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Trade: WAVES/USDT/120/SSF/SUPERTREND/8861

Strategy
WAVES/USDT/120/SSF/SUPERTREND/8861
Pair
WAVES_USDT
Interval
2h
Score
461032
Daily Profit
0.401805
Profit Factor
1.320965
Profitability
44.992296
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 16:01
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650121.2291 539660.7657 110460.4634 1438114.9589 1179968.9775 258145.9814
Total P&L (%) 650.1212 539.6608 110.4605 1438.115 1179.969 258.146
Avg Daily Profit (%) 0.4018 0.3335 0.0683 0.1691 0.1577 0.0789
Buy And Hold Return (%) 27.473 27.473 27.473 27.473 27.473 27.473
Max Trade Drawdown -167738 -132649 -131329 -5757421 -2998946 -4658814
Profit Factor 1.321 1.5196 1.1119 1.0365 1.057 1.0138
Total Trades 649 325 324 649 325 324
Winning Trades 292 154 138 292 154 138
Losing Trades 357 171 186 357 171 186
Profitability (%) 44.9923 47.3846 42.5926 44.9923 47.3846 42.5926
Ratio Avg Win / Avg Loss 1.615 1.6874 1.4987 1.2672 1.1737 1.3664
Largest Winning Trade 94118 94118 49572 1279330 1279330 943689
Largest Losing Trade -35487 -35487 -21614 -899588 -842704 -899588
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 37 37 37 37 37 37
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 19278 9935 9343 19278 9935 9343
Profit Streak 0 0 500.6257 0 0 500.6257
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461032 426352 -201907 -170937 -150056 -293512
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578873600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759496462134,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 0,
            "multiplier": 3.44231
        }
    }
}
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": [
        [
            650121.2291196624,
            539660.7657481878,
            110460.4633714751,
            1438114.9588954053,
            1179968.9774605501,
            258145.9814348632
        ],
        [
            650.121229,
            539.660766,
            110.460463,
            1438.114959,
            1179.968977,
            258.145981
        ],
        [
            0.401805,
            0.333536,
            0.06827,
            0.169064,
            0.15769,
            0.07888
        ],
        [
            27.473048,
            27.473048,
            27.473048,
            27.473048,
            27.473048,
            27.473048
        ],
        [
            -167738,
            -132649,
            -131329,
            -5757421,
            -2998946,
            -4658814
        ],
        [
            1.320965,
            1.519643,
            1.111916,
            1.036451,
            1.056971,
            1.013774
        ],
        [
            649,
            325,
            324,
            649,
            325,
            324
        ],
        [
            292,
            154,
            138,
            292,
            154,
            138
        ],
        [
            357,
            171,
            186,
            357,
            171,
            186
        ],
        [
            44.992296,
            47.384615,
            42.592593,
            44.992296,
            47.384615,
            42.592593
        ],
        [
            1.615016,
            1.687396,
            1.498669,
            1.267167,
            1.17365,
            1.36639
        ],
        [
            94118,
            94118,
            49572,
            1279330,
            1279330,
            943689
        ],
        [
            -35487,
            -35487,
            -21614,
            -899588,
            -842704,
            -899588
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            37,
            37,
            37,
            37,
            37,
            37
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            19278,
            9935,
            9343,
            19278,
            9935,
            9343
        ],
        [
            0,
            0,
            500.625719,
            0,
            0,
            500.625719
        ],
        [
            0,
            0,
            2,
            0,
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461032,
            426352,
            -201907,
            -170937,
            -150056,
            -293512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578873600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759496462134,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 20,
            "offset": 0,
            "multiplier": 3.44231
        }
    }
}

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)