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Trade: WAVES/USDT/360/SINWMA/PSAR/9453

Strategy
WAVES/USDT/360/SINWMA/PSAR/9453
Pair
WAVES_USDT
Interval
6h
Score
418692
Daily Profit
0.218861
Profit Factor
1.627338
Profitability
51.552795
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 02:15
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 532091.0126 432632.9421 99458.0705 425802.6626 80915.6581 344887.0044
Total P&L (%) 532.091 432.6329 99.4581 425.8027 80.9157 344.887
Avg Daily Profit (%) 0.2692 0.2189 0.0503 0.084 0.03 0.0755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167340 -141640 -108621 -1166629 -1032282 -407489
Profit Factor 1.4084 1.6273 1.1622 1.0779 1.0271 1.1396
Total Trades 321 161 160 321 161 160
Winning Trades 159 83 76 159 83 76
Losing Trades 162 78 84 162 78 84
Profitability (%) 49.5327 51.5528 47.5 49.5327 51.5528 47.5
Ratio Avg Win / Avg Loss 1.435 1.5293 1.2846 1.0983 0.9652 1.2595
Largest Winning Trade 147291 147291 52549 390104 377809 390104
Largest Losing Trade -33827 -32714 -33827 -445131 -445131 -253777
Avg Bars in Trades 24 23 24 24 23 24
Avg Bars in Winners 30 30 30 30 30 30
Avg Bars in Losers 18 16 19 18 16 19
Bars Traded 7747 3766 3981 7747 3766 3981
Profit Streak 0 0 499.7192 0 0 499.7192
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401407 418692 -167630 -213819 -344483 -158937
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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759101339929,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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": [
        [
            532091.0125763871,
            432632.9420506493,
            99458.0705257376,
            425802.6625820268,
            80915.6581339645,
            344887.0044480622
        ],
        [
            532.091013,
            432.632942,
            99.458071,
            425.802663,
            80.915658,
            344.887004
        ],
        [
            0.269175,
            0.218861,
            0.050314,
            0.083999,
            0.029996,
            0.075539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167340,
            -141640,
            -108621,
            -1166629,
            -1032282,
            -407489
        ],
        [
            1.408444,
            1.627338,
            1.162223,
            1.077946,
            1.02705,
            1.13955
        ],
        [
            321,
            161,
            160,
            321,
            161,
            160
        ],
        [
            159,
            83,
            76,
            159,
            83,
            76
        ],
        [
            162,
            78,
            84,
            162,
            78,
            84
        ],
        [
            49.53271,
            51.552795,
            47.5,
            49.53271,
            51.552795,
            47.5
        ],
        [
            1.435018,
            1.529306,
            1.284562,
            1.098285,
            0.965179,
            1.259502
        ],
        [
            147291,
            147291,
            52549,
            390104,
            377809,
            390104
        ],
        [
            -33827,
            -32714,
            -33827,
            -445131,
            -445131,
            -253777
        ],
        [
            24,
            23,
            24,
            24,
            23,
            24
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            7747,
            3766,
            3981,
            7747,
            3766,
            3981
        ],
        [
            0,
            0,
            499.719212,
            0,
            0,
            499.719212
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401407,
            418692,
            -167630,
            -213819,
            -344483,
            -158937
        ]
    ]
}
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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759101339929,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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)