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Trade: WAVES/USDT/720/WMA/PSAR/7224

Strategy
WAVES/USDT/720/WMA/PSAR/7224
Pair
WAVES_USDT
Interval
12h
Score
506859
Daily Profit
0.282845
Profit Factor
2.293861
Profitability
55.339806
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 10:30
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 559325.5307 419090.3891 140235.1416 3091888.7239 80781.0374 3011107.6865
Total P&L (%) 559.3255 419.0904 140.2351 3091.8887 80.781 3011.1077
Avg Daily Profit (%) 0.2828 0.2119 0.0709 0.1753 0.0299 0.174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128829 -85909 -110059 -5480784 -3866193 -2767598
Profit Factor 2.2939 3.3715 1.5487 1.3175 1.0163 1.628
Total Trades 103 52 51 103 52 51
Winning Trades 57 31 26 57 31 26
Losing Trades 46 21 25 46 21 25
Profitability (%) 55.3398 59.6154 50.9804 55.3398 59.6154 50.9804
Ratio Avg Win / Avg Loss 1.8512 2.2839 1.4891 1.0633 0.6885 1.5654
Largest Winning Trade 119918 119918 74531 2264489 651336 2264489
Largest Losing Trade -38133 -29025 -38133 -1801420 -1801420 -927532
Avg Bars in Trades 35 32 38 35 32 38
Avg Bars in Winners 44 39 51 44 39 51
Avg Bars in Losers 23 21 24 23 21 24
Bars Traded 3623 1664 1958 3623 1664 1958
Profit Streak 0 0 584.3129 0 0 584.3129
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506859 -164638 -275618 323418 -535901 -168071
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": 1557057600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759908630656,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "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": [
        [
            559325.5307334698,
            419090.3891294621,
            140235.1416040076,
            3091888.7239238657,
            80781.0374446692,
            3011107.686479196
        ],
        [
            559.325531,
            419.090389,
            140.235142,
            3091.888724,
            80.781037,
            3011.107686
        ],
        [
            0.282845,
            0.211929,
            0.070915,
            0.175284,
            0.029947,
            0.173985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128829,
            -85909,
            -110059,
            -5480784,
            -3866193,
            -2767598
        ],
        [
            2.293861,
            3.371523,
            1.548707,
            1.317541,
            1.016344,
            1.628028
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            55.339806,
            59.615385,
            50.980392,
            55.339806,
            59.615385,
            50.980392
        ],
        [
            1.851186,
            2.283935,
            1.489141,
            1.063278,
            0.688491,
            1.565412
        ],
        [
            119918,
            119918,
            74531,
            2264489,
            651336,
            2264489
        ],
        [
            -38133,
            -29025,
            -38133,
            -1801420,
            -1801420,
            -927532
        ],
        [
            35,
            32,
            38,
            35,
            32,
            38
        ],
        [
            44,
            39,
            51,
            44,
            39,
            51
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            3623,
            1664,
            1958,
            3623,
            1664,
            1958
        ],
        [
            0,
            0,
            584.312855,
            0,
            0,
            584.312855
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506859,
            -164638,
            -275618,
            323418,
            -535901,
            -168071
        ]
    ]
}
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": 1557057600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759908630656,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "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)