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Trade: WAVES/USDT/60/DCM/PSAR/7618

Strategy
WAVES/USDT/60/DCM/PSAR/7618
Pair
WAVES_USDT
Interval
1h
Score
394950
Daily Profit
0.369225
Profit Factor
1.321716
Profitability
48.471616
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 21:17
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 213072.1553 135786.3923 77285.763 278539.7717 168176.091 110363.6806
Total P&L (%) 213.0722 135.7864 77.2858 278.5398 168.1761 110.3637
Avg Daily Profit (%) 0.3692 0.2353 0.1339 0.2309 0.1711 0.129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61796 -55182 -42102 -183862 -177348 -138986
Profit Factor 1.3217 1.3801 1.2534 1.1539 1.1689 1.1356
Total Trades 458 229 229 458 229 229
Winning Trades 222 113 109 222 113 109
Losing Trades 236 116 120 236 116 120
Profitability (%) 48.4716 49.345 47.5983 48.4716 49.345 47.5983
Ratio Avg Win / Avg Loss 1.4051 1.4167 1.3798 1.2267 1.1999 1.2502
Largest Winning Trade 59482 59482 30582 104506 94069 104506
Largest Losing Trade -20057 -20057 -13968 -71854 -71854 -44122
Avg Bars in Trades 29 24 33 29 24 33
Avg Bars in Winners 31 23 39 31 23 39
Avg Bars in Losers 27 25 28 27 25 28
Bars Traded 13307 5587 7720 13307 5587 7720
Profit Streak 0 0 486.7202 0 0 486.7202
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394950 315785 -14536 -41615 -27078 -92297
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": 1669478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759256224817,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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": [
        [
            213072.1553001262,
            135786.3922647452,
            77285.7630353806,
            278539.7716529207,
            168176.0910427187,
            110363.6806102022
        ],
        [
            213.072155,
            135.786392,
            77.285763,
            278.539772,
            168.176091,
            110.363681
        ],
        [
            0.369225,
            0.235299,
            0.133926,
            0.230936,
            0.171088,
            0.12895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61796,
            -55182,
            -42102,
            -183862,
            -177348,
            -138986
        ],
        [
            1.321716,
            1.380096,
            1.25335,
            1.153945,
            1.168908,
            1.135636
        ],
        [
            458,
            229,
            229,
            458,
            229,
            229
        ],
        [
            222,
            113,
            109,
            222,
            113,
            109
        ],
        [
            236,
            116,
            120,
            236,
            116,
            120
        ],
        [
            48.471616,
            49.344978,
            47.598253,
            48.471616,
            49.344978,
            47.598253
        ],
        [
            1.405068,
            1.416736,
            1.379835,
            1.226717,
            1.199941,
            1.250241
        ],
        [
            59482,
            59482,
            30582,
            104506,
            94069,
            104506
        ],
        [
            -20057,
            -20057,
            -13968,
            -71854,
            -71854,
            -44122
        ],
        [
            29,
            24,
            33,
            29,
            24,
            33
        ],
        [
            31,
            23,
            39,
            31,
            23,
            39
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            13307,
            5587,
            7720,
            13307,
            5587,
            7720
        ],
        [
            0,
            0,
            486.720194,
            0,
            0,
            486.720195
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394950,
            315785,
            -14536,
            -41615,
            -27078,
            -92297
        ]
    ]
}
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": 1669478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759256224817,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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)