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Trade: WAVES/USDT/240/DCM/SUPERTREND/8636

Strategy
WAVES/USDT/240/DCM/SUPERTREND/8636
Pair
WAVES_USDT
Interval
4h
Score
477694
Daily Profit
0.324319
Profit Factor
1.727971
Profitability
50.306748
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 23:29
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640855.0556 502516.4577 138338.598 922715.3639 2013035.9804 -1090320.6165
Total P&L (%) 640.8551 502.5165 138.3386 922.7154 2013.036 -1090.3206
Avg Daily Profit (%) 0.3243 0.2543 0.07 0.1177 0.1545 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132250 -79313 -173026 -2624033 -860305 -2621212
Profit Factor 1.728 2.1692 1.3071 1.1126 1.5588 0.7627
Total Trades 163 82 81 163 82 81
Winning Trades 82 41 41 82 41 41
Losing Trades 81 41 40 81 41 40
Profitability (%) 50.3067 50 50.6173 50.3067 50 50.6173
Ratio Avg Win / Avg Loss 1.7069 2.1692 1.2752 1.099 1.5588 0.7441
Largest Winning Trade 147068 147068 77205 724768 724768 314983
Largest Losing Trade -78548 -31398 -78548 -1538992 -501369 -1538992
Avg Bars in Trades 70 59 81 70 59 81
Avg Bars in Winners 100 86 113 100 86 113
Avg Bars in Losers 40 33 48 40 33 48
Bars Traded 11503 4918 6584 11503 4918 6584
Profit Streak 0 0 586.187 0 0 586.187
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477694 294141 -109878 -131225 214825 -591322
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609758191,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 4.11591
        }
    }
}
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": [
        [
            640855.0556329365,
            502516.4576537346,
            138338.597979202,
            922715.3638855601,
            2013035.9803587813,
            -1090320.6164732222
        ],
        [
            640.855056,
            502.516458,
            138.338598,
            922.715364,
            2013.03598,
            -1090.320616
        ],
        [
            0.324319,
            0.25431,
            0.070009,
            0.117734,
            0.154507,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132250,
            -79313,
            -173026,
            -2624033,
            -860305,
            -2621212
        ],
        [
            1.727971,
            2.169217,
            1.30705,
            1.112563,
            1.558808,
            0.762712
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            50.306748,
            50,
            50.617284,
            50.306748,
            50,
            50.617284
        ],
        [
            1.706898,
            2.169217,
            1.27517,
            1.098995,
            1.558808,
            0.744109
        ],
        [
            147068,
            147068,
            77205,
            724768,
            724768,
            314983
        ],
        [
            -78548,
            -31398,
            -78548,
            -1538992,
            -501369,
            -1538992
        ],
        [
            70,
            59,
            81,
            70,
            59,
            81
        ],
        [
            100,
            86,
            113,
            100,
            86,
            113
        ],
        [
            40,
            33,
            48,
            40,
            33,
            48
        ],
        [
            11503,
            4918,
            6584,
            11503,
            4918,
            6584
        ],
        [
            0,
            0,
            586.187016,
            0,
            0,
            586.187016
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477694,
            294141,
            -109878,
            -131225,
            214825,
            -591322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609758191,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 4.11591
        }
    }
}

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)