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Trade: WAVES/USDT/240/WMA/SUPERTREND/4828

Strategy
WAVES/USDT/240/WMA/SUPERTREND/4828
Pair
WAVES_USDT
Interval
4h
Score
438292
Daily Profit
0.339819
Profit Factor
1.536574
Profitability
47.639485
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 23:17
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 671481.4934 535245.5524 136235.941 988958.1941 139410.7437 849547.4504
Total P&L (%) 671.4815 535.2456 136.2359 988.9582 139.4107 849.5475
Avg Daily Profit (%) 0.3398 0.2709 0.0689 0.1209 0.0442 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191112 -107494 -108157 -10758337 -5746719 -5389127
Profit Factor 1.5366 1.7801 1.241 1.0295 1.007 1.0628
Total Trades 233 117 116 233 117 116
Winning Trades 111 57 54 111 57 54
Losing Trades 122 60 62 122 60 62
Profitability (%) 47.6395 48.7179 46.5517 47.6395 48.7179 46.5517
Ratio Avg Win / Avg Loss 1.6888 1.8738 1.4248 1.1315 1.06 1.2202
Largest Winning Trade 158047 158047 53749 3608204 3608204 1789012
Largest Losing Trade -56872 -49993 -56872 -3210339 -3210339 -2699915
Avg Bars in Trades 49 55 42 49 55 42
Avg Bars in Winners 62 70 53 62 70 53
Avg Bars in Losers 37 42 33 37 42 33
Bars Traded 11502 6531 4971 11502 6531 4971
Profit Streak 0 0 513.179 0 0 513.179
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438292 405993 -102159 -218964 -347491 -192896
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550476800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917869439,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 4.54657
        }
    }
}
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": [
        [
            671481.4933842698,
            535245.5524316924,
            136235.9409525775,
            988958.1940773977,
            139410.7436764404,
            849547.450400957
        ],
        [
            671.481493,
            535.245552,
            136.235941,
            988.958194,
            139.410744,
            849.54745
        ],
        [
            0.339819,
            0.270873,
            0.068945,
            0.120913,
            0.04419,
            0.113973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191112,
            -107494,
            -108157,
            -10758337,
            -5746719,
            -5389127
        ],
        [
            1.536574,
            1.780129,
            1.240987,
            1.029485,
            1.006967,
            1.062781
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            122,
            60,
            62,
            122,
            60,
            62
        ],
        [
            47.639485,
            48.717949,
            46.551724,
            47.639485,
            48.717949,
            46.551724
        ],
        [
            1.688847,
            1.87382,
            1.424837,
            1.131506,
            1.059965,
            1.22023
        ],
        [
            158047,
            158047,
            53749,
            3608204,
            3608204,
            1789012
        ],
        [
            -56872,
            -49993,
            -56872,
            -3210339,
            -3210339,
            -2699915
        ],
        [
            49,
            55,
            42,
            49,
            55,
            42
        ],
        [
            62,
            70,
            53,
            62,
            70,
            53
        ],
        [
            37,
            42,
            33,
            37,
            42,
            33
        ],
        [
            11502,
            6531,
            4971,
            11502,
            6531,
            4971
        ],
        [
            0,
            0,
            513.179044,
            0,
            0,
            513.179044
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438292,
            405993,
            -102159,
            -218964,
            -347491,
            -192896
        ]
    ]
}
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": 1550476800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917869439,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 4.54657
        }
    }
}

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)