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Trade: WAVES/USDT/120/EMA/SUPERTREND/7757

Strategy
WAVES/USDT/120/EMA/SUPERTREND/7757
Pair
WAVES_USDT
Interval
2h
Score
301598
Daily Profit
0.287716
Profit Factor
1.737162
Profitability
42.148760
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 21:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412732.2866 465523.8657 -52791.579 -6061.9271 20940.3044 -27002.2315
Total P&L (%) 412.7323 465.5239 -52.7916 -6.0619 20.9403 -27.0022
Avg Daily Profit (%) 0.2551 0.2877 -0.0326 -0.0039 0.0118 -0.0195
Buy And Hold Return (%) 22.6071 22.6071 22.6071 22.6071 22.6071 22.6071
Max Trade Drawdown -163901 -140320 -143097 -326693 -272281 -148440
Profit Factor 1.3635 1.7372 0.8952 0.9959 1.0236 0.9549
Total Trades 241 121 120 241 121 120
Winning Trades 102 51 51 102 51 51
Losing Trades 139 70 69 139 70 69
Profitability (%) 42.3237 42.1488 42.5 42.3237 42.1488 42.5
Ratio Avg Win / Avg Loss 1.8582 2.3843 1.2112 1.3572 1.4049 1.2919
Largest Winning Trade 203311 203311 69124 157667 146503 157667
Largest Losing Trade -34642 -34642 -31027 -133635 -133635 -62713
Avg Bars in Trades 78 79 78 78 79 78
Avg Bars in Winners 121 115 126 121 115 126
Avg Bars in Losers 47 52 42 47 52 42
Bars Traded 18982 9580 9402 18982 9580 9402
Profit Streak 0 0 500.9378 0 0 500.9378
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 286235 301598 -581303 -580835 -540780 -581303
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516225168,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 76,
            "offset": 158,
            "multiplier": 3.46705
        }
    }
}
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": [
        [
            412732.2866306573,
            465523.8656785148,
            -52791.5790478574,
            -6061.927088121,
            20940.3043766376,
            -27002.2314647584
        ],
        [
            412.732287,
            465.523866,
            -52.791579,
            -6.061927,
            20.940304,
            -27.002231
        ],
        [
            0.255088,
            0.287716,
            -0.032628,
            -0.003865,
            0.011751,
            -0.019451
        ],
        [
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711
        ],
        [
            -163901,
            -140320,
            -143097,
            -326693,
            -272281,
            -148440
        ],
        [
            1.36354,
            1.737162,
            0.895214,
            0.995921,
            1.02359,
            0.954887
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            42.323651,
            42.14876,
            42.5,
            42.323651,
            42.14876,
            42.5
        ],
        [
            1.858158,
            2.38434,
            1.211172,
            1.357187,
            1.404927,
            1.291905
        ],
        [
            203311,
            203311,
            69124,
            157667,
            146503,
            157667
        ],
        [
            -34642,
            -34642,
            -31027,
            -133635,
            -133635,
            -62713
        ],
        [
            78,
            79,
            78,
            78,
            79,
            78
        ],
        [
            121,
            115,
            126,
            121,
            115,
            126
        ],
        [
            47,
            52,
            42,
            47,
            52,
            42
        ],
        [
            18982,
            9580,
            9402,
            18982,
            9580,
            9402
        ],
        [
            0,
            0,
            500.937791,
            0,
            0,
            500.937791
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            286235,
            301598,
            -581303,
            -580835,
            -540780,
            -581303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516225168,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 76,
            "offset": 158,
            "multiplier": 3.46705
        }
    }
}

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)