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Trade: WAVES/USDT/240/EMA/PSAR/9892

Strategy
WAVES/USDT/240/EMA/PSAR/9892
Pair
WAVES_USDT
Interval
4h
Score
450673
Daily Profit
0.214583
Profit Factor
1.778652
Profitability
51.445087
Streak
504.225976
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-11 00:25
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 473600.6848 424016.0672 49584.6176 148700.0607 -16629.5356 165329.5963
Total P&L (%) 473.6007 424.0161 49.5846 148.7001 -16.6295 165.3296
Avg Daily Profit (%) 0.2397 0.2146 0.0251 0.0461 -0.0092 0.0494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176795 -112207 -172800 -1686021 -882734 -1280163
Profit Factor 1.4039 1.7787 1.079 1.0281 0.9933 1.059
Total Trades 345 173 172 345 173 172
Winning Trades 177 89 88 177 89 88
Losing Trades 168 84 84 168 84 84
Profitability (%) 51.3043 51.4451 51.1628 51.3043 51.4451 51.1628
Ratio Avg Win / Avg Loss 1.3325 1.6787 1.0299 0.9758 0.9375 1.0109
Largest Winning Trade 151523 151523 73264 366675 301500 366675
Largest Losing Trade -73529 -29942 -73529 -783373 -245558 -783373
Avg Bars in Trades 33 29 37 33 29 37
Avg Bars in Winners 45 38 52 45 38 52
Avg Bars in Losers 21 19 22 21 19 22
Bars Traded 11546 5066 6480 11546 5066 6480
Profit Streak 504.226 504.226 511.726 504.226 504.226 511.726
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418031 450673 -292567 -319706 -579378 -280716
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131524341,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 196,
            "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": [
        [
            473600.6847547496,
            424016.0671978982,
            49584.6175568514,
            148700.0607377942,
            -16629.5355662995,
            165329.5963040936
        ],
        [
            473.600685,
            424.016067,
            49.584618,
            148.700061,
            -16.629536,
            165.329596
        ],
        [
            0.239676,
            0.214583,
            0.025093,
            0.046118,
            -0.009204,
            0.049395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176795,
            -112207,
            -172800,
            -1686021,
            -882734,
            -1280163
        ],
        [
            1.403893,
            1.778652,
            1.078952,
            1.028064,
            0.993341,
            1.059023
        ],
        [
            345,
            173,
            172,
            345,
            173,
            172
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            51.304348,
            51.445087,
            51.162791,
            51.304348,
            51.445087,
            51.162791
        ],
        [
            1.332509,
            1.678728,
            1.029908,
            0.97579,
            0.937536,
            1.010886
        ],
        [
            151523,
            151523,
            73264,
            366675,
            301500,
            366675
        ],
        [
            -73529,
            -29942,
            -73529,
            -783373,
            -245558,
            -783373
        ],
        [
            33,
            29,
            37,
            33,
            29,
            37
        ],
        [
            45,
            38,
            52,
            45,
            38,
            52
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            11546,
            5066,
            6480,
            11546,
            5066,
            6480
        ],
        [
            504.225976,
            504.225976,
            511.725976,
            504.225976,
            504.225976,
            511.725976
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418031,
            450673,
            -292567,
            -319706,
            -579378,
            -280716
        ]
    ]
}
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": 1550606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131524341,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 196,
            "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)