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Trade: WAVES/USDT/240/SMA/SUPERTREND/1872

Strategy
WAVES/USDT/240/SMA/SUPERTREND/1872
Pair
WAVES_USDT
Interval
4h
Score
458383
Daily Profit
0.328670
Profit Factor
1.975053
Profitability
47.468354
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-08 04:37
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 649452.3272 506194.838 143257.4892 2378517.1658 531466.0155 1847051.1503
Total P&L (%) 649.4523 506.1948 143.2575 2378.5172 531.466 1847.0512
Avg Daily Profit (%) 0.3287 0.2562 0.0725 0.1626 0.0933 0.1504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83407 -83146 -134174 -1640735 -1620841 -587538
Profit Factor 1.9751 2.489 1.4393 1.3987 1.1414 1.8365
Total Trades 158 79 79 158 79 79
Winning Trades 75 40 35 75 40 35
Losing Trades 83 39 44 83 39 44
Profitability (%) 47.4684 50.6329 44.3038 47.4684 50.6329 44.3038
Ratio Avg Win / Avg Loss 2.1857 2.4268 1.8094 1.5479 1.1129 2.3087
Largest Winning Trade 171230 171230 66799 958028 806051 958028
Largest Losing Trade -32340 -28578 -32340 -662544 -662544 -505440
Avg Bars in Trades 72 64 80 72 64 80
Avg Bars in Winners 111 90 135 111 90 135
Avg Bars in Losers 38 38 37 38 38 37
Bars Traded 11501 5133 6368 11501 5133 6368
Profit Streak 0 0 637.4008 0 0 637.4008
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458383 -13614 -121919 336941 -159803 -16726
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887426266,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 1.95115
        }
    }
}
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": [
        [
            649452.3272335216,
            506194.837995789,
            143257.4892377323,
            2378517.1658065356,
            531466.0155073076,
            1847051.1502992273
        ],
        [
            649.452327,
            506.194838,
            143.257489,
            2378.517166,
            531.466016,
            1847.05115
        ],
        [
            0.32867,
            0.256171,
            0.072499,
            0.162594,
            0.093306,
            0.150361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83407,
            -83146,
            -134174,
            -1640735,
            -1620841,
            -587538
        ],
        [
            1.975053,
            2.489021,
            1.439282,
            1.398698,
            1.141438,
            1.836483
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            47.468354,
            50.632911,
            44.303797,
            47.468354,
            50.632911,
            44.303797
        ],
        [
            2.185725,
            2.426796,
            1.809383,
            1.547892,
            1.112902,
            2.308721
        ],
        [
            171230,
            171230,
            66799,
            958028,
            806051,
            958028
        ],
        [
            -32340,
            -28578,
            -32340,
            -662544,
            -662544,
            -505440
        ],
        [
            72,
            64,
            80,
            72,
            64,
            80
        ],
        [
            111,
            90,
            135,
            111,
            90,
            135
        ],
        [
            38,
            38,
            37,
            38,
            38,
            37
        ],
        [
            11501,
            5133,
            6368,
            11501,
            5133,
            6368
        ],
        [
            0,
            0,
            637.400767,
            0,
            0,
            637.400767
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458383,
            -13614,
            -121919,
            336941,
            -159803,
            -16726
        ]
    ]
}
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": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887426266,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 1.95115
        }
    }
}

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)