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Trade: WAVES/USDT/360/SUPERTREND/KCU/1720

Strategy
WAVES/USDT/360/SUPERTREND/KCU/1720
Pair
WAVES_USDT
Interval
6h
Score
415217
Daily Profit
0.232130
Profit Factor
1.962076
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:41
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 407214.8755 458863.3755 -51648.5 -116673.1935 86629.4474 -203302.6409
Total P&L (%) 407.2149 458.8634 -51.6485 -116.6732 86.6294 -203.3026
Avg Daily Profit (%) 0.206 0.2321 -0.0261 0 0.0316 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127827 -137429 -143226 -399712 -120203 -285860
Profit Factor 1.5447 1.9621 0.8092 0.8362 1.2312 0.3977
Total Trades 99 49 50 99 49 50
Winning Trades 61 28 33 45 25 20
Losing Trades 38 21 17 54 24 30
Profitability (%) 61.6162 57.1429 66 45.4545 51.0204 40
Ratio Avg Win / Avg Loss 0.9623 1.4716 0.4168 1.0034 1.182 0.5965
Largest Winning Trade 148044 148044 27301 71745 71745 47391
Largest Losing Trade -109511 -83949 -109511 -222003 -89564 -222003
Avg Bars in Trades 75 131 20 75 131 20
Avg Bars in Winners 46 83 14 94 153 21
Avg Bars in Losers 121 194 32 59 107 20
Bars Traded 7459 6421 1038 7459 6421 1038
Profit Streak 557.0706 0 580.3206 0 562.3206 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357770 415217 -757522 -580615 -150237 -764444

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": 1550080800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894096839,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 12,
            "offset": 0,
            "multiplier": 3.34877
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            407214.8754723896,
            458863.3755147032,
            -51648.5000423139,
            -116673.1934960484,
            86629.447414626,
            -203302.6409106744
        ],
        [
            407.214875,
            458.863376,
            -51.6485,
            -116.673193,
            86.629447,
            -203.302641
        ],
        [
            0.206002,
            0.23213,
            -0.026128,
            0,
            0.03157,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127827,
            -137429,
            -143226,
            -399712,
            -120203,
            -285860
        ],
        [
            1.544697,
            1.962076,
            0.809168,
            0.836168,
            1.231248,
            0.397685
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            61,
            28,
            33,
            45,
            25,
            20
        ],
        [
            38,
            21,
            17,
            54,
            24,
            30
        ],
        [
            61.616162,
            57.142857,
            66,
            45.454545,
            51.020408,
            40
        ],
        [
            0.96227,
            1.471557,
            0.416844,
            1.003402,
            1.181998,
            0.596527
        ],
        [
            148044,
            148044,
            27301,
            71745,
            71745,
            47391
        ],
        [
            -109511,
            -83949,
            -109511,
            -222003,
            -89564,
            -222003
        ],
        [
            75,
            131,
            20,
            75,
            131,
            20
        ],
        [
            46,
            83,
            14,
            94,
            153,
            21
        ],
        [
            121,
            194,
            32,
            59,
            107,
            20
        ],
        [
            7459,
            6421,
            1038,
            7459,
            6421,
            1038
        ],
        [
            557.070565,
            0,
            580.320565,
            0,
            562.320565,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357770,
            415217,
            -757522,
            -580615,
            -150237,
            -764444
        ]
    ]
}
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": 1550080800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894096839,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 12,
            "offset": 0,
            "multiplier": 3.34877
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)