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Trade: WAVES/USDT/360/SMA/SUPERTREND/9893

Strategy
WAVES/USDT/360/SMA/SUPERTREND/9893
Pair
WAVES_USDT
Interval
6h
Score
538965
Daily Profit
0.265679
Profit Factor
3.302448
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 03:18
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 711264.815 525181.7278 186083.0871 5437346.3686 1019178.1676 4418168.201
Total P&L (%) 711.2648 525.1817 186.0831 5437.3464 1019.1782 4418.1682
Avg Daily Profit (%) 0.3598 0.2657 0.0941 0.2033 0.1223 0.193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92592 -66964 -75202 -4843491 -4044937 -2233910
Profit Factor 2.4997 3.3024 1.7559 1.3287 1.112 1.594
Total Trades 88 44 44 88 44 44
Winning Trades 41 22 19 41 22 19
Losing Trades 47 22 25 47 22 25
Profitability (%) 46.5909 50 43.1818 46.5909 50 43.1818
Ratio Avg Win / Avg Loss 2.8655 3.3024 2.3103 1.5232 1.112 2.0973
Largest Winning Trade 129718 129718 75887 3308536 2113164 3308536
Largest Losing Trade -31832 -25880 -31832 -1764671 -1764671 -1457801
Avg Bars in Trades 86 80 93 86 80 93
Avg Bars in Winners 142 132 155 142 132 155
Avg Bars in Losers 38 27 47 38 27 47
Bars Traded 7653 3527 4126 7653 3527 4126
Profit Streak 0 0 589.0128 0 0 589.0128
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470784 538965 -65972 300435 -126685 322535
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": 1551895200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308543,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 239,
            "multiplier": 2.62927
        }
    }
}
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": [
        [
            711264.8149826605,
            525181.7278438249,
            186083.0871388355,
            5437346.368598589,
            1019178.167598323,
            4418168.201000266
        ],
        [
            711.264815,
            525.181728,
            186.083087,
            5437.346369,
            1019.178168,
            4418.168201
        ],
        [
            0.359815,
            0.265679,
            0.094136,
            0.203272,
            0.122254,
            0.192962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92592,
            -66964,
            -75202,
            -4843491,
            -4044937,
            -2233910
        ],
        [
            2.499654,
            3.302448,
            1.755855,
            1.328728,
            1.111971,
            1.593964
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            46.590909,
            50,
            43.181818,
            46.590909,
            50,
            43.181818
        ],
        [
            2.865457,
            3.302448,
            2.310336,
            1.523176,
            1.111971,
            2.097321
        ],
        [
            129718,
            129718,
            75887,
            3308536,
            2113164,
            3308536
        ],
        [
            -31832,
            -25880,
            -31832,
            -1764671,
            -1764671,
            -1457801
        ],
        [
            86,
            80,
            93,
            86,
            80,
            93
        ],
        [
            142,
            132,
            155,
            142,
            132,
            155
        ],
        [
            38,
            27,
            47,
            38,
            27,
            47
        ],
        [
            7653,
            3527,
            4126,
            7653,
            3527,
            4126
        ],
        [
            0,
            0,
            589.01283,
            0,
            0,
            589.01283
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470784,
            538965,
            -65972,
            300435,
            -126685,
            322535
        ]
    ]
}
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": 1551895200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308543,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 26,
            "offset": 239,
            "multiplier": 2.62927
        }
    }
}

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)