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Trade: WAVES/USDT/120/MIDPRICE/SUPERTREND/7440

Strategy
WAVES/USDT/120/MIDPRICE/SUPERTREND/7440
Pair
WAVES_USDT
Interval
2h
Score
306921
Daily Profit
0.281812
Profit Factor
1.624185
Profitability
41.450777
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 11:21
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 388182.7263 455971.9542 -67789.2279 -28777.6654 167867.6441 -196645.3095
Total P&L (%) 388.1827 455.972 -67.7892 -28.7777 167.8676 -196.6453
Avg Daily Profit (%) 0.2399 0.2818 -0.0419 -0.021 0.0609 0
Buy And Hold Return (%) 22.4258 22.4258 22.4258 22.4258 22.4258 22.4258
Max Trade Drawdown -224535 -132727 -268455 -176035 -90562 -252822
Profit Factor 1.2626 1.6242 0.9093 0.9784 1.2606 0.714
Total Trades 385 193 192 385 193 192
Winning Trades 156 80 76 156 80 76
Losing Trades 229 113 116 229 113 116
Profitability (%) 40.5195 41.4508 39.5833 40.5195 41.4508 39.5833
Ratio Avg Win / Avg Loss 1.8534 2.2942 1.388 1.4362 1.7806 1.0897
Largest Winning Trade 209512 209512 50519 86135 86135 37349
Largest Losing Trade -23877 -21966 -23877 -33823 -33823 -29278
Avg Bars in Trades 49 45 53 49 45 53
Avg Bars in Winners 72 65 79 72 65 79
Avg Bars in Losers 34 31 37 34 31 37
Bars Traded 19106 8747 10359 19106 8747 10359
Profit Streak 0 0 482.7646 0 0 482.7646
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 261154 306921 -582128 -580785 -113500 -582128
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758961262902,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 36,
            "offset": 22,
            "multiplier": 2.53395
        }
    }
}
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": [
        [
            388182.7262979668,
            455971.9541635015,
            -67789.2278655347,
            -28777.6654374047,
            167867.6440637837,
            -196645.3095011884
        ],
        [
            388.182726,
            455.971954,
            -67.789228,
            -28.777665,
            167.867644,
            -196.64531
        ],
        [
            0.239915,
            0.281812,
            -0.041897,
            -0.020972,
            0.060916,
            0
        ],
        [
            22.425759,
            22.425759,
            22.425759,
            22.425759,
            22.425759,
            22.425759
        ],
        [
            -224535,
            -132727,
            -268455,
            -176035,
            -90562,
            -252822
        ],
        [
            1.262584,
            1.624185,
            0.909349,
            0.978391,
            1.26057,
            0.713965
        ],
        [
            385,
            193,
            192,
            385,
            193,
            192
        ],
        [
            156,
            80,
            76,
            156,
            80,
            76
        ],
        [
            229,
            113,
            116,
            229,
            113,
            116
        ],
        [
            40.519481,
            41.450777,
            39.583333,
            40.519481,
            41.450777,
            39.583333
        ],
        [
            1.853409,
            2.294161,
            1.387954,
            1.436227,
            1.780555,
            1.089736
        ],
        [
            209512,
            209512,
            50519,
            86135,
            86135,
            37349
        ],
        [
            -23877,
            -21966,
            -23877,
            -33823,
            -33823,
            -29278
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            72,
            65,
            79,
            72,
            65,
            79
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            19106,
            8747,
            10359,
            19106,
            8747,
            10359
        ],
        [
            0,
            0,
            482.764617,
            0,
            0,
            482.764617
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            261154,
            306921,
            -582128,
            -580785,
            -113500,
            -582128
        ]
    ]
}
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": 1579608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758961262902,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 36,
            "offset": 22,
            "multiplier": 2.53395
        }
    }
}

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)