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Trade: WAVES/USDT/360/MIDPRICE/SUPERTREND/6950

Strategy
WAVES/USDT/360/MIDPRICE/SUPERTREND/6950
Pair
WAVES_USDT
Interval
6h
Score
370264
Daily Profit
0.220847
Profit Factor
2.064599
Profitability
47.126437
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 13:16
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477833.8091 436560.2034 41273.6056 115875.4622 551485.3359 -435609.8736
Total P&L (%) 477.8338 436.5602 41.2736 115.8755 551.4853 -435.6099
Avg Daily Profit (%) 0.2417 0.2208 0.0209 0.0389 0.0949 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186536 -110590 -210914 -888907 -513169 -909457
Profit Factor 1.5202 2.0646 1.0812 1.0363 1.3879 0.7537
Total Trades 173 87 86 173 87 86
Winning Trades 72 41 31 72 41 31
Losing Trades 101 46 55 101 46 55
Profitability (%) 41.6185 47.1264 36.0465 41.6185 47.1264 36.0465
Ratio Avg Win / Avg Loss 2.1325 2.3164 1.9182 1.4537 1.5571 1.3372
Largest Winning Trade 211315 211315 75386 594637 594637 328547
Largest Losing Trade -51356 -30543 -51356 -200550 -175758 -200550
Avg Bars in Trades 44 33 55 44 33 55
Avg Bars in Winners 76 52 108 76 52 108
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 7704 2924 4780 7704 2924 4780
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 293936 370264 -302963 -323816 -65628 -584861

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795407629,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 1.46672
        }
    }
}
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": [
        [
            477833.8090711493,
            436560.2034282216,
            41273.6056429272,
            115875.4622171797,
            551485.3358594452,
            -435609.8736422657
        ],
        [
            477.833809,
            436.560203,
            41.273606,
            115.875462,
            551.485336,
            -435.609874
        ],
        [
            0.241727,
            0.220847,
            0.02088,
            0.038937,
            0.094851,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186536,
            -110590,
            -210914,
            -888907,
            -513169,
            -909457
        ],
        [
            1.520176,
            2.064599,
            1.081162,
            1.036322,
            1.387883,
            0.753682
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            101,
            46,
            55,
            101,
            46,
            55
        ],
        [
            41.618497,
            47.126437,
            36.046512,
            41.618497,
            47.126437,
            36.046512
        ],
        [
            2.132468,
            2.31638,
            1.918191,
            1.453729,
            1.557137,
            1.337178
        ],
        [
            211315,
            211315,
            75386,
            594637,
            594637,
            328547
        ],
        [
            -51356,
            -30543,
            -51356,
            -200550,
            -175758,
            -200550
        ],
        [
            44,
            33,
            55,
            44,
            33,
            55
        ],
        [
            76,
            52,
            108,
            76,
            52,
            108
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            7704,
            2924,
            4780,
            7704,
            2924,
            4780
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293936,
            370264,
            -302963,
            -323816,
            -65628,
            -584861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795407629,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 1.46672
        }
    }
}

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)