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Trade: WAVES/USDT/240/ALMA/SUPERTREND/5784

Strategy
WAVES/USDT/240/ALMA/SUPERTREND/5784
Pair
WAVES_USDT
Interval
4h
Score
356187
Daily Profit
0.204668
Profit Factor
1.563494
Profitability
47.656250
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 20:52
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404424.6131 355154.4225 49270.1906 157942.5615 30983.0386 126959.5229
Total P&L (%) 404.4246 355.1544 49.2702 157.9426 30.983 126.9595
Avg Daily Profit (%) 0.2047 0.1797 0.0249 0.048 0.0137 0.0415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195814 -138691 -169500 -2461100 -2024114 -972530
Profit Factor 1.5635 2.1043 1.1244 1.0275 1.0094 1.0516
Total Trades 128 64 64 128 64 64
Winning Trades 61 31 30 61 31 30
Losing Trades 67 33 34 67 33 34
Profitability (%) 47.6563 48.4375 46.875 47.6563 48.4375 46.875
Ratio Avg Win / Avg Loss 1.7173 2.24 1.2743 1.1285 1.0746 1.1918
Largest Winning Trade 117202 117202 64628 1029340 838995 1029340
Largest Losing Trade -56872 -43353 -56872 -1136747 -1136747 -334162
Avg Bars in Trades 90 86 95 90 86 95
Avg Bars in Winners 133 125 141 133 125 141
Avg Bars in Losers 51 49 53 51 49 53
Bars Traded 11600 5514 6086 11600 5514 6086
Profit Streak 0 0 657.4116 0 0 657.4116
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356187 -128338 -383720 -319725 -527557 -440367

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822759672,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.94788
        }
    }
}
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": [
        [
            404424.6131007432,
            355154.4225049305,
            49270.1905958123,
            157942.5614921502,
            30983.0385673012,
            126959.52292485
        ],
        [
            404.424613,
            355.154423,
            49.270191,
            157.942561,
            30.983039,
            126.959523
        ],
        [
            0.204668,
            0.179734,
            0.024934,
            0.047965,
            0.01366,
            0.041486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195814,
            -138691,
            -169500,
            -2461100,
            -2024114,
            -972530
        ],
        [
            1.563494,
            2.104284,
            1.12439,
            1.027479,
            1.009431,
            1.051559
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            47.65625,
            48.4375,
            46.875,
            47.65625,
            48.4375,
            46.875
        ],
        [
            1.71728,
            2.240044,
            1.274309,
            1.128542,
            1.074555,
            1.191766
        ],
        [
            117202,
            117202,
            64628,
            1029340,
            838995,
            1029340
        ],
        [
            -56872,
            -43353,
            -56872,
            -1136747,
            -1136747,
            -334162
        ],
        [
            90,
            86,
            95,
            90,
            86,
            95
        ],
        [
            133,
            125,
            141,
            133,
            125,
            141
        ],
        [
            51,
            49,
            53,
            51,
            49,
            53
        ],
        [
            11600,
            5514,
            6086,
            11600,
            5514,
            6086
        ],
        [
            0,
            0,
            657.41157,
            0,
            0,
            657.41157
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356187,
            -128338,
            -383720,
            -319725,
            -527557,
            -440367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822759672,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.94788
        }
    }
}

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)