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Trade: WAVES/USDT/240/SMA/PSAR/5166

Strategy
WAVES/USDT/240/SMA/PSAR/5166
Pair
WAVES_USDT
Interval
4h
Score
405312
Daily Profit
0.253084
Profit Factor
1.476267
Profitability
50.689655
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 22:59
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 500093.6929 433305.2936 66788.3993 276723.8817 205777.0407 70946.8411
Total P&L (%) 500.0937 433.3053 66.7884 276.7239 205.777 70.9468
Avg Daily Profit (%) 0.2531 0.2193 0.0338 0.0671 0.0566 0.0271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148456 -86732 -204721 -826907 -462739 -423046
Profit Factor 1.4763 1.8299 1.1265 1.0859 1.1239 1.0454
Total Trades 290 145 145 290 145 145
Winning Trades 147 72 75 147 72 75
Losing Trades 143 73 70 143 73 70
Profitability (%) 50.6897 49.6552 51.7241 50.6897 49.6552 51.7241
Ratio Avg Win / Avg Loss 1.4361 1.8553 1.0514 1.0563 1.1396 0.9757
Largest Winning Trade 148797 148797 72312 264157 264157 219451
Largest Losing Trade -49681 -35166 -49681 -307032 -157101 -307032
Avg Bars in Trades 39 35 44 39 35 44
Avg Bars in Winners 54 49 59 54 49 59
Avg Bars in Losers 24 20 28 24 20 28
Bars Traded 11506 5096 6410 11506 5096 6410
Profit Streak 0 0 497.9998 0 0 497.9998
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405312 394330 -228679 -227736 -201861 -328217
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550995200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867185049,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "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": [
        [
            500093.6929323082,
            433305.2935858896,
            66788.3993464181,
            276723.8817163167,
            205777.0406612786,
            70946.8410550382
        ],
        [
            500.093693,
            433.305294,
            66.788399,
            276.723882,
            205.777041,
            70.946841
        ],
        [
            0.253084,
            0.219284,
            0.0338,
            0.067145,
            0.056579,
            0.027138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148456,
            -86732,
            -204721,
            -826907,
            -462739,
            -423046
        ],
        [
            1.476267,
            1.829909,
            1.126513,
            1.085877,
            1.123943,
            1.045419
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            147,
            72,
            75,
            147,
            72,
            75
        ],
        [
            143,
            73,
            70,
            143,
            73,
            70
        ],
        [
            50.689655,
            49.655172,
            51.724138,
            50.689655,
            49.655172,
            51.724138
        ],
        [
            1.436097,
            1.855325,
            1.051412,
            1.05633,
            1.139554,
            0.975724
        ],
        [
            148797,
            148797,
            72312,
            264157,
            264157,
            219451
        ],
        [
            -49681,
            -35166,
            -49681,
            -307032,
            -157101,
            -307032
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            54,
            49,
            59,
            54,
            49,
            59
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            11506,
            5096,
            6410,
            11506,
            5096,
            6410
        ],
        [
            0,
            0,
            497.999827,
            0,
            0,
            497.999827
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405312,
            394330,
            -228679,
            -227736,
            -201861,
            -328217
        ]
    ]
}
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": 1550995200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867185049,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "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)