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Trade: WAVES/USDT/720/DCM/PSAR/8622

Strategy
WAVES/USDT/720/DCM/PSAR/8622
Pair
WAVES_USDT
Interval
12h
Score
417617
Daily Profit
0.229994
Profit Factor
1.611196
Profitability
54.128440
Streak
543.234628
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:37
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 454812.494 473942.5704 -19130.0764 96433.9779 385970.2347 -289536.2568
Total P&L (%) 454.8125 473.9426 -19.1301 96.434 385.9702 -289.5363
Avg Daily Profit (%) 0.23 0.2397 -0.0097 0.0341 0.08 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128447 -69587 -206155 -591179 -425128 -487215
Profit Factor 1.6112 2.2911 0.9493 1.0411 1.2968 0.7225
Total Trades 109 55 54 109 55 54
Winning Trades 59 30 29 59 30 29
Losing Trades 50 25 25 50 25 25
Profitability (%) 54.1284 54.5455 53.7037 54.1284 54.5455 53.7037
Ratio Avg Win / Avg Loss 1.3654 1.9092 0.8183 0.8823 1.0807 0.6229
Largest Winning Trade 96843 96843 90086 233484 233484 213284
Largest Losing Trade -67932 -57856 -67932 -383379 -383379 -189707
Avg Bars in Trades 33 23 43 33 23 43
Avg Bars in Winners 42 27 58 42 27 58
Avg Bars in Losers 22 19 25 22 19 25
Bars Traded 3640 1307 2333 3640 1307 2333
Profit Streak 543.2346 543.2346 553.7346 543.2346 543.2346 553.7346
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417617 -166282 -759769 -322429 -264706 -759769
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": 1555416000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513071901,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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": [
        [
            454812.4940326195,
            473942.570409356,
            -19130.0763767368,
            96433.9778546772,
            385970.234653318,
            -289536.2567986406
        ],
        [
            454.812494,
            473.94257,
            -19.130076,
            96.433978,
            385.970235,
            -289.536257
        ],
        [
            0.229994,
            0.239668,
            -0.009674,
            0.034148,
            0.07998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128447,
            -69587,
            -206155,
            -591179,
            -425128,
            -487215
        ],
        [
            1.611196,
            2.291063,
            0.949263,
            1.041142,
            1.296807,
            0.72254
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            54.12844,
            54.545455,
            53.703704,
            54.12844,
            54.545455,
            53.703704
        ],
        [
            1.36542,
            1.909219,
            0.81833,
            0.882324,
            1.080672,
            0.622879
        ],
        [
            96843,
            96843,
            90086,
            233484,
            233484,
            213284
        ],
        [
            -67932,
            -57856,
            -67932,
            -383379,
            -383379,
            -189707
        ],
        [
            33,
            23,
            43,
            33,
            23,
            43
        ],
        [
            42,
            27,
            58,
            42,
            27,
            58
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            3640,
            1307,
            2333,
            3640,
            1307,
            2333
        ],
        [
            543.234628,
            543.234628,
            553.734628,
            543.234628,
            543.234628,
            553.734628
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417617,
            -166282,
            -759769,
            -322429,
            -264706,
            -759769
        ]
    ]
}
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": 1555416000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513071901,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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)