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Trade: WAVES/USDT/60/DCM/PSAR/3600

Strategy
WAVES/USDT/60/DCM/PSAR/3600
Pair
WAVES_USDT
Interval
1h
Score
365063
Daily Profit
0.257862
Profit Factor
1.207354
Profitability
50.617284
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-11 18:23
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148807.0098 99111.2177 49695.7921 112084.2285 101623.5432 10460.6853
Total P&L (%) 148.807 99.1112 49.6958 112.0842 101.6235 10.4607
Avg Daily Profit (%) 0.2579 0.1717 0.0861 0.1304 0.1216 0.0172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74012 -61069 -69615 -168420 -105543 -156439
Profit Factor 1.2074 1.2756 1.1388 1.0811 1.1473 1.0151
Total Trades 486 243 243 486 243 243
Winning Trades 246 125 121 246 125 121
Losing Trades 240 118 122 240 118 122
Profitability (%) 50.6173 51.4403 49.7942 50.6173 51.4403 49.7942
Ratio Avg Win / Avg Loss 1.1779 1.2042 1.1482 1.0547 1.0831 1.0235
Largest Winning Trade 38611 38611 24753 64214 64214 39024
Largest Losing Trade -24594 -20057 -24594 -54094 -45508 -54094
Avg Bars in Trades 27 23 31 27 23 31
Avg Bars in Winners 29 22 36 29 22 36
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 13344 5780 7564 13344 5780 7564
Profit Streak 0 0 497.5999 0 0 497.5999
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365063 291766 -146364 -147825 -88358 -524348
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669345200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760196232984,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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": [
        [
            148807.009802665,
            99111.2177251926,
            49695.792077472,
            112084.2285438925,
            101623.5432090572,
            10460.6853348355
        ],
        [
            148.80701,
            99.111218,
            49.695792,
            112.084229,
            101.623543,
            10.460685
        ],
        [
            0.257862,
            0.171746,
            0.086116,
            0.130364,
            0.121588,
            0.017242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74012,
            -61069,
            -69615,
            -168420,
            -105543,
            -156439
        ],
        [
            1.207354,
            1.275613,
            1.138798,
            1.081075,
            1.147334,
            1.015101
        ],
        [
            486,
            243,
            243,
            486,
            243,
            243
        ],
        [
            246,
            125,
            121,
            246,
            125,
            121
        ],
        [
            240,
            118,
            122,
            240,
            118,
            122
        ],
        [
            50.617284,
            51.440329,
            49.794239,
            50.617284,
            51.440329,
            49.794239
        ],
        [
            1.177906,
            1.204178,
            1.14821,
            1.054707,
            1.083083,
            1.02349
        ],
        [
            38611,
            38611,
            24753,
            64214,
            64214,
            39024
        ],
        [
            -24594,
            -20057,
            -24594,
            -54094,
            -45508,
            -54094
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            29,
            22,
            36,
            29,
            22,
            36
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            13344,
            5780,
            7564,
            13344,
            5780,
            7564
        ],
        [
            0,
            0,
            497.599919,
            0,
            0,
            497.599919
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365063,
            291766,
            -146364,
            -147825,
            -88358,
            -524348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669345200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760196232984,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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)