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Trade: WAVES/USDT/720/MIDPOINT/PSAR/4381

Strategy
WAVES/USDT/720/MIDPOINT/PSAR/4381
Pair
WAVES_USDT
Interval
12h
Score
486037
Daily Profit
0.314197
Profit Factor
1.852450
Profitability
52.755906
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 23:06
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 621324.246 486001.981 135322.2649 1562582.746 -248217.6514 1810800.3974
Total P&L (%) 621.3242 486.002 135.3223 1562.5827 -248.2177 1810.8004
Avg Daily Profit (%) 0.3142 0.2458 0.0684 0.1422 0 0.1493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128911 -95621 -146149 -4402996 -3505481 -2902275
Profit Factor 1.8525 2.2139 1.412 1.1443 0.9629 1.437
Total Trades 127 64 63 127 64 63
Winning Trades 67 34 33 67 34 33
Losing Trades 60 30 30 60 30 30
Profitability (%) 52.7559 53.125 52.381 52.7559 53.125 52.381
Ratio Avg Win / Avg Loss 1.6589 1.9534 1.2836 1.0247 0.8496 1.3063
Largest Winning Trade 103772 103772 74464 1616686 1614688 1616686
Largest Losing Trade -57856 -57856 -32270 -1841187 -1841187 -1148932
Avg Bars in Trades 29 23 36 29 23 36
Avg Bars in Winners 31 24 37 31 24 37
Avg Bars in Losers 28 22 35 28 22 35
Bars Traded 3803 1495 2308 3803 1495 2308
Profit Streak 0 0 560.3378 0 0 560.3378
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486037 -126272 -246209 -63587 -719275 -137821
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953988906,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "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": [
        [
            621324.2459802462,
            486001.9810419568,
            135322.2649382893,
            1562582.7460066467,
            -248217.6513715357,
            1810800.397378184
        ],
        [
            621.324246,
            486.001981,
            135.322265,
            1562.582746,
            -248.217651,
            1810.800397
        ],
        [
            0.314197,
            0.245766,
            0.068431,
            0.142248,
            0,
            0.149295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128911,
            -95621,
            -146149,
            -4402996,
            -3505481,
            -2902275
        ],
        [
            1.85245,
            2.213862,
            1.41195,
            1.144267,
            0.962882,
            1.436977
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            52.755906,
            53.125,
            52.380952,
            52.755906,
            53.125,
            52.380952
        ],
        [
            1.658911,
            1.953407,
            1.283591,
            1.024716,
            0.849602,
            1.306343
        ],
        [
            103772,
            103772,
            74464,
            1616686,
            1614688,
            1616686
        ],
        [
            -57856,
            -57856,
            -32270,
            -1841187,
            -1841187,
            -1148932
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            31,
            24,
            37,
            31,
            24,
            37
        ],
        [
            28,
            22,
            35,
            28,
            22,
            35
        ],
        [
            3803,
            1495,
            2308,
            3803,
            1495,
            2308
        ],
        [
            0,
            0,
            560.337834,
            0,
            0,
            560.337835
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486037,
            -126272,
            -246209,
            -63587,
            -719275,
            -137821
        ]
    ]
}
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953988906,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "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)