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Trade: WAVES/USDT/120/SSF/SUPERTREND/9606

Strategy
WAVES/USDT/120/SSF/SUPERTREND/9606
Pair
WAVES_USDT
Interval
2h
Score
433521
Daily Profit
0.147172
Profit Factor
4.542971
Profitability
57.364341
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 21:38
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 -86437.84 193636.1371 -280073.9771 -100017.9451 979945.9749 -1079963.92
Total P&L (%) -86.4378 193.6361 -280.074 -100.0179 979.946 -1079.9639
Avg Daily Profit (%) -0.0534 0.1197 -0.1731 0 0.1472 0
Buy And Hold Return (%) 21.1712 21.1712 21.1712 21.1712 21.1712 21.1712
Max Trade Drawdown -442143 -230416 -350231 -950656 -111475 -1210644
Profit Factor 0.9438 1.3319 0.7069 0.9514 4.543 0.3942
Total Trades 258 129 129 258 129 129
Winning Trades 158 78 80 128 74 54
Losing Trades 100 51 49 130 55 75
Profitability (%) 61.2403 60.4651 62.0155 49.6124 57.3643 41.8605
Ratio Avg Win / Avg Loss 0.5974 0.8708 0.433 0.9663 3.3765 0.5475
Largest Winning Trade 33207 33207 22709 211712 211712 79241
Largest Losing Trade -105042 -70992 -105042 -892074 -111475 -892074
Avg Bars in Trades 72 81 63 72 81 63
Avg Bars in Winners 45 41 48 90 103 71
Avg Bars in Losers 116 143 88 55 52 58
Bars Traded 18789 10565 8224 18789 10565 8224
Profit Streak 524.1101 524.1101 561.1934 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576601 -32522 -578064 -579578 433521 -584155
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": 1758911911755,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 191,
            "offset": 0,
            "multiplier": 4.41254
        }
    }
}
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": [
        [
            -86437.8399963678,
            193636.137063035,
            -280073.9770594025,
            -100017.9451028258,
            979945.9748534975,
            -1079963.9199563232
        ],
        [
            -86.43784,
            193.636137,
            -280.073977,
            -100.017945,
            979.945975,
            -1079.96392
        ],
        [
            -0.053423,
            0.119676,
            -0.173099,
            0,
            0.147172,
            0
        ],
        [
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171
        ],
        [
            -442143,
            -230416,
            -350231,
            -950656,
            -111475,
            -1210644
        ],
        [
            0.943838,
            1.331854,
            0.706904,
            0.951429,
            4.542971,
            0.394164
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            158,
            78,
            80,
            128,
            74,
            54
        ],
        [
            100,
            51,
            49,
            130,
            55,
            75
        ],
        [
            61.24031,
            60.465116,
            62.015504,
            49.612403,
            57.364341,
            41.860465
        ],
        [
            0.597366,
            0.870827,
            0.432979,
            0.966295,
            3.376533,
            0.54745
        ],
        [
            33207,
            33207,
            22709,
            211712,
            211712,
            79241
        ],
        [
            -105042,
            -70992,
            -105042,
            -892074,
            -111475,
            -892074
        ],
        [
            72,
            81,
            63,
            72,
            81,
            63
        ],
        [
            45,
            41,
            48,
            90,
            103,
            71
        ],
        [
            116,
            143,
            88,
            55,
            52,
            58
        ],
        [
            18789,
            10565,
            8224,
            18789,
            10565,
            8224
        ],
        [
            524.11009,
            524.11009,
            561.193423,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576601,
            -32522,
            -578064,
            -579578,
            433521,
            -584155
        ]
    ]
}
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": 1758911911755,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 191,
            "offset": 0,
            "multiplier": 4.41254
        }
    }
}

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)