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Trade: WAVES/USDT/240/JMA/SUPERTREND/8364

Strategy
WAVES/USDT/240/JMA/SUPERTREND/8364
Pair
WAVES_USDT
Interval
4h
Score
524347
Daily Profit
0.231333
Profit Factor
3.164486
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 22:59
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 551086.6321 457114.7934 93971.8387 1358777.8915 655363.1357 703414.7559
Total P&L (%) 551.0866 457.1148 93.9718 1358.7779 655.3631 703.4148
Avg Daily Profit (%) 0.2789 0.2313 0.0476 0.1357 0.1024 0.1055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86044 -56264 -130298 -739920 -834500 -793084
Profit Factor 2.1191 3.1645 1.3341 1.4263 1.4128 1.4398
Total Trades 95 48 47 95 48 47
Winning Trades 46 26 20 46 26 20
Losing Trades 49 22 27 49 22 27
Profitability (%) 48.4211 54.1667 42.5532 48.4211 54.1667 42.5532
Ratio Avg Win / Avg Loss 2.2573 2.6776 1.8011 1.5194 1.1954 1.9437
Largest Winning Trade 178470 178470 77604 745406 450655 745406
Largest Losing Trade -32400 -29211 -32400 -589798 -315608 -589798
Avg Bars in Trades 120 113 126 120 113 126
Avg Bars in Winners 168 142 202 168 142 202
Avg Bars in Losers 74 80 70 74 80 70
Bars Traded 11414 5467 5947 11414 5467 5947
Profit Streak 0 0 588.4998 0 0 588.4998
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445728 524347 -129849 -9811 -54478 -51522
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552003200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867185271,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 222
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 165,
            "offset": 0,
            "multiplier": 2.44102
        }
    }
}
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": [
        [
            551086.6320562918,
            457114.793399106,
            93971.838657186,
            1358777.891520215,
            655363.1356604766,
            703414.7558597387
        ],
        [
            551.086632,
            457.114793,
            93.971839,
            1358.777892,
            655.363136,
            703.414756
        ],
        [
            0.27889,
            0.231333,
            0.047557,
            0.135729,
            0.102382,
            0.105506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86044,
            -56264,
            -130298,
            -739920,
            -834500,
            -793084
        ],
        [
            2.119127,
            3.164486,
            1.334138,
            1.426328,
            1.412803,
            1.439753
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            48.421053,
            54.166667,
            42.553191,
            48.421053,
            54.166667,
            42.553191
        ],
        [
            2.257331,
            2.677642,
            1.801086,
            1.51935,
            1.195449,
            1.943666
        ],
        [
            178470,
            178470,
            77604,
            745406,
            450655,
            745406
        ],
        [
            -32400,
            -29211,
            -32400,
            -589798,
            -315608,
            -589798
        ],
        [
            120,
            113,
            126,
            120,
            113,
            126
        ],
        [
            168,
            142,
            202,
            168,
            142,
            202
        ],
        [
            74,
            80,
            70,
            74,
            80,
            70
        ],
        [
            11414,
            5467,
            5947,
            11414,
            5467,
            5947
        ],
        [
            0,
            0,
            588.499829,
            0,
            0,
            588.49983
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445728,
            524347,
            -129849,
            -9811,
            -54478,
            -51522
        ]
    ]
}
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": 1552003200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867185271,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "offset": 222
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 165,
            "offset": 0,
            "multiplier": 2.44102
        }
    }
}

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)