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Trade: WAVES/USDT/120/SMA/SUPERTREND/5802

Strategy
WAVES/USDT/120/SMA/SUPERTREND/5802
Pair
WAVES_USDT
Interval
2h
Score
352905
Daily Profit
0.317845
Profit Factor
1.951608
Profitability
42.968750
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 07:20
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 486805.863 514273.9016 -27468.0386 53943.88 141083.0328 -87139.1527
Total P&L (%) 486.8059 514.2739 -27.468 53.9439 141.083 -87.1392
Avg Daily Profit (%) 0.3009 0.3178 -0.017 0.0267 0.0544 -0.1267
Buy And Hold Return (%) 23.7778 23.7778 23.7778 23.7778 23.7778 23.7778
Max Trade Drawdown -148562 -127828 -140377 -274897 -245766 -270632
Profit Factor 1.4375 1.9516 0.952 1.0357 1.1903 0.887
Total Trades 255 128 127 255 128 127
Winning Trades 108 55 53 108 55 53
Losing Trades 147 73 74 147 73 74
Profitability (%) 42.3529 42.9688 41.7323 42.3529 42.9688 41.7323
Ratio Avg Win / Avg Loss 1.9567 2.5903 1.3292 1.4097 1.5799 1.2384
Largest Winning Trade 171543 171543 56008 104526 101459 104526
Largest Losing Trade -56944 -44408 -56944 -102517 -102517 -91670
Avg Bars in Trades 74 69 79 74 69 79
Avg Bars in Winners 114 105 124 114 105 124
Avg Bars in Losers 44 42 46 44 42 46
Bars Traded 18964 8913 10051 18964 8913 10051
Profit Streak 0 0 499.3476 0 0 499.3476
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319642 352905 -581959 -345279 -133983 -581959
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759378831644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 6,
            "offset": 0,
            "multiplier": 2.97814
        }
    }
}
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": [
        [
            486805.8630203184,
            514273.9016494828,
            -27468.0386291646,
            53943.8800393825,
            141083.0327791691,
            -87139.1527397865
        ],
        [
            486.805863,
            514.273902,
            -27.468039,
            53.94388,
            141.083033,
            -87.139153
        ],
        [
            0.300869,
            0.317845,
            -0.016977,
            0.026667,
            0.054401,
            -0.12668
        ],
        [
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752
        ],
        [
            -148562,
            -127828,
            -140377,
            -274897,
            -245766,
            -270632
        ],
        [
            1.437541,
            1.951608,
            0.951993,
            1.035669,
            1.190331,
            0.886991
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            42.352941,
            42.96875,
            41.732283,
            42.352941,
            42.96875,
            41.732283
        ],
        [
            1.956653,
            2.590316,
            1.329198,
            1.409661,
            1.579894,
            1.23844
        ],
        [
            171543,
            171543,
            56008,
            104526,
            101459,
            104526
        ],
        [
            -56944,
            -44408,
            -56944,
            -102517,
            -102517,
            -91670
        ],
        [
            74,
            69,
            79,
            74,
            69,
            79
        ],
        [
            114,
            105,
            124,
            114,
            105,
            124
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            18964,
            8913,
            10051,
            18964,
            8913,
            10051
        ],
        [
            0,
            0,
            499.347588,
            0,
            0,
            499.347588
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319642,
            352905,
            -581959,
            -345279,
            -133983,
            -581959
        ]
    ]
}
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": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759378831644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 6,
            "offset": 0,
            "multiplier": 2.97814
        }
    }
}

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)