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Trade: WAVES/USDT/360/KCU/PSAR/5516

Strategy
WAVES/USDT/360/KCU/PSAR/5516
Pair
WAVES_USDT
Interval
6h
Score
451747
Daily Profit
0.185344
Profit Factor
2.397801
Profitability
54.117647
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 20:44
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347813.7574 366379.3978 -18565.6404 262143.7852 346891.348 -84747.5628
Total P&L (%) 347.8138 366.3794 -18.5656 262.1438 346.8913 -84.7476
Avg Daily Profit (%) 0.176 0.1853 -0.0094 0.0651 0.0758 -0.0951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107146 -51431 -193749 -746934 -336463 -518478
Profit Factor 1.4757 2.3978 0.9604 1.1208 1.409 0.9359
Total Trades 169 85 84 169 85 84
Winning Trades 82 46 36 82 46 36
Losing Trades 87 39 48 87 39 48
Profitability (%) 48.5207 54.1176 42.8571 48.5207 54.1176 42.8571
Ratio Avg Win / Avg Loss 1.5657 2.0329 1.2806 1.1891 1.1946 1.2479
Largest Winning Trade 91700 89237 91700 525893 225835 525893
Largest Losing Trade -35260 -20852 -35260 -240332 -109936 -240332
Avg Bars in Trades 43 24 62 43 24 62
Avg Bars in Winners 59 29 98 59 29 98
Avg Bars in Losers 27 19 34 27 19 34
Bars Traded 7310 2087 5224 7310 2087 5224
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359795 451747 -582218 -193334 -90549 -582218
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552176000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759859075511,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 142,
            "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": [
        [
            347813.7574311048,
            366379.3978150138,
            -18565.6403839089,
            262143.7851926091,
            346891.3479734064,
            -84747.5627807973
        ],
        [
            347.813757,
            366.379398,
            -18.56564,
            262.143785,
            346.891348,
            -84.747563
        ],
        [
            0.175952,
            0.185344,
            -0.009392,
            0.065122,
            0.075766,
            -0.095082
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107146,
            -51431,
            -193749,
            -746934,
            -336463,
            -518478
        ],
        [
            1.475718,
            2.397801,
            0.960416,
            1.120782,
            1.409042,
            0.935911
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            87,
            39,
            48,
            87,
            39,
            48
        ],
        [
            48.52071,
            54.117647,
            42.857143,
            48.52071,
            54.117647,
            42.857143
        ],
        [
            1.565701,
            2.032918,
            1.280555,
            1.189122,
            1.194622,
            1.247881
        ],
        [
            91700,
            89237,
            91700,
            525893,
            225835,
            525893
        ],
        [
            -35260,
            -20852,
            -35260,
            -240332,
            -109936,
            -240332
        ],
        [
            43,
            24,
            62,
            43,
            24,
            62
        ],
        [
            59,
            29,
            98,
            59,
            29,
            98
        ],
        [
            27,
            19,
            34,
            27,
            19,
            34
        ],
        [
            7310,
            2087,
            5224,
            7310,
            2087,
            5224
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359795,
            451747,
            -582218,
            -193334,
            -90549,
            -582218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552176000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759859075511,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 142,
            "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)