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Trade: WAVES/USDT/240/MIDPOINT/SUPERTREND/4212

Strategy
WAVES/USDT/240/MIDPOINT/SUPERTREND/4212
Pair
WAVES_USDT
Interval
4h
Score
501630
Daily Profit
0.339962
Profit Factor
2.099168
Profitability
53.271028
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 12:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671764.114 501574.3595 170189.7544 3739114.5881 -1120295.7858 4859410.3739
Total P&L (%) 671.7641 501.5744 170.1898 3739.1146 -1120.2958 4859.4104
Avg Daily Profit (%) 0.34 0.2538 0.0861 0.1848 0 0.1978
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84711 -66202 -80498 -6360772 -5558287 -4347425
Profit Factor 2.0992 2.7187 1.533 1.2104 0.8917 1.6546
Total Trades 107 54 53 107 54 53
Winning Trades 57 30 27 57 30 27
Losing Trades 50 24 26 50 24 26
Profitability (%) 53.271 55.5556 50.9434 53.271 55.5556 50.9434
Ratio Avg Win / Avg Loss 1.8414 2.1749 1.4762 1.0618 0.7134 1.5933
Largest Winning Trade 134078 134078 80531 1643701 1501174 1643701
Largest Losing Trade -45710 -42013 -45710 -2447109 -1892527 -2447109
Avg Bars in Trades 107 91 123 107 91 123
Avg Bars in Winners 143 107 182 143 107 182
Avg Bars in Losers 66 71 62 66 71 62
Bars Traded 11498 4943 6555 11498 4943 6555
Profit Streak 0 0 576.0651 0 0 576.0651
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501630 -165650 -255435 293495 -760113 -167822

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551254400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792820943,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 4.44918
        }
    }
}
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": [
        [
            671764.1139601733,
            501574.3595360658,
            170189.7544241073,
            3739114.5880836123,
            -1120295.7858214718,
            4859410.373905084
        ],
        [
            671.764114,
            501.57436,
            170.189754,
            3739.114588,
            -1120.295786,
            4859.410374
        ],
        [
            0.339962,
            0.253833,
            0.086128,
            0.184777,
            0,
            0.19776
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84711,
            -66202,
            -80498,
            -6360772,
            -5558287,
            -4347425
        ],
        [
            2.099168,
            2.718652,
            1.532984,
            1.210422,
            0.89172,
            1.654611
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            53.271028,
            55.555556,
            50.943396,
            53.271028,
            55.555556,
            50.943396
        ],
        [
            1.841376,
            2.174922,
            1.476207,
            1.061774,
            0.713376,
            1.593329
        ],
        [
            134078,
            134078,
            80531,
            1643701,
            1501174,
            1643701
        ],
        [
            -45710,
            -42013,
            -45710,
            -2447109,
            -1892527,
            -2447109
        ],
        [
            107,
            91,
            123,
            107,
            91,
            123
        ],
        [
            143,
            107,
            182,
            143,
            107,
            182
        ],
        [
            66,
            71,
            62,
            66,
            71,
            62
        ],
        [
            11498,
            4943,
            6555,
            11498,
            4943,
            6555
        ],
        [
            0,
            0,
            576.065057,
            0,
            0,
            576.065057
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501630,
            -165650,
            -255435,
            293495,
            -760113,
            -167822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551254400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792820943,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 190,
            "offset": 0,
            "multiplier": 4.44918
        }
    }
}

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)