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Trade: WAVES/USDT/360/SINWMA/PSAR/8657

Strategy
WAVES/USDT/360/SINWMA/PSAR/8657
Pair
WAVES_USDT
Interval
6h
Score
477227
Daily Profit
0.267799
Profit Factor
1.803575
Profitability
52.727273
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 11:26
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 529371.0964 397482.3502 131888.7462 1378938.2519 -33663.3771 1412601.6291
Total P&L (%) 529.3711 397.4824 131.8887 1378.9383 -33.6634 1412.6016
Avg Daily Profit (%) 0.2678 0.2011 0.0667 0.1364 -0.0208 0.1375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94113 -76465 -127245 -1937044 -1473556 -1254061
Profit Factor 1.8036 2.3569 1.3605 1.2416 0.9884 1.5057
Total Trades 165 83 82 165 83 82
Winning Trades 87 41 46 87 41 46
Losing Trades 78 42 36 78 42 36
Profitability (%) 52.7273 49.3976 56.0976 52.7273 49.3976 56.0976
Ratio Avg Win / Avg Loss 1.617 2.4144 1.0647 1.1132 1.0126 1.1783
Largest Winning Trade 121089 121089 73118 1055852 689588 1055852
Largest Losing Trade -44215 -28599 -44215 -1076005 -592382 -1076005
Avg Bars in Trades 46 41 51 46 41 51
Avg Bars in Winners 62 58 65 62 58 65
Avg Bars in Losers 28 24 33 28 24 33
Bars Traded 7621 3417 4204 7621 3417 4204
Profit Streak 0 0 543.352 0 0 543.352
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477227 415910 -106101 -9614 -579677 -10406
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652809995,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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": [
        [
            529371.0964414716,
            397482.3502013603,
            131888.7462401113,
            1378938.251942478,
            -33663.3771206629,
            1412601.6290631408
        ],
        [
            529.371096,
            397.48235,
            131.888746,
            1378.938252,
            -33.663377,
            1412.601629
        ],
        [
            0.267799,
            0.201079,
            0.06672,
            0.136373,
            -0.020761,
            0.137513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94113,
            -76465,
            -127245,
            -1937044,
            -1473556,
            -1254061
        ],
        [
            1.803575,
            2.356904,
            1.360513,
            1.241595,
            0.988448,
            1.505662
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            52.727273,
            49.39759,
            56.097561,
            52.727273,
            49.39759,
            56.097561
        ],
        [
            1.616999,
            2.414389,
            1.064749,
            1.113154,
            1.012556,
            1.178344
        ],
        [
            121089,
            121089,
            73118,
            1055852,
            689588,
            1055852
        ],
        [
            -44215,
            -28599,
            -44215,
            -1076005,
            -592382,
            -1076005
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            62,
            58,
            65,
            62,
            58,
            65
        ],
        [
            28,
            24,
            33,
            28,
            24,
            33
        ],
        [
            7621,
            3417,
            4204,
            7621,
            3417,
            4204
        ],
        [
            0,
            0,
            543.351967,
            0,
            0,
            543.351968
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477227,
            415910,
            -106101,
            -9614,
            -579677,
            -10406
        ]
    ]
}
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652809995,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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)