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Trade: WAVES/USDT/120/SUPERTREND/HMA/4394

Strategy
WAVES/USDT/120/SUPERTREND/HMA/4394
Pair
WAVES_USDT
Interval
2h
Score
307287
Daily Profit
0.175481
Profit Factor
1.312426
Profitability
51.836735
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 11:09
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 142724.9543 283928.2541 -141203.2998 -96221.9328 28440.546 -124662.4787
Total P&L (%) 142.725 283.9283 -141.2033 -96.2219 28.4405 -124.6625
Avg Daily Profit (%) 0.0882 0.1755 -0.0873 -0.2023 0.0155 0
Buy And Hold Return (%) 26.5882 26.5882 26.5882 26.5882 26.5882 26.5882
Max Trade Drawdown -237254 -109764 -350408 -112574 -30031 -127770
Profit Factor 1.0684 1.3124 0.8803 0.7858 1.1635 0.5469
Total Trades 490 245 245 490 245 245
Winning Trades 256 127 129 256 127 129
Losing Trades 234 118 116 234 118 116
Profitability (%) 52.2449 51.8367 52.6531 52.2449 51.8367 52.6531
Ratio Avg Win / Avg Loss 0.9765 1.2194 0.7915 0.7182 1.081 0.4918
Largest Winning Trade 64923 64923 53959 25898 14123 25898
Largest Losing Trade -88660 -23041 -88660 -24658 -13850 -24658
Avg Bars in Trades 38 33 43 38 33 43
Avg Bars in Winners 42 32 51 42 32 51
Avg Bars in Losers 35 34 35 35 34 35
Bars Traded 18999 8227 10772 18999 8227 10772
Profit Streak 0 0 501.7564 0 0 501.7564
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -220429 307287 -579123 -577926 -356044 -579123
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579766400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759133356129,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 4.39909
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 86,
            "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": [
        [
            142724.9543488004,
            283928.2541124767,
            -141203.2997636768,
            -96221.9327729886,
            28440.5459647276,
            -124662.4787377162
        ],
        [
            142.724954,
            283.928254,
            -141.2033,
            -96.221933,
            28.440546,
            -124.662479
        ],
        [
            0.088211,
            0.175481,
            -0.08727,
            -0.202265,
            0.015471,
            0
        ],
        [
            26.588235,
            26.588235,
            26.588235,
            26.588235,
            26.588235,
            26.588235
        ],
        [
            -237254,
            -109764,
            -350408,
            -112574,
            -30031,
            -127770
        ],
        [
            1.068357,
            1.312426,
            0.88025,
            0.785768,
            1.163455,
            0.546934
        ],
        [
            490,
            245,
            245,
            490,
            245,
            245
        ],
        [
            256,
            127,
            129,
            256,
            127,
            129
        ],
        [
            234,
            118,
            116,
            234,
            118,
            116
        ],
        [
            52.244898,
            51.836735,
            52.653061,
            52.244898,
            51.836735,
            52.653061
        ],
        [
            0.976545,
            1.21942,
            0.791542,
            0.718241,
            1.081005,
            0.491816
        ],
        [
            64923,
            64923,
            53959,
            25898,
            14123,
            25898
        ],
        [
            -88660,
            -23041,
            -88660,
            -24658,
            -13850,
            -24658
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            42,
            32,
            51,
            42,
            32,
            51
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            18999,
            8227,
            10772,
            18999,
            8227,
            10772
        ],
        [
            0,
            0,
            501.756437,
            0,
            0,
            501.756437
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -220429,
            307287,
            -579123,
            -577926,
            -356044,
            -579123
        ]
    ]
}
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": 1579766400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759133356129,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 4.39909
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 86,
            "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)