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Trade: WAVES/USDT/360/SMA/SUPERTREND/5038

Strategy
WAVES/USDT/360/SMA/SUPERTREND/5038
Pair
WAVES_USDT
Interval
6h
Score
428290
Daily Profit
0.154598
Profit Factor
2.438261
Profitability
48.571429
Streak
622.762821
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 03:18
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296193.2868 305602.3428 -9409.056 46255.9445 161898.2777 -115642.3332
Total P&L (%) 296.1933 305.6023 -9.4091 46.2559 161.8983 -115.6423
Avg Daily Profit (%) 0.1498 0.1546 -0.0048 0.0192 0.0487 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90947 -50678 -183142 -258384 -173729 -276003
Profit Factor 1.5824 2.4383 0.9682 1.049 1.3901 0.7812
Total Trades 69 35 34 69 35 34
Winning Trades 30 17 13 30 17 13
Losing Trades 39 18 21 39 18 21
Profitability (%) 43.4783 48.5714 38.2353 43.4783 48.5714 38.2353
Ratio Avg Win / Avg Loss 2.0571 2.5817 1.5641 1.3637 1.4718 1.2619
Largest Winning Trade 127843 127843 77106 125634 125634 107949
Largest Losing Trade -50678 -50678 -40306 -119806 -119806 -112382
Avg Bars in Trades 106 97 115 106 97 115
Avg Bars in Winners 177 148 215 177 148 215
Avg Bars in Losers 52 50 53 52 50 53
Bars Traded 7349 3420 3929 7349 3420 3929
Profit Streak 588.2628 622.7628 0 588.2628 622.7628 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98330 428290 -582592 -443658 -127198 -583703
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796307700,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 2.81937
        }
    }
}
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": [
        [
            296193.2867894857,
            305602.342824935,
            -9409.0560354491,
            46255.9445392104,
            161898.2777130813,
            -115642.3331738709
        ],
        [
            296.193287,
            305.602343,
            -9.409056,
            46.255945,
            161.898278,
            -115.642333
        ],
        [
            0.149839,
            0.154598,
            -0.00476,
            0.019235,
            0.048717,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90947,
            -50678,
            -183142,
            -258384,
            -173729,
            -276003
        ],
        [
            1.582405,
            2.438261,
            0.968222,
            1.049023,
            1.390069,
            0.781191
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            43.478261,
            48.571429,
            38.235294,
            43.478261,
            48.571429,
            38.235294
        ],
        [
            2.057126,
            2.581688,
            1.564051,
            1.36373,
            1.471837,
            1.261923
        ],
        [
            127843,
            127843,
            77106,
            125634,
            125634,
            107949
        ],
        [
            -50678,
            -50678,
            -40306,
            -119806,
            -119806,
            -112382
        ],
        [
            106,
            97,
            115,
            106,
            97,
            115
        ],
        [
            177,
            148,
            215,
            177,
            148,
            215
        ],
        [
            52,
            50,
            53,
            52,
            50,
            53
        ],
        [
            7349,
            3420,
            3929,
            7349,
            3420,
            3929
        ],
        [
            588.262821,
            622.762821,
            0,
            588.262821,
            622.762821,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98330,
            428290,
            -582592,
            -443658,
            -127198,
            -583703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796307700,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 2.81937
        }
    }
}

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)