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Trade: WAVES/USDT/360/T3/PSAR/1731

Strategy
WAVES/USDT/360/T3/PSAR/1731
Pair
WAVES_USDT
Interval
6h
Score
482330
Daily Profit
0.228674
Profit Factor
1.659478
Profitability
51.572327
Streak
539.612771
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 23:42
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 452031.4167 374284.3959 77747.0208 566696.805 63100.6399 503596.1651
Total P&L (%) 452.0314 374.2844 77.747 566.6968 63.1006 503.5962
Avg Daily Profit (%) 0.2287 0.1893 0.0393 0.096 0.0248 0.091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105127 -91242 -148241 -883535 -782640 -505188
Profit Factor 1.6595 2.2766 1.1982 1.2321 1.0531 1.402
Total Trades 159 80 79 159 80 79
Winning Trades 82 40 42 82 40 42
Losing Trades 77 40 37 77 40 37
Profitability (%) 51.5723 50 53.1646 51.5723 50 53.1646
Ratio Avg Win / Avg Loss 1.5583 2.2766 1.0556 1.157 1.0531 1.2351
Largest Winning Trade 113191 113191 73280 508005 339026 508005
Largest Losing Trade -43706 -19839 -43706 -428440 -238314 -428440
Avg Bars in Trades 48 42 54 48 42 54
Avg Bars in Winners 66 63 70 66 63 70
Avg Bars in Losers 29 22 36 29 22 36
Bars Traded 7736 3429 4307 7736 3429 4307
Profit Streak 539.6128 539.6128 540.8628 539.6128 539.6128 540.8628
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482330 -6634 -168451 -62305 -340901 -95957
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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437743418,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.28674
        }
    },
    "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": [
        [
            452031.4166542825,
            374284.3958957822,
            77747.0207585002,
            566696.8049612946,
            63100.639850797,
            503596.1651104974
        ],
        [
            452.031417,
            374.284396,
            77.747021,
            566.696805,
            63.10064,
            503.596165
        ],
        [
            0.228674,
            0.189343,
            0.039331,
            0.09602,
            0.024751,
            0.090985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105127,
            -91242,
            -148241,
            -883535,
            -782640,
            -505188
        ],
        [
            1.659478,
            2.276601,
            1.198208,
            1.232115,
            1.053081,
            1.402014
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            51.572327,
            50,
            53.164557,
            51.572327,
            50,
            53.164557
        ],
        [
            1.558291,
            2.276601,
            1.055564,
            1.156986,
            1.053081,
            1.235107
        ],
        [
            113191,
            113191,
            73280,
            508005,
            339026,
            508005
        ],
        [
            -43706,
            -19839,
            -43706,
            -428440,
            -238314,
            -428440
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            66,
            63,
            70,
            66,
            63,
            70
        ],
        [
            29,
            22,
            36,
            29,
            22,
            36
        ],
        [
            7736,
            3429,
            4307,
            7736,
            3429,
            4307
        ],
        [
            539.612771,
            539.612771,
            540.862771,
            539.612771,
            539.612771,
            540.862771
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482330,
            -6634,
            -168451,
            -62305,
            -340901,
            -95957
        ]
    ]
}
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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437743418,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.28674
        }
    },
    "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)