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Trade: WAVES/USDT/360/SUPERTREND/ZLMA/2993

Strategy
WAVES/USDT/360/SUPERTREND/ZLMA/2993
Pair
WAVES_USDT
Interval
6h
Score
318281
Daily Profit
0.281874
Profit Factor
2.532517
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 03:37
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 569978.0933 557193.7408 12784.3525 72336.7287 569244.7871 -496908.0584
Total P&L (%) 569.9781 557.1937 12.7844 72.3367 569.2448 -496.9081
Avg Daily Profit (%) 0.2883 0.2819 0.0065 0.0275 0.0962 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146162 -88451 -156196 -797961 -346084 -736579
Profit Factor 1.7442 2.5325 1.0318 1.0297 1.5554 0.6486
Total Trades 74 37 37 74 37 37
Winning Trades 33 14 19 33 14 19
Losing Trades 41 23 18 41 23 18
Profitability (%) 44.5946 37.8378 51.3514 44.5946 37.8378 51.3514
Ratio Avg Win / Avg Loss 2.167 4.1606 0.9775 1.2793 2.5553 0.6144
Largest Winning Trade 305276 305276 83106 495564 495564 292309
Largest Losing Trade -51356 -30834 -51356 -289340 -111931 -289340
Avg Bars in Trades 101 78 125 101 78 125
Avg Bars in Winners 160 127 184 160 127 184
Avg Bars in Losers 55 48 63 55 48 63
Bars Traded 7544 2901 4644 7544 2901 4644
Profit Streak 0 0 655.776 0 0 655.776
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58780 318281 -449442 -414869 -66074 -579639
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": 1548590400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711044988,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 4.76956
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "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": [
        [
            569978.0932797005,
            557193.7407597265,
            12784.3525199742,
            72336.7286892076,
            569244.7871231834,
            -496908.0584339756
        ],
        [
            569.978093,
            557.193741,
            12.784353,
            72.336729,
            569.244787,
            -496.908058
        ],
        [
            0.288341,
            0.281874,
            0.006467,
            0.027538,
            0.096213,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146162,
            -88451,
            -156196,
            -797961,
            -346084,
            -736579
        ],
        [
            1.744153,
            2.532517,
            1.031773,
            1.02966,
            1.5554,
            0.648569
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            44.594595,
            37.837838,
            51.351351,
            44.594595,
            37.837838,
            51.351351
        ],
        [
            2.166978,
            4.160564,
            0.977469,
            1.279274,
            2.5553,
            0.614434
        ],
        [
            305276,
            305276,
            83106,
            495564,
            495564,
            292309
        ],
        [
            -51356,
            -30834,
            -51356,
            -289340,
            -111931,
            -289340
        ],
        [
            101,
            78,
            125,
            101,
            78,
            125
        ],
        [
            160,
            127,
            184,
            160,
            127,
            184
        ],
        [
            55,
            48,
            63,
            55,
            48,
            63
        ],
        [
            7544,
            2901,
            4644,
            7544,
            2901,
            4644
        ],
        [
            0,
            0,
            655.775984,
            0,
            0,
            655.775984
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58780,
            318281,
            -449442,
            -414869,
            -66074,
            -579639
        ]
    ]
}
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": 1548590400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711044988,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 4.76956
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "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)