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Trade: WAVES/USDT/480/DEMA/PSAR/3650

Strategy
WAVES/USDT/480/DEMA/PSAR/3650
Pair
WAVES_USDT
Interval
8h
Score
420926
Daily Profit
0.200673
Profit Factor
1.646317
Profitability
55.454545
Streak
515.858886
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 07:36
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375013.5078 396730.7067 -21717.1989 -88852.9061 -286715.5788 197862.6727
Total P&L (%) 375.0135 396.7307 -21.7172 -88.8529 -286.7156 197.8627
Avg Daily Profit (%) 0.1897 0.2007 -0.011 -0.1109 0 0.0552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202865 -140484 -121979 -1127023 -1002886 -302290
Profit Factor 1.3433 1.6463 0.9546 0.9713 0.8577 1.183
Total Trades 220 110 110 220 110 110
Winning Trades 118 61 57 118 61 57
Losing Trades 102 49 53 102 49 53
Profitability (%) 53.6364 55.4545 51.8182 53.6364 55.4545 51.8182
Ratio Avg Win / Avg Loss 1.1612 1.3225 0.8876 0.8396 0.689 1.1
Largest Winning Trade 144719 144719 66367 453482 404076 453482
Largest Losing Trade -94924 -64424 -94924 -608168 -608168 -268856
Avg Bars in Trades 25 29 21 25 29 21
Avg Bars in Winners 25 26 23 25 26 23
Avg Bars in Losers 26 33 19 26 33 19
Bars Traded 5642 3273 2369 5642 3273 2369
Profit Streak 497.5256 515.8589 497.5256 497.5256 515.8589 497.5256
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401522 420926 -579565 -577506 -578719 -137211
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554422400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759120607735,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "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": [
        [
            375013.5078383776,
            396730.7066904409,
            -21717.1988520635,
            -88852.9060827967,
            -286715.5787572376,
            197862.6726744405
        ],
        [
            375.013508,
            396.730707,
            -21.717199,
            -88.852906,
            -286.715579,
            197.862673
        ],
        [
            0.189688,
            0.200673,
            -0.010985,
            -0.110914,
            0,
            0.055223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202865,
            -140484,
            -121979,
            -1127023,
            -1002886,
            -302290
        ],
        [
            1.343331,
            1.646317,
            0.954609,
            0.971304,
            0.857708,
            1.182981
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            118,
            61,
            57,
            118,
            61,
            57
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            53.636364,
            55.454545,
            51.818182,
            53.636364,
            55.454545,
            51.818182
        ],
        [
            1.161185,
            1.322452,
            0.887619,
            0.839601,
            0.688979,
            1.099965
        ],
        [
            144719,
            144719,
            66367,
            453482,
            404076,
            453482
        ],
        [
            -94924,
            -64424,
            -94924,
            -608168,
            -608168,
            -268856
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            26,
            33,
            19,
            26,
            33,
            19
        ],
        [
            5642,
            3273,
            2369,
            5642,
            3273,
            2369
        ],
        [
            497.525552,
            515.858886,
            497.525552,
            497.525552,
            515.858886,
            497.525552
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401522,
            420926,
            -579565,
            -577506,
            -578719,
            -137211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554422400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759120607735,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 231,
            "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)