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Trade: WAVES/USDT/720/MIDPRICE/PSAR/1216

Strategy
WAVES/USDT/720/MIDPRICE/PSAR/1216
Pair
WAVES_USDT
Interval
12h
Score
432208
Daily Profit
0.236390
Profit Factor
1.636210
Profitability
56.481481
Streak
546.699276
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-07 07:46
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467461.9963 487617.3606 -20155.3643 138316.4521 400738.9934 -262422.5413
Total P&L (%) 467.462 487.6174 -20.1554 138.3165 400.739 -262.4225
Avg Daily Profit (%) 0.2364 0.2466 -0.0102 0.0439 0.0815 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124471 -62425 -209221 -548640 -389854 -483212
Profit Factor 1.6362 2.3684 0.9467 1.056 1.2954 0.7647
Total Trades 108 54 54 108 54 54
Winning Trades 61 31 30 61 31 30
Losing Trades 47 23 24 47 23 24
Profitability (%) 56.4815 57.4074 55.5556 56.4815 57.4074 55.5556
Ratio Avg Win / Avg Loss 1.2607 1.7572 0.7574 0.8136 0.9611 0.6118
Largest Winning Trade 99019 99019 90086 229522 229522 226449
Largest Losing Trade -63956 -57856 -63956 -362603 -362603 -168925
Avg Bars in Trades 33 23 43 33 23 43
Avg Bars in Winners 41 26 56 41 26 56
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 3628 1287 2341 3628 1287 2341
Profit Streak 546.6993 546.6993 557.1993 546.6993 546.6993 557.1993
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432208 -165703 -759529 -292789 -263990 -759529
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759812417472,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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": [
        [
            467461.9962936272,
            487617.3606215521,
            -20155.364327925,
            138316.4521438754,
            400738.9934097597,
            -262422.541265884
        ],
        [
            467.461996,
            487.617361,
            -20.155364,
            138.316452,
            400.738993,
            -262.422541
        ],
        [
            0.23639,
            0.246583,
            -0.010192,
            0.043925,
            0.081495,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124471,
            -62425,
            -209221,
            -548640,
            -389854,
            -483212
        ],
        [
            1.63621,
            2.368396,
            0.946738,
            1.055961,
            1.295443,
            0.764699
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            56.481481,
            57.407407,
            55.555556,
            56.481481,
            57.407407,
            55.555556
        ],
        [
            1.260686,
            1.757197,
            0.75739,
            0.813609,
            0.961135,
            0.611759
        ],
        [
            99019,
            99019,
            90086,
            229522,
            229522,
            226449
        ],
        [
            -63956,
            -57856,
            -63956,
            -362603,
            -362603,
            -168925
        ],
        [
            33,
            23,
            43,
            33,
            23,
            43
        ],
        [
            41,
            26,
            56,
            41,
            26,
            56
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            3628,
            1287,
            2341,
            3628,
            1287,
            2341
        ],
        [
            546.699276,
            546.699276,
            557.199276,
            546.699276,
            546.699276,
            557.199276
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432208,
            -165703,
            -759529,
            -292789,
            -263990,
            -759529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759812417472,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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)