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Trade: WAVES/USDT/360/ALMA/SUPERTREND/9991

Strategy
WAVES/USDT/360/ALMA/SUPERTREND/9991
Pair
WAVES_USDT
Interval
6h
Score
340393
Daily Profit
0.167633
Profit Factor
1.463788
Profitability
49.056604
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 17:39
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331368.8598 318078.633 13290.2269 7269.8288 216622.2002 -209352.3714
Total P&L (%) 331.3689 318.0786 13.2902 7.2698 216.6222 -209.3524
Avg Daily Profit (%) 0.1676 0.1609 0.0067 0.0036 0.0583 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162804 -87354 -168780 -612774 -362691 -447047
Profit Factor 1.4638 2.111 1.031 1.004 1.2807 0.7988
Total Trades 106 53 53 106 53 53
Winning Trades 52 24 28 52 24 28
Losing Trades 54 29 25 54 29 25
Profitability (%) 49.0566 45.283 52.8302 49.0566 45.283 52.8302
Ratio Avg Win / Avg Loss 1.5201 2.5508 0.9206 1.0426 1.5475 0.7132
Largest Winning Trade 105732 105732 68672 165575 165575 119034
Largest Losing Trade -64417 -28801 -64417 -222167 -145641 -222167
Avg Bars in Trades 72 69 76 72 69 76
Avg Bars in Winners 106 107 105 106 107 105
Avg Bars in Losers 40 38 43 40 38 43
Bars Traded 7717 3677 4040 7717 3677 4040
Profit Streak 0 0 583.1104 0 0 583.1104
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340393 -170588 -614039 -570049 -295856 -759507
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758983942283,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 3.35466
        }
    }
}
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": [
        [
            331368.8598379929,
            318078.6329642919,
            13290.226873701,
            7269.8288035561,
            216622.2001554422,
            -209352.3713518861
        ],
        [
            331.36886,
            318.078633,
            13.290227,
            7.269829,
            216.6222,
            -209.352371
        ],
        [
            0.167633,
            0.16091,
            0.006723,
            0.00355,
            0.058322,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162804,
            -87354,
            -168780,
            -612774,
            -362691,
            -447047
        ],
        [
            1.463788,
            2.11103,
            1.031038,
            1.004012,
            1.280699,
            0.798794
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            49.056604,
            45.283019,
            52.830189,
            49.056604,
            45.283019,
            52.830189
        ],
        [
            1.520087,
            2.550827,
            0.92057,
            1.042627,
            1.547511,
            0.713209
        ],
        [
            105732,
            105732,
            68672,
            165575,
            165575,
            119034
        ],
        [
            -64417,
            -28801,
            -64417,
            -222167,
            -145641,
            -222167
        ],
        [
            72,
            69,
            76,
            72,
            69,
            76
        ],
        [
            106,
            107,
            105,
            106,
            107,
            105
        ],
        [
            40,
            38,
            43,
            40,
            38,
            43
        ],
        [
            7717,
            3677,
            4040,
            7717,
            3677,
            4040
        ],
        [
            0,
            0,
            583.110443,
            0,
            0,
            583.110443
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340393,
            -170588,
            -614039,
            -570049,
            -295856,
            -759507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758983942283,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 3.35466
        }
    }
}

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)