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Trade: WAVES/USDT/720/DCM/PSAR/2797

Strategy
WAVES/USDT/720/DCM/PSAR/2797
Pair
WAVES_USDT
Interval
12h
Score
491869
Daily Profit
0.349525
Profit Factor
1.882656
Profitability
56.291391
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 18:20
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 691186.5879 533019.3665 158167.2214 2523791.4256 283269.7913 2240521.6343
Total P&L (%) 691.1866 533.0194 158.1672 2523.7914 283.2698 2240.5216
Avg Daily Profit (%) 0.3495 0.2695 0.08 0.1654 0.068 0.1596
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100162 -87661 -162583 -3468931 -4534002 -3626488
Profit Factor 1.8827 2.2401 1.4478 1.1623 1.0303 1.3613
Total Trades 151 76 75 151 76 75
Winning Trades 85 43 42 85 43 42
Losing Trades 66 33 33 66 33 33
Profitability (%) 56.2914 56.5789 56 56.2914 56.5789 56
Ratio Avg Win / Avg Loss 1.4618 1.7191 1.1375 0.9025 0.7907 1.0696
Largest Winning Trade 117532 117532 76947 2007974 2007974 1666012
Largest Losing Trade -52458 -52458 -34020 -2389082 -2389082 -1239707
Avg Bars in Trades 25 18 31 25 18 31
Avg Bars in Winners 30 18 42 30 18 42
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 3806 1407 2399 3806 1407 2399
Profit Streak 0 0 550.6391 0 0 550.6391
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491869 -35154 -140494 -34026 -339097 -47168
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245619454,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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": [
        [
            691186.5879372971,
            533019.3665007852,
            158167.2214365117,
            2523791.425550302,
            283269.7912718436,
            2240521.6342784604
        ],
        [
            691.186588,
            533.019367,
            158.167221,
            2523.791426,
            283.269791,
            2240.521634
        ],
        [
            0.349525,
            0.269542,
            0.079983,
            0.165356,
            0.067966,
            0.159569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100162,
            -87661,
            -162583,
            -3468931,
            -4534002,
            -3626488
        ],
        [
            1.882656,
            2.240066,
            1.447756,
            1.16231,
            1.030301,
            1.361334
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            56.291391,
            56.578947,
            56,
            56.291391,
            56.578947,
            56
        ],
        [
            1.461827,
            1.719121,
            1.137522,
            0.9025,
            0.790696,
            1.06962
        ],
        [
            117532,
            117532,
            76947,
            2007974,
            2007974,
            1666012
        ],
        [
            -52458,
            -52458,
            -34020,
            -2389082,
            -2389082,
            -1239707
        ],
        [
            25,
            18,
            31,
            25,
            18,
            31
        ],
        [
            30,
            18,
            42,
            30,
            18,
            42
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            3806,
            1407,
            2399,
            3806,
            1407,
            2399
        ],
        [
            0,
            0,
            550.639114,
            0,
            0,
            550.639114
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491869,
            -35154,
            -140494,
            -34026,
            -339097,
            -47168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245619454,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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)