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Trade: WAVES/USDT/360/SUPERTREND/ZLMA/5663

Strategy
WAVES/USDT/360/SUPERTREND/ZLMA/5663
Pair
WAVES_USDT
Interval
6h
Score
321869
Daily Profit
0.158454
Profit Factor
1.348636
Profitability
51.750973
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 12:35
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 303938.3429 313224.5467 -9286.2038 -80192.9575 92830.1681 -173023.1257
Total P&L (%) 303.9383 313.2245 -9.2862 -80.193 92.8302 -173.0231
Avg Daily Profit (%) 0.1538 0.1585 -0.0047 -0.0819 0.0332 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203051 -150156 -260713 -391871 -306282 -397534
Profit Factor 1.1581 1.3486 0.9909 0.9642 1.0893 0.8559
Total Trades 514 257 257 514 257 257
Winning Trades 257 133 124 257 133 124
Losing Trades 257 124 133 257 124 133
Profitability (%) 50 51.751 48.249 50 51.751 48.249
Ratio Avg Win / Avg Loss 1.1581 1.2574 1.0629 0.9642 1.0156 0.918
Largest Winning Trade 66128 45559 66128 69460 61084 69460
Largest Losing Trade -84233 -49497 -84233 -158335 -109219 -158335
Avg Bars in Trades 14 12 17 14 12 17
Avg Bars in Winners 14 10 19 14 10 19
Avg Bars in Losers 14 14 15 14 14 15
Bars Traded 7598 3115 4483 7598 3115 4483
Profit Streak 0 0 499.6499 0 0 499.6499
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36402 321869 -577765 -577814 -269536 -579431
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965748664,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 234,
            "offset": 0,
            "multiplier": 1.69342
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    }
}
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": [
        [
            303938.3428943291,
            313224.5467298595,
            -9286.2038355308,
            -80192.9575349953,
            92830.1681207103,
            -173023.1256557056
        ],
        [
            303.938343,
            313.224547,
            -9.286204,
            -80.192958,
            92.830168,
            -173.023126
        ],
        [
            0.153757,
            0.158454,
            -0.004698,
            -0.081875,
            0.033224,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203051,
            -150156,
            -260713,
            -391871,
            -306282,
            -397534
        ],
        [
            1.158123,
            1.348636,
            0.990929,
            0.964203,
            1.089277,
            0.855865
        ],
        [
            514,
            257,
            257,
            514,
            257,
            257
        ],
        [
            257,
            133,
            124,
            257,
            133,
            124
        ],
        [
            257,
            124,
            133,
            257,
            124,
            133
        ],
        [
            50,
            51.750973,
            48.249027,
            50,
            51.750973,
            48.249027
        ],
        [
            1.158123,
            1.257375,
            1.062851,
            0.964203,
            1.015566,
            0.917985
        ],
        [
            66128,
            45559,
            66128,
            69460,
            61084,
            69460
        ],
        [
            -84233,
            -49497,
            -84233,
            -158335,
            -109219,
            -158335
        ],
        [
            14,
            12,
            17,
            14,
            12,
            17
        ],
        [
            14,
            10,
            19,
            14,
            10,
            19
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            7598,
            3115,
            4483,
            7598,
            3115,
            4483
        ],
        [
            0,
            0,
            499.649869,
            0,
            0,
            499.649869
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36402,
            321869,
            -577765,
            -577814,
            -269536,
            -579431
        ]
    ]
}
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": 1551031200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965748664,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 234,
            "offset": 0,
            "multiplier": 1.69342
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    }
}

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)