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Trade: WAVES/USDT/120/SMA/SUPERTREND/3536

Strategy
WAVES/USDT/120/SMA/SUPERTREND/3536
Pair
WAVES_USDT
Interval
2h
Score
309268
Daily Profit
0.181515
Profit Factor
1.275908
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 16:45
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 200326.084 293691.8036 -93365.7195 -74726.8236 103243.5847 -177970.4083
Total P&L (%) 200.3261 293.6918 -93.3657 -74.7268 103.2436 -177.9704
Avg Daily Profit (%) 0.1238 0.1815 -0.0577 -0.085 0.0438 0
Buy And Hold Return (%) 23.1262 23.1262 23.1262 23.1262 23.1262 23.1262
Max Trade Drawdown -179802 -129278 -234121 -181805 -180909 -253067
Profit Factor 1.0946 1.2759 0.9114 0.9633 1.1014 0.8255
Total Trades 739 370 369 739 370 369
Winning Trades 316 170 146 316 170 146
Losing Trades 423 200 223 423 200 223
Profitability (%) 42.7605 45.9459 39.5664 42.7605 45.9459 39.5664
Ratio Avg Win / Avg Loss 1.4652 1.5011 1.392 1.2895 1.2958 1.2608
Largest Winning Trade 108591 108591 52504 52799 52799 43751
Largest Losing Trade -29498 -23774 -29498 -39727 -33867 -39727
Avg Bars in Trades 26 28 24 26 28 24
Avg Bars in Winners 32 33 31 32 33 31
Avg Bars in Losers 21 23 19 21 23 19
Bars Traded 19288 10371 8917 19288 10371 8917
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142872 309268 -581517 -577788 -245058 -581517
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579190400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759326345619,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 2.63615
        }
    }
}
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": [
        [
            200326.0840117762,
            293691.8035588826,
            -93365.7195471065,
            -74726.8236226023,
            103243.5847050444,
            -177970.4083276468
        ],
        [
            200.326084,
            293.691804,
            -93.36572,
            -74.726824,
            103.243585,
            -177.970408
        ],
        [
            0.123811,
            0.181515,
            -0.057704,
            -0.084972,
            0.043844,
            0
        ],
        [
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216
        ],
        [
            -179802,
            -129278,
            -234121,
            -181805,
            -180909,
            -253067
        ],
        [
            1.094597,
            1.275908,
            0.911352,
            0.963331,
            1.101405,
            0.825474
        ],
        [
            739,
            370,
            369,
            739,
            370,
            369
        ],
        [
            316,
            170,
            146,
            316,
            170,
            146
        ],
        [
            423,
            200,
            223,
            423,
            200,
            223
        ],
        [
            42.760487,
            45.945946,
            39.566396,
            42.760487,
            45.945946,
            39.566396
        ],
        [
            1.465236,
            1.501069,
            1.391996,
            1.289522,
            1.29577,
            1.260827
        ],
        [
            108591,
            108591,
            52504,
            52799,
            52799,
            43751
        ],
        [
            -29498,
            -23774,
            -29498,
            -39727,
            -33867,
            -39727
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            32,
            33,
            31,
            32,
            33,
            31
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            19288,
            10371,
            8917,
            19288,
            10371,
            8917
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142872,
            309268,
            -581517,
            -577788,
            -245058,
            -581517
        ]
    ]
}
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": 1579190400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759326345619,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 2.63615
        }
    }
}

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)