70 58 79 70 58 79
Avg Bars in Losers 27 25 29 27 25 29
Bars Traded 3674 1512 2162 3674 1512 2162
Profit Streak 634.1206 634.1206 650.1206 634.1206 634.1206 650.1206
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 23483 306429 -579915 -304337 -74848 -581582
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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816068,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 27,
            "offset": 0,
            "multiplier": 2.94405
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            597911.0780139691,
            614550.0700115102,
            -16638.9919975409,
            103015.2013265978,
            493381.9494141244,
            -390366.7480875267
        ],
        [
            597.911078,
            614.55007,
            -16.638992,
            103.015201,
            493.381949,
            -390.366748
        ],
        [
            0.302357,
            0.310771,
            -0.008414,
            0.035815,
            0.090087,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156959,
            -101426,
            -173321,
            -455450,
            -218447,
            -525317
        ],
        [
            1.768514,
            2.659994,
            0.959198,
            1.065223,
            1.786376,
            0.589956
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            40.243902,
            34.146341,
            46.341463,
            40.243902,
            34.146341,
            46.341463
        ],
        [
            2.625976,
            5.129989,
            1.11065,
            1.581695,
            3.445154,
            0.683107
        ],
        [
            320074,
            320074,
            83654,
            282299,
            282299,
            180630
        ],
        [
            -53378,
            -30115,
            -53378,
            -176276,
            -85342,
            -176276
        ],
        [
            44,
            36,
            52,
            44,
            36,
            52
        ],
        [
            70,
            58,
            79,
            70,
            58,
            79
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            3674,
            1512,
            2162,
            3674,
            1512,
            2162
        ],
        [
            634.120556,
            634.120556,
            650.120556,
            634.120556,
            634.120556,
            650.120556
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            23483,
            306429,
            -579915,
            -304337,
            -74848,
            -581582
        ]
    ]
}
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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816068,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 27,
            "offset": 0,
            "multiplier": 2.94405
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)