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Trade: WAVES/USDT/480/SINWMA/PSAR/7313

Strategy
WAVES/USDT/480/SINWMA/PSAR/7313
Pair
WAVES_USDT
Interval
8h
Score
504647
Daily Profit
0.175896
Profit Factor
2.684057
Profitability
60.869565
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 22:40
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 428658.6068 347746.3369 80912.2699 714454.1733 178169.9459 536284.2274
Total P&L (%) 428.6586 347.7463 80.9123 714.4542 178.1699 536.2842
Avg Daily Profit (%) 0.2168 0.1759 0.0409 0.1061 0.0518 0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73677 -59425 -133451 -702414 -711604 -530622
Profit Factor 1.9435 2.6841 1.3265 1.2878 1.1312 1.4769
Total Trades 92 46 46 92 46 46
Winning Trades 53 28 25 53 28 25
Losing Trades 39 18 21 39 18 21
Profitability (%) 57.6087 60.8696 54.3478 57.6087 60.8696 54.3478
Ratio Avg Win / Avg Loss 1.4301 1.7255 1.1143 0.9477 0.7272 1.2406
Largest Winning Trade 113518 113518 73344 482888 326481 482888
Largest Losing Trade -39331 -29730 -39331 -368855 -256892 -368855
Avg Bars in Trades 59 56 63 59 56 63
Avg Bars in Winners 77 68 87 77 68 87
Avg Bars in Losers 35 36 35 35 36 35
Bars Traded 5504 2579 2925 5504 2579 2925
Profit Streak 0 0 581.8201 0 0 581.8201
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416761 504647 -136770 -51289 -200136 -65145
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": 1759606853490,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "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": [
        [
            428658.6067577145,
            347746.3368994663,
            80912.2698582478,
            714454.1733007946,
            178169.9458927166,
            536284.2274080778
        ],
        [
            428.658607,
            347.746337,
            80.91227,
            714.454173,
            178.169946,
            536.284227
        ],
        [
            0.216823,
            0.175896,
            0.040927,
            0.106144,
            0.051762,
            0.093644
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73677,
            -59425,
            -133451,
            -702414,
            -711604,
            -530622
        ],
        [
            1.943531,
            2.684057,
            1.326496,
            1.287838,
            1.131241,
            1.476884
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            57.608696,
            60.869565,
            54.347826,
            57.608696,
            60.869565,
            54.347826
        ],
        [
            1.430145,
            1.725465,
            1.114257,
            0.947655,
            0.727226,
            1.240582
        ],
        [
            113518,
            113518,
            73344,
            482888,
            326481,
            482888
        ],
        [
            -39331,
            -29730,
            -39331,
            -368855,
            -256892,
            -368855
        ],
        [
            59,
            56,
            63,
            59,
            56,
            63
        ],
        [
            77,
            68,
            87,
            77,
            68,
            87
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            5504,
            2579,
            2925,
            5504,
            2579,
            2925
        ],
        [
            0,
            0,
            581.820063,
            0,
            0,
            581.820064
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416761,
            504647,
            -136770,
            -51289,
            -200136,
            -65145
        ]
    ]
}
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": 1759606853490,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "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)