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Trade: WAVES/USDT/240/SINWMA/PSAR/8780

Strategy
WAVES/USDT/240/SINWMA/PSAR/8780
Pair
WAVES_USDT
Interval
4h
Score
442983
Daily Profit
0.251030
Profit Factor
1.726291
Profitability
51.794872
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:22
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 568389.725 496034.4365 72355.2886 518644.1994 191073.7637 327570.4357
Total P&L (%) 568.3897 496.0344 72.3553 518.6442 191.0738 327.5704
Avg Daily Profit (%) 0.2876 0.251 0.0366 0.0923 0.0541 0.0736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134014 -100396 -132022 -801324 -725431 -372166
Profit Factor 1.4274 1.7263 1.1119 1.1098 1.0732 1.155
Total Trades 389 195 194 389 195 194
Winning Trades 193 101 92 193 101 92
Losing Trades 196 94 102 196 94 102
Profitability (%) 49.6144 51.7949 47.4227 49.6144 51.7949 47.4227
Ratio Avg Win / Avg Loss 1.4496 1.6066 1.2327 1.127 0.9988 1.2805
Largest Winning Trade 174084 174084 75045 492298 416655 492298
Largest Losing Trade -31476 -31476 -27988 -361447 -361447 -147269
Avg Bars in Trades 29 27 31 29 27 31
Avg Bars in Winners 38 35 42 38 35 42
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 11596 5446 6150 11596 5446 6150
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425183 442983 -242013 -166992 -261420 -145339
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494179272,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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": [
        [
            568389.7250497096,
            496034.4364559486,
            72355.2885937609,
            518644.1993730251,
            191073.7637227277,
            327570.4356502975
        ],
        [
            568.389725,
            496.034436,
            72.355289,
            518.644199,
            191.073764,
            327.570436
        ],
        [
            0.287647,
            0.25103,
            0.036617,
            0.092267,
            0.054084,
            0.073557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134014,
            -100396,
            -132022,
            -801324,
            -725431,
            -372166
        ],
        [
            1.427411,
            1.726291,
            1.111854,
            1.109764,
            1.073174,
            1.154964
        ],
        [
            389,
            195,
            194,
            389,
            195,
            194
        ],
        [
            193,
            101,
            92,
            193,
            101,
            92
        ],
        [
            196,
            94,
            102,
            196,
            94,
            102
        ],
        [
            49.614396,
            51.794872,
            47.42268,
            49.614396,
            51.794872,
            47.42268
        ],
        [
            1.449599,
            1.606647,
            1.232708,
            1.127014,
            0.998796,
            1.280504
        ],
        [
            174084,
            174084,
            75045,
            492298,
            416655,
            492298
        ],
        [
            -31476,
            -31476,
            -27988,
            -361447,
            -361447,
            -147269
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            38,
            35,
            42,
            38,
            35,
            42
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            11596,
            5446,
            6150,
            11596,
            5446,
            6150
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425183,
            442983,
            -242013,
            -166992,
            -261420,
            -145339
        ]
    ]
}
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": 1549540800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494179272,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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)