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Trade: WAVES/USDT/120/SUPERTREND/EMA/4341

Strategy
WAVES/USDT/120/SUPERTREND/EMA/4341
Pair
WAVES_USDT
Interval
2h
Score
429048
Daily Profit
0.217939
Profit Factor
1.354203
Profitability
54.342432
Streak
480.296149
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 20:06
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 309272.8045 352626.1 -43353.2955 -88234.4326 162790.3337 -251024.7663
Total P&L (%) 309.2728 352.6261 -43.3533 -88.2344 162.7903 -251.0248
Avg Daily Profit (%) 0.1911 0.2179 -0.0268 -0.1322 0.0597 0
Buy And Hold Return (%) 21.1712 21.1712 21.1712 21.1712 21.1712 21.1712
Max Trade Drawdown -164418 -95900 -247801 -195663 -31319 -296411
Profit Factor 1.1254 1.3542 0.9705 0.9176 1.4475 0.6451
Total Trades 807 403 404 807 403 404
Winning Trades 423 219 204 423 219 204
Losing Trades 384 184 200 384 184 200
Profitability (%) 52.4164 54.3424 50.4951 52.4164 54.3424 50.4951
Ratio Avg Win / Avg Loss 1.0217 1.1378 0.9515 0.833 1.2162 0.6325
Largest Winning Trade 56287 30600 56287 38572 33137 38572
Largest Losing Trade -89204 -37256 -89204 -137863 -31319 -137863
Avg Bars in Trades 23 19 28 23 19 28
Avg Bars in Winners 21 15 27 21 15 27
Avg Bars in Losers 26 23 29 26 23 29
Bars Traded 19258 7842 11415 19258 7842 11415
Profit Streak 480.2961 480.2961 493.3795 480.2961 480.2961 493.3795
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68363 429048 -577508 -574147 -108448 -577508
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": 1759251987275,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 2.54852
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 32,
            "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": [
        [
            309272.8045243773,
            352626.0999891991,
            -43353.2954648217,
            -88234.432628999,
            162790.3336707647,
            -251024.7662997642
        ],
        [
            309.272805,
            352.6261,
            -43.353295,
            -88.234433,
            162.790334,
            -251.024766
        ],
        [
            0.191145,
            0.217939,
            -0.026794,
            -0.132174,
            0.059733,
            0
        ],
        [
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171,
            21.171171
        ],
        [
            -164418,
            -95900,
            -247801,
            -195663,
            -31319,
            -296411
        ],
        [
            1.125444,
            1.354203,
            0.970506,
            0.917625,
            1.447497,
            0.645123
        ],
        [
            807,
            403,
            404,
            807,
            403,
            404
        ],
        [
            423,
            219,
            204,
            423,
            219,
            204
        ],
        [
            384,
            184,
            200,
            384,
            184,
            200
        ],
        [
            52.416357,
            54.342432,
            50.49505,
            52.416357,
            54.342432,
            50.49505
        ],
        [
            1.021679,
            1.137778,
            0.951476,
            0.833022,
            1.216162,
            0.632474
        ],
        [
            56287,
            30600,
            56287,
            38572,
            33137,
            38572
        ],
        [
            -89204,
            -37256,
            -89204,
            -137863,
            -31319,
            -137863
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            21,
            15,
            27,
            21,
            15,
            27
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            19258,
            7842,
            11415,
            19258,
            7842,
            11415
        ],
        [
            480.296149,
            480.296149,
            493.379482,
            480.296149,
            480.296149,
            493.379482
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68363,
            429048,
            -577508,
            -574147,
            -108448,
            -577508
        ]
    ]
}
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": 1759251987275,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 2.54852
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 32,
            "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)