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Trade: WAVES/USDT/240/SUPERTREND/DCU/1078

Strategy
WAVES/USDT/240/SUPERTREND/DCU/1078
Pair
WAVES_USDT
Interval
4h
Score
546689
Daily Profit
0.629007
Profit Factor
4.253014
Profitability
37.837838
Streak
595.592153
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
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 1257591.4294 1242918.5949 14672.8345 9907.5655 70694.07 -60786.5045
Total P&L (%) 1257.5914 1242.9186 14.6728 9.9076 70.6941 -60.7865
Avg Daily Profit (%) 0.6364 0.629 0.0074 0.0048 0.0271 -0.0474
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191309 -190741 -46139 -1152509 -1122912 -206774
Profit Factor 3.4529 4.253 1.1123 1.0053 1.0507 0.8676
Total Trades 75 37 38 75 37 38
Winning Trades 39 14 25 39 14 25
Losing Trades 36 23 13 36 23 13
Profitability (%) 52 37.8378 65.7895 52 37.8378 65.7895
Ratio Avg Win / Avg Loss 3.1873 6.9871 0.5784 0.928 1.7262 0.4511
Largest Winning Trade 1323580 1323580 18623 722283 722283 102185
Largest Losing Trade -59040 -59040 -45817 -523384 -523384 -204148
Avg Bars in Trades 153 293 18 153 293 18
Avg Bars in Winners 180 472 17 180 472 17
Avg Bars in Losers 125 184 20 125 184 20
Bars Traded 11546 10845 701 11546 10845 701
Profit Streak 594.7588 595.5922 594.7588 594.7588 595.5922 594.7588
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41296 546689 -298628 -628190 -324127 -577482

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549958400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838362002,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.74835
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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": [
        [
            1257591.4294187294,
            1242918.5949252518,
            14672.8344934776,
            9907.5655241701,
            70694.0700400884,
            -60786.504515918
        ],
        [
            1257.591429,
            1242.918595,
            14.672834,
            9.907566,
            70.69407,
            -60.786505
        ],
        [
            0.636433,
            0.629007,
            0.007426,
            0.004781,
            0.027064,
            -0.047365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191309,
            -190741,
            -46139,
            -1152509,
            -1122912,
            -206774
        ],
        [
            3.452915,
            4.253014,
            1.112341,
            1.005346,
            1.050705,
            0.867567
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            36,
            23,
            13,
            36,
            23,
            13
        ],
        [
            52,
            37.837838,
            65.789474,
            52,
            37.837838,
            65.789474
        ],
        [
            3.187307,
            6.987094,
            0.578417,
            0.928012,
            1.726159,
            0.451135
        ],
        [
            1323580,
            1323580,
            18623,
            722283,
            722283,
            102185
        ],
        [
            -59040,
            -59040,
            -45817,
            -523384,
            -523384,
            -204148
        ],
        [
            153,
            293,
            18,
            153,
            293,
            18
        ],
        [
            180,
            472,
            17,
            180,
            472,
            17
        ],
        [
            125,
            184,
            20,
            125,
            184,
            20
        ],
        [
            11546,
            10845,
            701,
            11546,
            10845,
            701
        ],
        [
            594.758819,
            595.592153,
            594.758819,
            594.758819,
            595.592153,
            594.758819
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41296,
            546689,
            -298628,
            -628190,
            -324127,
            -577482
        ]
    ]
}
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": 1549958400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838362002,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.74835
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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)