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Trade: WAVES/USDT/120/KCB/SUPERTREND/8226

Strategy
WAVES/USDT/120/KCB/SUPERTREND/8226
Pair
WAVES_USDT
Interval
2h
Score
309762
Daily Profit
0.168023
Profit Factor
1.215794
Profitability
53.508772
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 16:24
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 137342.3258 271861.4997 -134519.1739 -92122.0424 409269.682 -501391.7245
Total P&L (%) 137.3423 271.8615 -134.5192 -92.122 409.2697 -501.3917
Avg Daily Profit (%) 0.0849 0.168 -0.0831 -0.1569 0.1007 0
Buy And Hold Return (%) 23.6355 23.6355 23.6355 23.6355 23.6355 23.6355
Max Trade Drawdown -178995 -172338 -216203 -370692 -131728 -571651
Profit Factor 1.0562 1.2158 0.8862 0.9669 1.3253 0.6703
Total Trades 684 342 342 684 342 342
Winning Trades 350 183 167 350 183 167
Losing Trades 334 159 175 334 159 175
Profitability (%) 51.1696 53.5088 48.8304 51.1696 53.5088 48.8304
Ratio Avg Win / Avg Loss 1.008 1.0563 0.9287 0.9227 1.1515 0.7024
Largest Winning Trade 96946 96946 33587 139870 139870 37051
Largest Losing Trade -50698 -50698 -48343 -133943 -68405 -133943
Avg Bars in Trades 27 33 22 27 33 22
Avg Bars in Winners 29 33 25 29 33 25
Avg Bars in Losers 26 33 19 26 33 19
Bars Traded 19082 11375 7707 19082 11375 7707
Profit Streak 488.8084 0 511.5584 488.8084 0 511.5584
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -234497 309762 -578369 -576191 -56671 -578369
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579600800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760016246512,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 121,
            "offset": 0,
            "multiplier": 3.2559
        }
    }
}
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": [
        [
            137342.3258016505,
            271861.499722916,
            -134519.1739212659,
            -92122.0424231299,
            409269.6820494485,
            -501391.724472579
        ],
        [
            137.342326,
            271.8615,
            -134.519174,
            -92.122042,
            409.269682,
            -501.391724
        ],
        [
            0.084884,
            0.168023,
            -0.083139,
            -0.156929,
            0.100657,
            0
        ],
        [
            23.635528,
            23.635528,
            23.635528,
            23.635528,
            23.635528,
            23.635528
        ],
        [
            -178995,
            -172338,
            -216203,
            -370692,
            -131728,
            -571651
        ],
        [
            1.056239,
            1.215794,
            0.886224,
            0.966852,
            1.325286,
            0.670332
        ],
        [
            684,
            342,
            342,
            684,
            342,
            342
        ],
        [
            350,
            183,
            167,
            350,
            183,
            167
        ],
        [
            334,
            159,
            175,
            334,
            159,
            175
        ],
        [
            51.169591,
            53.508772,
            48.830409,
            51.169591,
            53.508772,
            48.830409
        ],
        [
            1.007953,
            1.056345,
            0.928678,
            0.922653,
            1.151478,
            0.702444
        ],
        [
            96946,
            96946,
            33587,
            139870,
            139870,
            37051
        ],
        [
            -50698,
            -50698,
            -48343,
            -133943,
            -68405,
            -133943
        ],
        [
            27,
            33,
            22,
            27,
            33,
            22
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            26,
            33,
            19,
            26,
            33,
            19
        ],
        [
            19082,
            11375,
            7707,
            19082,
            11375,
            7707
        ],
        [
            488.808408,
            0,
            511.558408,
            488.808409,
            0,
            511.558409
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -234497,
            309762,
            -578369,
            -576191,
            -56671,
            -578369
        ]
    ]
}
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": 1579600800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760016246512,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 121,
            "offset": 0,
            "multiplier": 3.2559
        }
    }
}

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)