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Trade: WAVES/USDT/480/SUPERTREND/MIDPRICE/1925

Strategy
WAVES/USDT/480/SUPERTREND/MIDPRICE/1925
Pair
WAVES_USDT
Interval
8h
Score
307601
Daily Profit
0.235349
Profit Factor
1.410709
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 06:17
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465285.4468 472705.9401 -7420.4932 33174.0308 172126.1348 -138952.104
Total P&L (%) 465.2854 472.7059 -7.4205 33.174 172.1261 -138.9521
Avg Daily Profit (%) 0.2353 0.2391 -0.0038 0.0145 0.0507 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139553 -95700 -282660 -351950 -150671 -325455
Profit Factor 1.4107 1.8545 0.9872 1.03 1.3238 0.7576
Total Trades 152 76 76 152 76 76
Winning Trades 68 35 33 68 35 33
Losing Trades 84 41 43 84 41 43
Profitability (%) 44.7368 46.0526 43.4211 44.7368 46.0526 43.4211
Ratio Avg Win / Avg Loss 1.7426 2.1724 1.2864 1.2724 1.5507 0.9872
Largest Winning Trade 152503 152503 77977 97011 97011 70855
Largest Losing Trade -46440 -39963 -46440 -57152 -57152 -51967
Avg Bars in Trades 37 25 49 37 25 49
Avg Bars in Winners 54 28 81 54 28 81
Avg Bars in Losers 23 22 24 23 22 24
Bars Traded 5669 1917 3752 5669 1917 3752
Profit Streak 0 0 590.1372 0 0 590.1372
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307601 -39240 -629744 -365060 -174648 -631411
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552118400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288655594,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 153,
            "offset": 0,
            "multiplier": 3.25319
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "offset": 0
        }
    }
}
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": [
        [
            465285.4468243697,
            472705.9400637187,
            -7420.4932393486,
            33174.0307881606,
            172126.1347680333,
            -138952.1039798725
        ],
        [
            465.285447,
            472.70594,
            -7.420493,
            33.174031,
            172.126135,
            -138.952104
        ],
        [
            0.235349,
            0.239103,
            -0.003753,
            0.014492,
            0.05065,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139553,
            -95700,
            -282660,
            -351950,
            -150671,
            -325455
        ],
        [
            1.410709,
            1.854453,
            0.987198,
            1.030027,
            1.32378,
            0.757586
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            44.736842,
            46.052632,
            43.421053,
            44.736842,
            46.052632,
            43.421053
        ],
        [
            1.742641,
            2.172359,
            1.28635,
            1.272386,
            1.550713,
            0.987157
        ],
        [
            152503,
            152503,
            77977,
            97011,
            97011,
            70855
        ],
        [
            -46440,
            -39963,
            -46440,
            -57152,
            -57152,
            -51967
        ],
        [
            37,
            25,
            49,
            37,
            25,
            49
        ],
        [
            54,
            28,
            81,
            54,
            28,
            81
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            5669,
            1917,
            3752,
            5669,
            1917,
            3752
        ],
        [
            0,
            0,
            590.137217,
            0,
            0,
            590.137218
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307601,
            -39240,
            -629744,
            -365060,
            -174648,
            -631411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552118400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288655594,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 153,
            "offset": 0,
            "multiplier": 3.25319
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "offset": 0
        }
    }
}

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)