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Trade: WAVES/USDT/480/SUPERTREND/FWMA/3370

Strategy
WAVES/USDT/480/SUPERTREND/FWMA/3370
Pair
WAVES_USDT
Interval
8h
Score
511337
Daily Profit
0.300947
Profit Factor
2.685258
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-10 01:39
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 559276.8605 594971.4812 -35694.6206 75281.2335 159424.3132 -84143.0798
Total P&L (%) 559.2769 594.9715 -35.6946 75.2812 159.4243 -84.1431
Avg Daily Profit (%) 0.2829 0.3009 -0.0181 0.0284 0.0482 -0.0931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143391 -84530 -252713 -275420 -232834 -337734
Profit Factor 1.7441 2.6853 0.9104 1.0655 1.2632 0.8455
Total Trades 74 37 37 74 37 37
Winning Trades 34 19 15 34 19 15
Losing Trades 40 18 22 40 18 22
Profitability (%) 45.9459 51.3514 40.5405 45.9459 51.3514 40.5405
Ratio Avg Win / Avg Loss 2.0519 2.5439 1.3353 1.2535 1.1968 1.24
Largest Winning Trade 312067 312067 78819 149807 149807 149070
Largest Losing Trade -57657 -57657 -45530 -194997 -194997 -81475
Avg Bars in Trades 73 49 98 73 49 98
Avg Bars in Winners 127 75 193 127 75 193
Avg Bars in Losers 27 21 32 27 21 32
Bars Traded 5457 1827 3630 5457 1827 3630
Profit Streak 0 0 659.9441 0 0 659.9441
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58301 511337 -581827 -373832 -128458 -581827
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554076800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760049571262,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 161,
            "offset": 0,
            "multiplier": 4.15908
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    }
}
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": [
        [
            559276.8605320156,
            594971.4811640104,
            -35694.6206319949,
            75281.2334552811,
            159424.3132160885,
            -84143.0797608075
        ],
        [
            559.276861,
            594.971481,
            -35.694621,
            75.281233,
            159.424313,
            -84.14308
        ],
        [
            0.282892,
            0.300947,
            -0.018055,
            0.028392,
            0.048231,
            -0.093106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143391,
            -84530,
            -252713,
            -275420,
            -232834,
            -337734
        ],
        [
            1.744089,
            2.685258,
            0.910446,
            1.065454,
            1.263238,
            0.845471
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            45.945946,
            51.351351,
            40.540541,
            45.945946,
            51.351351,
            40.540541
        ],
        [
            2.05187,
            2.543928,
            1.33532,
            1.253475,
            1.196752,
            1.240024
        ],
        [
            312067,
            312067,
            78819,
            149807,
            149807,
            149070
        ],
        [
            -57657,
            -57657,
            -45530,
            -194997,
            -194997,
            -81475
        ],
        [
            73,
            49,
            98,
            73,
            49,
            98
        ],
        [
            127,
            75,
            193,
            127,
            75,
            193
        ],
        [
            27,
            21,
            32,
            27,
            21,
            32
        ],
        [
            5457,
            1827,
            3630,
            5457,
            1827,
            3630
        ],
        [
            0,
            0,
            659.944112,
            0,
            0,
            659.944112
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58301,
            511337,
            -581827,
            -373832,
            -128458,
            -581827
        ]
    ]
}
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": 1554076800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760049571262,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 161,
            "offset": 0,
            "multiplier": 4.15908
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    }
}

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)