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Trade: WAVES/USDT/360/BBM/SUPERTREND/7999

Strategy
WAVES/USDT/360/BBM/SUPERTREND/7999
Pair
WAVES_USDT
Interval
6h
Score
307382
Daily Profit
0.156982
Profit Factor
1.386399
Profitability
52.343750
Streak
540.647967
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 12:33
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 241785.5026 310313.5818 -68528.0792 -88661.1141 1138701.8696 -1227362.9837
Total P&L (%) 241.7855 310.3136 -68.5281 -88.6611 1138.7019 -1227.363
Avg Daily Profit (%) 0.1223 0.157 -0.0347 -0.1101 0.1274 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -393357 -243949 -240919 -1712219 -1294660 -1819391
Profit Factor 1.1494 1.3864 0.9159 0.9871 1.3688 0.6768
Total Trades 256 128 128 256 128 128
Winning Trades 126 67 59 126 67 59
Losing Trades 130 61 69 130 61 69
Profitability (%) 49.2188 52.3438 46.0938 49.2188 52.3438 46.0938
Ratio Avg Win / Avg Loss 1.1859 1.2622 1.0712 1.0185 1.2462 0.7915
Largest Winning Trade 147791 147791 48969 992801 992801 306818
Largest Losing Trade -62360 -62360 -38728 -668486 -668486 -439341
Avg Bars in Trades 29 38 20 29 38 20
Avg Bars in Winners 28 33 23 28 33 23
Avg Bars in Losers 30 44 17 30 44 17
Bars Traded 7581 4990 2591 7581 4990 2591
Profit Streak 537.148 540.648 537.148 537.148 540.648 537.148
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83619 307382 -579983 -576838 -21353 -581649
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743184405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.52671
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 151,
            "offset": 0,
            "multiplier": 3.22699
        }
    }
}
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": [
        [
            241785.5026410114,
            310313.5818421308,
            -68528.0792011193,
            -88661.114091777,
            1138701.869629482,
            -1227362.9837212593
        ],
        [
            241.785503,
            310.313582,
            -68.528079,
            -88.661114,
            1138.70187,
            -1227.362984
        ],
        [
            0.122315,
            0.156982,
            -0.034667,
            -0.110066,
            0.127394,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -393357,
            -243949,
            -240919,
            -1712219,
            -1294660,
            -1819391
        ],
        [
            1.149413,
            1.386399,
            0.915931,
            0.987123,
            1.368816,
            0.676829
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            126,
            67,
            59,
            126,
            67,
            59
        ],
        [
            130,
            61,
            69,
            130,
            61,
            69
        ],
        [
            49.21875,
            52.34375,
            46.09375,
            49.21875,
            52.34375,
            46.09375
        ],
        [
            1.185903,
            1.262244,
            1.071174,
            1.01846,
            1.246235,
            0.791546
        ],
        [
            147791,
            147791,
            48969,
            992801,
            992801,
            306818
        ],
        [
            -62360,
            -62360,
            -38728,
            -668486,
            -668486,
            -439341
        ],
        [
            29,
            38,
            20,
            29,
            38,
            20
        ],
        [
            28,
            33,
            23,
            28,
            33,
            23
        ],
        [
            30,
            44,
            17,
            30,
            44,
            17
        ],
        [
            7581,
            4990,
            2591,
            7581,
            4990,
            2591
        ],
        [
            537.147967,
            540.647967,
            537.147967,
            537.147968,
            540.647968,
            537.147968
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83619,
            307382,
            -579983,
            -576838,
            -21353,
            -581649
        ]
    ]
}
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743184405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 236,
            "offset": 0,
            "std": 4.52671
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 151,
            "offset": 0,
            "multiplier": 3.22699
        }
    }
}

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)