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Trade: WAVES/USDT/480/SINWMA/PSAR/2316

Strategy
WAVES/USDT/480/SINWMA/PSAR/2316
Pair
WAVES_USDT
Interval
8h
Score
493509
Daily Profit
0.199158
Profit Factor
2.659283
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 01:25
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 497410.6081 393734.5352 103676.0729 1346175.5613 300564.4612 1045611.1001
Total P&L (%) 497.4106 393.7345 103.6761 1346.1756 300.5645 1045.6111
Avg Daily Profit (%) 0.2516 0.1992 0.0524 0.1352 0.0702 0.1234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77293 -69596 -114748 -1575807 -1435921 -830578
Profit Factor 2.0561 2.6593 1.4436 1.2736 1.108 1.4891
Total Trades 97 49 48 97 49 48
Winning Trades 54 28 26 54 28 26
Losing Trades 43 21 22 43 21 22
Profitability (%) 55.6701 57.1429 54.1667 55.6701 57.1429 54.1667
Ratio Avg Win / Avg Loss 1.6373 1.9945 1.2215 1.0142 0.831 1.26
Largest Winning Trade 109732 109732 73613 968619 499047 968619
Largest Losing Trade -31974 -21597 -31974 -654699 -472488 -654699
Avg Bars in Trades 56 51 62 56 51 62
Avg Bars in Winners 77 66 90 77 66 90
Avg Bars in Losers 30 32 29 30 32 29
Bars Traded 5525 2542 2983 5525 2542 2983
Profit Streak 0 0 580.2676 0 0 580.2676
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466704 493509 -120335 -11179 -201549 -25001
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553788800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324078,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "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": [
        [
            497410.6081061264,
            393734.5352464882,
            103676.072859638,
            1346175.5613215922,
            300564.461216273,
            1045611.1001053194
        ],
        [
            497.410608,
            393.734535,
            103.676073,
            1346.175561,
            300.564461,
            1045.6111
        ],
        [
            0.251599,
            0.199158,
            0.052441,
            0.135221,
            0.070217,
            0.123421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77293,
            -69596,
            -114748,
            -1575807,
            -1435921,
            -830578
        ],
        [
            2.056097,
            2.659283,
            1.443634,
            1.273584,
            1.108005,
            1.489144
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            55.670103,
            57.142857,
            54.166667,
            55.670103,
            57.142857,
            54.166667
        ],
        [
            1.637263,
            1.994462,
            1.221536,
            1.01415,
            0.831004,
            1.260045
        ],
        [
            109732,
            109732,
            73613,
            968619,
            499047,
            968619
        ],
        [
            -31974,
            -21597,
            -31974,
            -654699,
            -472488,
            -654699
        ],
        [
            56,
            51,
            62,
            56,
            51,
            62
        ],
        [
            77,
            66,
            90,
            77,
            66,
            90
        ],
        [
            30,
            32,
            29,
            30,
            32,
            29
        ],
        [
            5525,
            2542,
            2983,
            5525,
            2542,
            2983
        ],
        [
            0,
            0,
            580.26764,
            0,
            0,
            580.26764
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466704,
            493509,
            -120335,
            -11179,
            -201549,
            -25001
        ]
    ]
}
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": 1553788800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324078,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "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)