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Trade: WAVES/USDT/240/RMA/SUPERTREND/5602

Strategy
WAVES/USDT/240/RMA/SUPERTREND/5602
Pair
WAVES_USDT
Interval
4h
Score
477168
Daily Profit
0.212902
Profit Factor
3.320587
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 16:22
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487924.4594 420693.6831 67230.7763 947962.6827 579267.5605 368695.1223
Total P&L (%) 487.9245 420.6937 67.2308 947.9627 579.2676 368.6951
Avg Daily Profit (%) 0.2469 0.2129 0.034 0.119 0.097 0.0782
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82671 -53583 -67486 -1522099 -836418 -986770
Profit Factor 2.0078 3.3206 1.222 1.2166 1.328 1.1412
Total Trades 87 44 43 87 44 43
Winning Trades 38 21 17 38 21 17
Losing Trades 49 23 26 49 23 26
Profitability (%) 43.6782 47.7273 39.5349 43.6782 47.7273 39.5349
Ratio Avg Win / Avg Loss 2.589 3.6368 1.8689 1.5687 1.4544 1.7454
Largest Winning Trade 128562 128562 87870 1115179 391252 1115179
Largest Losing Trade -35613 -30072 -35613 -722266 -722266 -552797
Avg Bars in Trades 129 118 140 129 118 140
Avg Bars in Winners 224 203 251 224 203 251
Avg Bars in Losers 54 40 67 54 40 67
Bars Traded 11228 5208 6020 11228 5208 6020
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346003 477168 -150926 -35305 -63623 -156650
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759411372927,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 4.44197
        }
    }
}
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": [
        [
            487924.4593653918,
            420693.6830557753,
            67230.7763096165,
            947962.682727671,
            579267.560452891,
            368695.1222747799
        ],
        [
            487.924459,
            420.693683,
            67.230776,
            947.962683,
            579.26756,
            368.695122
        ],
        [
            0.246925,
            0.212902,
            0.034024,
            0.118969,
            0.097003,
            0.078208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82671,
            -53583,
            -67486,
            -1522099,
            -836418,
            -986770
        ],
        [
            2.007768,
            3.320587,
            1.221975,
            1.21655,
            1.327953,
            1.141194
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            43.678161,
            47.727273,
            39.534884,
            43.678161,
            47.727273,
            39.534884
        ],
        [
            2.588963,
            3.636833,
            1.868902,
            1.568709,
            1.454424,
            1.745356
        ],
        [
            128562,
            128562,
            87870,
            1115179,
            391252,
            1115179
        ],
        [
            -35613,
            -30072,
            -35613,
            -722266,
            -722266,
            -552797
        ],
        [
            129,
            118,
            140,
            129,
            118,
            140
        ],
        [
            224,
            203,
            251,
            224,
            203,
            251
        ],
        [
            54,
            40,
            67,
            54,
            40,
            67
        ],
        [
            11228,
            5208,
            6020,
            11228,
            5208,
            6020
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346003,
            477168,
            -150926,
            -35305,
            -63623,
            -156650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759411372927,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 4.44197
        }
    }
}

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)