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Trade: WAVES/USDT/240/SMA/SUPERTREND/2469

Strategy
WAVES/USDT/240/SMA/SUPERTREND/2469
Pair
WAVES_USDT
Interval
4h
Score
352270
Daily Profit
0.315816
Profit Factor
1.922532
Profitability
40.109890
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 08:57
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 624051.6383 491929.8489 132121.7894 2229184.4733 1031134.3465 1198050.1268
Total P&L (%) 624.0516 491.9298 132.1218 2229.1845 1031.1343 1198.0501
Avg Daily Profit (%) 0.3158 0.249 0.0669 0.1594 0.1228 0.1298
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117143 -104838 -163155 -1473825 -1282960 -555151
Profit Factor 1.9225 2.5036 1.3783 1.5162 1.4049 1.6763
Total Trades 182 91 91 182 91 91
Winning Trades 73 39 34 73 39 34
Losing Trades 109 52 57 109 52 57
Profitability (%) 40.1099 42.8571 37.3626 40.1099 42.8571 37.3626
Ratio Avg Win / Avg Loss 2.8706 3.3382 2.3106 2.2639 1.8732 2.8102
Largest Winning Trade 163865 163865 65876 795251 749690 795251
Largest Losing Trade -26701 -26701 -20634 -534673 -534673 -191969
Avg Bars in Trades 63 55 71 63 55 71
Avg Bars in Winners 116 96 140 116 96 140
Avg Bars in Losers 27 24 30 27 24 30
Bars Traded 11529 5044 6485 11529 5044 6485
Profit Streak 0 0 493.415 0 0 493.415
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352270 350019 -106623 263316 -29857 -20771

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550923200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866260184,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 1.49315
        }
    }
}
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": [
        [
            624051.638349868,
            491929.8489059473,
            132121.7894439206,
            2229184.473284581,
            1031134.3465228563,
            1198050.126761724
        ],
        [
            624.051638,
            491.929849,
            132.121789,
            2229.184473,
            1031.134347,
            1198.050127
        ],
        [
            0.315816,
            0.248952,
            0.066863,
            0.159444,
            0.122839,
            0.129813
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117143,
            -104838,
            -163155,
            -1473825,
            -1282960,
            -555151
        ],
        [
            1.922532,
            2.503618,
            1.378257,
            1.516212,
            1.404867,
            1.676288
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            40.10989,
            42.857143,
            37.362637,
            40.10989,
            42.857143,
            37.362637
        ],
        [
            2.87063,
            3.338158,
            2.310607,
            2.263933,
            1.873157,
            2.810248
        ],
        [
            163865,
            163865,
            65876,
            795251,
            749690,
            795251
        ],
        [
            -26701,
            -26701,
            -20634,
            -534673,
            -534673,
            -191969
        ],
        [
            63,
            55,
            71,
            63,
            55,
            71
        ],
        [
            116,
            96,
            140,
            116,
            96,
            140
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            11529,
            5044,
            6485,
            11529,
            5044,
            6485
        ],
        [
            0,
            0,
            493.415048,
            0,
            0,
            493.415048
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352270,
            350019,
            -106623,
            263316,
            -29857,
            -20771
        ]
    ]
}
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": 1550923200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866260184,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 1.49315
        }
    }
}

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)