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Trade: WAVES/USDT/360/LINREG/SUPERTREND/4731

Strategy
WAVES/USDT/360/LINREG/SUPERTREND/4731
Pair
WAVES_USDT
Interval
6h
Score
394377
Daily Profit
0.257126
Profit Factor
1.554842
Profitability
53.237410
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 13:16
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508273.8549 474992.2496 33281.6053 16906.3536 1383992.6033 -1367086.2497
Total P&L (%) 508.2739 474.9923 33.2816 16.9064 1383.9926 -1367.0863
Avg Daily Profit (%) 0.2571 0.2403 0.0168 0.0079 0.1365 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176310 -126812 -190705 -1473947 -697992 -2090484
Profit Factor 1.5548 2.0732 1.0703 1.0038 1.956 0.5397
Total Trades 139 70 69 139 70 69
Winning Trades 74 39 35 74 39 35
Losing Trades 65 31 34 65 31 34
Profitability (%) 53.2374 55.7143 50.7246 53.2374 55.7143 50.7246
Ratio Avg Win / Avg Loss 1.3657 1.6479 1.0397 0.8817 1.5548 0.5243
Largest Winning Trade 272416 272416 65786 563183 563183 321064
Largest Losing Trade -79881 -79881 -57855 -603408 -561812 -603408
Avg Bars in Trades 54 68 39 54 68 39
Avg Bars in Winners 54 60 47 54 60 47
Avg Bars in Losers 54 78 31 54 78 31
Bars Traded 7554 4795 2759 7554 4795 2759
Profit Streak 0 0 642.4284 0 0 642.4284
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394377 -81532 -416619 -408418 -100053 -681015

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552327200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795416675,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.40372
        }
    }
}
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": [
        [
            508273.8549179005,
            474992.2496106013,
            33281.6053072989,
            16906.3535829071,
            1383992.6032830677,
            -1367086.2497001605
        ],
        [
            508.273855,
            474.99225,
            33.281605,
            16.906354,
            1383.992603,
            -1367.08625
        ],
        [
            0.257126,
            0.240289,
            0.016837,
            0.007902,
            0.136545,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176310,
            -126812,
            -190705,
            -1473947,
            -697992,
            -2090484
        ],
        [
            1.554842,
            2.073191,
            1.070293,
            1.003827,
            1.956028,
            0.539743
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            53.23741,
            55.714286,
            50.724638,
            53.23741,
            55.714286,
            50.724638
        ],
        [
            1.36574,
            1.647921,
            1.039713,
            0.88174,
            1.554791,
            0.524321
        ],
        [
            272416,
            272416,
            65786,
            563183,
            563183,
            321064
        ],
        [
            -79881,
            -79881,
            -57855,
            -603408,
            -561812,
            -603408
        ],
        [
            54,
            68,
            39,
            54,
            68,
            39
        ],
        [
            54,
            60,
            47,
            54,
            60,
            47
        ],
        [
            54,
            78,
            31,
            54,
            78,
            31
        ],
        [
            7554,
            4795,
            2759,
            7554,
            4795,
            2759
        ],
        [
            0,
            0,
            642.428434,
            0,
            0,
            642.428434
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394377,
            -81532,
            -416619,
            -408418,
            -100053,
            -681015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552327200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795416675,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.40372
        }
    }
}

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)