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Trade: WAVES/USDT/240/SUPERTREND/LINREG/6881

Strategy
WAVES/USDT/240/SUPERTREND/LINREG/6881
Pair
WAVES_USDT
Interval
4h
Score
329366
Daily Profit
0.153310
Profit Factor
1.351070
Profitability
54.910714
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:13
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 244802.3382 302940.0016 -58137.6634 -100627.0746 8599.5474 -109226.622
Total P&L (%) 244.8023 302.94 -58.1377 -100.6271 8.5995 -109.2266
Avg Daily Profit (%) 0.1239 0.1533 -0.0294 0 0.0042 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193331 -132619 -302825 -210092 -48729 -230975
Profit Factor 1.1252 1.3511 0.9468 0.8674 1.0322 0.7778
Total Trades 448 224 224 448 224 224
Winning Trades 254 123 131 227 117 110
Losing Trades 194 101 93 221 107 114
Profitability (%) 56.6964 54.9107 58.4821 50.6696 52.2321 49.1071
Ratio Avg Win / Avg Loss 0.8594 1.1094 0.6721 0.8445 0.944 0.8061
Largest Winning Trade 61593 45902 61593 32589 26605 32589
Largest Losing Trade -103807 -50110 -103807 -79267 -40873 -79267
Avg Bars in Trades 26 20 31 26 20 31
Avg Bars in Winners 23 17 29 26 20 31
Avg Bars in Losers 29 24 34 25 19 31
Bars Traded 11682 4574 7108 11682 4574 7108
Profit Streak 0 0 517.0092 485.5092 520.1759 0
Trades During Streak 0 0 1 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108573 329366 -578477 -577487 -537275 -580508
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320796877,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 90,
            "offset": 0,
            "multiplier": 2.98484
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "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": [
        [
            244802.3381921527,
            302940.001582396,
            -58137.6633902426,
            -100627.0745893176,
            8599.5474425581,
            -109226.6220318756
        ],
        [
            244.802338,
            302.940002,
            -58.137663,
            -100.627075,
            8.599547,
            -109.226622
        ],
        [
            0.123888,
            0.15331,
            -0.029422,
            0,
            0.004175,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193331,
            -132619,
            -302825,
            -210092,
            -48729,
            -230975
        ],
        [
            1.125232,
            1.35107,
            0.946755,
            0.867402,
            1.032181,
            0.777843
        ],
        [
            448,
            224,
            224,
            448,
            224,
            224
        ],
        [
            254,
            123,
            131,
            227,
            117,
            110
        ],
        [
            194,
            101,
            93,
            221,
            107,
            114
        ],
        [
            56.696429,
            54.910714,
            58.482143,
            50.669643,
            52.232143,
            49.107143
        ],
        [
            0.859429,
            1.109415,
            0.672124,
            0.844475,
            0.94396,
            0.806128
        ],
        [
            61593,
            45902,
            61593,
            32589,
            26605,
            32589
        ],
        [
            -103807,
            -50110,
            -103807,
            -79267,
            -40873,
            -79267
        ],
        [
            26,
            20,
            31,
            26,
            20,
            31
        ],
        [
            23,
            17,
            29,
            26,
            20,
            31
        ],
        [
            29,
            24,
            34,
            25,
            19,
            31
        ],
        [
            11682,
            4574,
            7108,
            11682,
            4574,
            7108
        ],
        [
            0,
            0,
            517.009223,
            485.509223,
            520.17589,
            0
        ],
        [
            0,
            0,
            1,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108573,
            329366,
            -578477,
            -577487,
            -537275,
            -580508
        ]
    ]
}
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": 1549324800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320796877,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 90,
            "offset": 0,
            "multiplier": 2.98484
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "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)