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Trade: WAVES/USDT/120/RMA/SUPERTREND/9097

Strategy
WAVES/USDT/120/RMA/SUPERTREND/9097
Pair
WAVES_USDT
Interval
2h
Score
331281
Daily Profit
0.330074
Profit Factor
1.801091
Profitability
40.458015
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:34
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 534059.7254 465118.4358 68941.2897 1075468.3857 360613.0367 714855.3489
Total P&L (%) 534.0597 465.1184 68.9413 1075.4684 360.613 714.8553
Avg Daily Profit (%) 0.3301 0.2875 0.0426 0.1524 0.0944 0.1297
Buy And Hold Return (%) 23.906 23.906 23.906 23.906 23.906 23.906
Max Trade Drawdown -73786 -46935 -116697 -556467 -712737 -290213
Profit Factor 1.8011 2.42 1.2033 1.2771 1.1514 1.4766
Total Trades 131 66 65 131 66 65
Winning Trades 53 25 28 53 25 28
Losing Trades 78 41 37 78 41 37
Profitability (%) 40.458 37.8788 43.0769 40.458 37.8788 43.0769
Ratio Avg Win / Avg Loss 2.6507 3.9688 1.5901 1.8794 1.8883 1.9513
Largest Winning Trade 144867 144867 66601 579073 579073 321351
Largest Losing Trade -34454 -26297 -34454 -421718 -421718 -193362
Avg Bars in Trades 144 137 152 144 137 152
Avg Bars in Winners 243 255 232 243 255 232
Avg Bars in Losers 78 65 92 78 65 92
Bars Traded 18981 9050 9931 18981 9050 9931
Profit Streak 0 0 550.3576 0 0 550.3576
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331281 -116192 -272295 191600 -248940 -150819

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758882898898,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 198,
            "offset": 0,
            "multiplier": 4.70471
        }
    }
}
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": [
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            465118.4357578873,
            68941.2896549064,
            1075468.385686942,
            360613.036739273,
            714855.348947669
        ],
        [
            534.059725,
            465.118436,
            68.94129,
            1075.468386,
            360.613037,
            714.855349
        ],
        [
            0.330074,
            0.287465,
            0.042609,
            0.152418,
            0.094444,
            0.12974
        ],
        [
            23.906034,
            23.906034,
            23.906034,
            23.906034,
            23.906034,
            23.906034
        ],
        [
            -73786,
            -46935,
            -116697,
            -556467,
            -712737,
            -290213
        ],
        [
            1.801091,
            2.420028,
            1.203292,
            1.277057,
            1.15139,
            1.476649
        ],
        [
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            66,
            65,
            131,
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            65
        ],
        [
            53,
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            28,
            53,
            25,
            28
        ],
        [
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            37,
            78,
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        ],
        [
            40.458015,
            37.878788,
            43.076923,
            40.458015,
            37.878788,
            43.076923
        ],
        [
            2.650662,
            3.968847,
            1.590065,
            1.879442,
            1.88828,
            1.951287
        ],
        [
            144867,
            144867,
            66601,
            579073,
            579073,
            321351
        ],
        [
            -34454,
            -26297,
            -34454,
            -421718,
            -421718,
            -193362
        ],
        [
            144,
            137,
            152,
            144,
            137,
            152
        ],
        [
            243,
            255,
            232,
            243,
            255,
            232
        ],
        [
            78,
            65,
            92,
            78,
            65,
            92
        ],
        [
            18981,
            9050,
            9931,
            18981,
            9050,
            9931
        ],
        [
            0,
            0,
            550.357626,
            0,
            0,
            550.357626
        ],
        [
            0,
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            2,
            0,
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        ],
        [
            0.8,
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        ],
        [
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            -272295,
            191600,
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        ]
    ]
}
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": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758882898898,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 198,
            "offset": 0,
            "multiplier": 4.70471
        }
    }
}

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)