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Trade: WAVES/USDT/360/SUPERTREND/KCU/6882

Strategy
WAVES/USDT/360/SUPERTREND/KCU/6882
Pair
WAVES_USDT
Interval
6h
Score
489639
Daily Profit
0.181732
Profit Factor
2.119259
Profitability
67.741935
Streak
705.758945
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 21:12
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 294468.5382 359239.6289 -64771.0908 -63910.1503 -20461.354 -43448.7963
Total P&L (%) 294.4685 359.2396 -64.7711 -63.9102 -20.4614 -43.4488
Avg Daily Profit (%) 0.149 0.1817 -0.0328 -0.0515 -0.0116 -0.0288
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167738 -146141 -108984 -279277 -217710 -72730
Profit Factor 1.6254 2.1193 0.568 0.8737 0.948 0.6126
Total Trades 63 31 32 63 31 32
Winning Trades 38 21 17 38 21 17
Losing Trades 25 10 15 25 10 15
Profitability (%) 60.3175 67.7419 53.125 60.3175 67.7419 53.125
Ratio Avg Win / Avg Loss 1.0693 1.0092 0.5012 0.5748 0.4514 0.5406
Largest Winning Trade 129104 129104 18512 146080 146080 27582
Largest Losing Trade -91744 -91744 -26612 -179618 -179618 -46653
Avg Bars in Trades 114 222 10 114 222 10
Avg Bars in Winners 69 119 8 69 119 8
Avg Bars in Losers 183 438 13 183 438 13
Bars Traded 7234 6888 346 7234 6888 346
Profit Streak 705.7589 705.7589 981.7589 705.7589 705.7589 981.7589
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140518 489639 -578740 -729077 -577561 -578740
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759083172878,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.78272
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            294468.5381517645,
            359239.6289495412,
            -64771.0907977769,
            -63910.1503235112,
            -20461.3540293569,
            -43448.7962941543
        ],
        [
            294.468538,
            359.239629,
            -64.771091,
            -63.91015,
            -20.461354,
            -43.448796
        ],
        [
            0.148966,
            0.181732,
            -0.032766,
            -0.051544,
            -0.01158,
            -0.028832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167738,
            -146141,
            -108984,
            -279277,
            -217710,
            -72730
        ],
        [
            1.625351,
            2.119259,
            0.567971,
            0.87369,
            0.948043,
            0.612637
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            60.31746,
            67.741935,
            53.125,
            60.31746,
            67.741935,
            53.125
        ],
        [
            1.06931,
            1.009171,
            0.501151,
            0.574796,
            0.451449,
            0.540562
        ],
        [
            129104,
            129104,
            18512,
            146080,
            146080,
            27582
        ],
        [
            -91744,
            -91744,
            -26612,
            -179618,
            -179618,
            -46653
        ],
        [
            114,
            222,
            10,
            114,
            222,
            10
        ],
        [
            69,
            119,
            8,
            69,
            119,
            8
        ],
        [
            183,
            438,
            13,
            183,
            438,
            13
        ],
        [
            7234,
            6888,
            346,
            7234,
            6888,
            346
        ],
        [
            705.758945,
            705.758945,
            981.758945,
            705.758945,
            705.758945,
            981.758945
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140518,
            489639,
            -578740,
            -729077,
            -577561,
            -578740
        ]
    ]
}
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759083172878,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.78272
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)