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Trade: WAVES/USDT/480/ALMA/SUPERTREND/2856

Strategy
WAVES/USDT/480/ALMA/SUPERTREND/2856
Pair
WAVES_USDT
Interval
8h
Score
499850
Daily Profit
0.223458
Profit Factor
2.983995
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 07:50
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547265.9176 441776.9577 105488.96 723386.3383 -207231.2201 930617.5585
Total P&L (%) 547.2659 441.777 105.489 723.3863 -207.2312 930.6176
Avg Daily Profit (%) 0.2768 0.2235 0.0534 0.1067 0 0.1181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164857 -93277 -101208 -8221045 -4404065 -5921090
Profit Factor 2.1356 2.984 1.4069 1.0596 0.9606 1.1351
Total Trades 68 34 34 68 34 34
Winning Trades 36 18 18 36 18 18
Losing Trades 32 16 16 32 16 16
Profitability (%) 52.9412 52.9412 52.9412 52.9412 52.9412 52.9412
Ratio Avg Win / Avg Loss 1.8983 2.6524 1.2506 0.9418 0.8539 1.009
Largest Winning Trade 145534 145534 77322 2919782 1351493 2919782
Largest Losing Trade -68841 -34267 -68841 -5253281 -806339 -5253281
Avg Bars in Trades 84 84 84 84 84 84
Avg Bars in Winners 116 109 123 116 109 123
Avg Bars in Losers 49 56 42 49 56 42
Bars Traded 5761 2873 2888 5761 2873 2888
Profit Streak 0 0 585.5347 0 0 585.5347
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100362 499850 -119977 -319926 -580413 -105922
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553400621,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 70,
            "offset": 0,
            "multiplier": 3.09146
        }
    }
}
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": [
        [
            547265.9176398821,
            441776.957676644,
            105488.959963238,
            723386.3383475291,
            -207231.2201303989,
            930617.5584779272
        ],
        [
            547.265918,
            441.776958,
            105.48896,
            723.386338,
            -207.23122,
            930.617558
        ],
        [
            0.276816,
            0.223458,
            0.053358,
            0.106696,
            0,
            0.118064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164857,
            -93277,
            -101208,
            -8221045,
            -4404065,
            -5921090
        ],
        [
            2.135573,
            2.983995,
            1.406886,
            1.059558,
            0.96059,
            1.135117
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176
        ],
        [
            1.898287,
            2.65244,
            1.250566,
            0.94183,
            0.853858,
            1.008993
        ],
        [
            145534,
            145534,
            77322,
            2919782,
            1351493,
            2919782
        ],
        [
            -68841,
            -34267,
            -68841,
            -5253281,
            -806339,
            -5253281
        ],
        [
            84,
            84,
            84,
            84,
            84,
            84
        ],
        [
            116,
            109,
            123,
            116,
            109,
            123
        ],
        [
            49,
            56,
            42,
            49,
            56,
            42
        ],
        [
            5761,
            2873,
            2888,
            5761,
            2873,
            2888
        ],
        [
            0,
            0,
            585.534729,
            0,
            0,
            585.534729
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100362,
            499850,
            -119977,
            -319926,
            -580413,
            -105922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553400621,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 70,
            "offset": 0,
            "multiplier": 3.09146
        }
    }
}

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)