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Trade: WAVES/USDT/120/SUPERTREND/SUPERTREND/1915

Strategy
WAVES/USDT/120/SUPERTREND/SUPERTREND/1915
Pair
WAVES_USDT
Interval
2h
Score
353419
Daily Profit
0.188788
Profit Factor
1.394698
Profitability
60.849057
Streak
518.278844
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 23:41
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 135698.9233 305459.2413 -169760.318 -106737.6005 1015107.7365 -1121845.3371
Total P&L (%) 135.6989 305.4592 -169.7603 -106.7376 1015.1077 -1121.8453
Avg Daily Profit (%) 0.0839 0.1888 -0.1049 0 0.1492 0
Buy And Hold Return (%) 26.7373 26.7373 26.7373 26.7373 26.7373 26.7373
Max Trade Drawdown -367315 -230484 -223164 -3180410 -986663 -2803065
Profit Factor 1.0737 1.3947 0.8409 0.9863 1.3571 0.7731
Total Trades 425 212 213 425 212 213
Winning Trades 257 129 128 211 114 97
Losing Trades 168 83 85 214 98 116
Profitability (%) 60.4706 60.8491 60.0939 49.6471 53.7736 45.5399
Ratio Avg Win / Avg Loss 0.7019 0.8974 0.5584 1.0003 1.1666 0.9246
Largest Winning Trade 31045 31045 26798 635816 328293 635816
Largest Losing Trade -127084 -59802 -127084 -1650012 -188869 -1650012
Avg Bars in Trades 44 49 40 44 49 40
Avg Bars in Winners 30 30 31 52 60 41
Avg Bars in Losers 66 79 53 37 36 38
Bars Traded 19045 10508 8537 19045 10508 8537
Profit Streak 501.0288 518.2788 501.0288 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -218434 353419 -577950 -577027 286549 -581953
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437692169,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 2.90021
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.38723
        }
    }
}
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": [
        [
            135698.9233226379,
            305459.2413382987,
            -169760.3180156611,
            -106737.6005479497,
            1015107.7365270224,
            -1121845.3370749715
        ],
        [
            135.698923,
            305.459241,
            -169.760318,
            -106.737601,
            1015.107737,
            -1121.845337
        ],
        [
            0.083868,
            0.188788,
            -0.10492,
            0,
            0.149155,
            0
        ],
        [
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338
        ],
        [
            -367315,
            -230484,
            -223164,
            -3180410,
            -986663,
            -2803065
        ],
        [
            1.073721,
            1.394698,
            0.84087,
            0.986294,
            1.357078,
            0.773134
        ],
        [
            425,
            212,
            213,
            425,
            212,
            213
        ],
        [
            257,
            129,
            128,
            211,
            114,
            97
        ],
        [
            168,
            83,
            85,
            214,
            98,
            116
        ],
        [
            60.470588,
            60.849057,
            60.093897,
            49.647059,
            53.773585,
            45.539906
        ],
        [
            0.701888,
            0.897364,
            0.55839,
            1.000317,
            1.166611,
            0.924572
        ],
        [
            31045,
            31045,
            26798,
            635816,
            328293,
            635816
        ],
        [
            -127084,
            -59802,
            -127084,
            -1650012,
            -188869,
            -1650012
        ],
        [
            44,
            49,
            40,
            44,
            49,
            40
        ],
        [
            30,
            30,
            31,
            52,
            60,
            41
        ],
        [
            66,
            79,
            53,
            37,
            36,
            38
        ],
        [
            19045,
            10508,
            8537,
            19045,
            10508,
            8537
        ],
        [
            501.028844,
            518.278844,
            501.028844,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -218434,
            353419,
            -577950,
            -577027,
            286549,
            -581953
        ]
    ]
}
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": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437692169,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 2.90021
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.38723
        }
    }
}

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)