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Trade: WAVES/USDT/240/EMA/PSAR/5379

Strategy
WAVES/USDT/240/EMA/PSAR/5379
Pair
WAVES_USDT
Interval
4h
Score
400263
Daily Profit
0.215043
Profit Factor
1.569970
Profitability
49.275362
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-06 05:11
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 422107.4334 424924.5594 -2817.126 24529.0261 223680.1951 -199151.169
Total P&L (%) 422.1074 424.9246 -2.8171 24.529 223.6802 -199.1512
Avg Daily Profit (%) 0.2136 0.215 -0.0014 0.0111 0.0595 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157826 -97718 -159761 -653253 -295226 -422493
Profit Factor 1.293 1.57 0.9959 1.0077 1.1421 0.876
Total Trades 413 207 206 413 207 206
Winning Trades 209 102 107 209 102 107
Losing Trades 204 105 99 204 105 99
Profitability (%) 50.6053 49.2754 51.9417 50.6053 49.2754 51.9417
Ratio Avg Win / Avg Loss 1.2621 1.6161 0.9215 0.9836 1.1757 0.8105
Largest Winning Trade 174084 174084 76294 200679 200679 180378
Largest Losing Trade -38093 -31088 -38093 -165553 -110662 -165553
Avg Bars in Trades 28 25 30 28 25 30
Avg Bars in Winners 35 30 39 35 30 39
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 11599 5219 6380 11599 5219 6380
Profit Streak 0 0 506.9248 0 0 506.9248
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370577 400263 -578667 -393066 -177233 -578667
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549742400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759716704786,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            422107.4334068408,
            424924.559365735,
            -2817.1259588938,
            24529.0261311318,
            223680.1951392938,
            -199151.169008162
        ],
        [
            422.107433,
            424.924559,
            -2.817126,
            24.529026,
            223.680195,
            -199.151169
        ],
        [
            0.213617,
            0.215043,
            -0.001426,
            0.011102,
            0.05946,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157826,
            -97718,
            -159761,
            -653253,
            -295226,
            -422493
        ],
        [
            1.293045,
            1.56997,
            0.995946,
            1.007714,
            1.142087,
            0.875977
        ],
        [
            413,
            207,
            206,
            413,
            207,
            206
        ],
        [
            209,
            102,
            107,
            209,
            102,
            107
        ],
        [
            204,
            105,
            99,
            204,
            105,
            99
        ],
        [
            50.605327,
            49.275362,
            51.941748,
            50.605327,
            49.275362,
            51.941748
        ],
        [
            1.262111,
            1.616146,
            0.921483,
            0.983606,
            1.175678,
            0.810483
        ],
        [
            174084,
            174084,
            76294,
            200679,
            200679,
            180378
        ],
        [
            -38093,
            -31088,
            -38093,
            -165553,
            -110662,
            -165553
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            35,
            30,
            39,
            35,
            30,
            39
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            11599,
            5219,
            6380,
            11599,
            5219,
            6380
        ],
        [
            0,
            0,
            506.924824,
            0,
            0,
            506.924824
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370577,
            400263,
            -578667,
            -393066,
            -177233,
            -578667
        ]
    ]
}
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": 1549742400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759716704786,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)