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Trade: WAVES/USDT/120/SINWMA/SUPERTREND/2633

Strategy
WAVES/USDT/120/SINWMA/SUPERTREND/2633
Pair
WAVES_USDT
Interval
2h
Score
300421
Daily Profit
0.211842
Profit Factor
1.287024
Profitability
48.742138
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 21:49
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264647.6788 342761.1259 -78113.4471 -70871.7516 77421.3517 -148293.1032
Total P&L (%) 264.6477 342.7611 -78.1134 -70.8718 77.4214 -148.2931
Avg Daily Profit (%) 0.1636 0.2118 -0.0483 -0.0762 0.0354 0
Buy And Hold Return (%) 21.1712 21.1712 21.1712 21.1712 21.1712 21.1712
Max Trade Drawdown -160910 -125426 -210195 -239211 -216899 -212423
Profit Factor 1.1187 1.287 0.9245 0.9611 1.079 0.8237
Total Trades 635 318 317 635 318 317
Winning Trades 283 155 128 283 155 128
Losing Trades 352 163 189 352 163 189
Profitability (%) 44.5669 48.7421 40.3785 44.5669 48.7421 40.3785
Ratio Avg Win / Avg Loss 1.3915 1.3535 1.3651 1.1954 1.1347 1.2162
Largest Winning Trade 106198 106198 46971 57128 57128 44608
Largest Losing Trade -35068 -35068 -33046 -37093 -37093 -26308
Avg Bars in Trades 30 34 25 30 34 25
Avg Bars in Winners 37 39 35 37 39 35
Avg Bars in Losers 24 29 19 24 29 19
Bars Traded 19121 10969 8152 19121 10969 8152
Profit Streak 0 0 494.0343 0 0 494.0343
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81391 300421 -580512 -577906 -281064 -580512
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759344559460,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 228,
            "offset": 0,
            "multiplier": 2.92328
        }
    }
}
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": [
        [
            264647.6788015559,
            342761.1258939738,
            -78113.4470924182,
            -70871.7515644068,
            77421.3516847633,
            -148293.1032491699
        ],
        [
            264.647679,
            342.761126,
            -78.113447,
            -70.871752,
            77.421352,
            -148.293103
        ],
        [
            0.163565,
            0.211842,
            -0.048278,
            -0.076205,
            0.035442,
            0
        ],
        [
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171
        ],
        [
            -160910,
            -125426,
            -210195,
            -239211,
            -216899,
            -212423
        ],
        [
            1.118747,
            1.287024,
            0.92449,
            0.961077,
            1.07902,
            0.823684
        ],
        [
            635,
            318,
            317,
            635,
            318,
            317
        ],
        [
            283,
            155,
            128,
            283,
            155,
            128
        ],
        [
            352,
            163,
            189,
            352,
            163,
            189
        ],
        [
            44.566929,
            48.742138,
            40.378549,
            44.566929,
            48.742138,
            40.378549
        ],
        [
            1.391516,
            1.353451,
            1.365067,
            1.195404,
            1.134711,
            1.216221
        ],
        [
            106198,
            106198,
            46971,
            57128,
            57128,
            44608
        ],
        [
            -35068,
            -35068,
            -33046,
            -37093,
            -37093,
            -26308
        ],
        [
            30,
            34,
            25,
            30,
            34,
            25
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            19121,
            10969,
            8152,
            19121,
            10969,
            8152
        ],
        [
            0,
            0,
            494.034253,
            0,
            0,
            494.034253
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81391,
            300421,
            -580512,
            -577906,
            -281064,
            -580512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759344559460,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 228,
            "offset": 0,
            "multiplier": 2.92328
        }
    }
}

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)