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Trade: WAVES/USDT/720/MIDPOINT/PSAR/8881

Strategy
WAVES/USDT/720/MIDPOINT/PSAR/8881
Pair
WAVES_USDT
Interval
12h
Score
448961
Daily Profit
0.195014
Profit Factor
2.303737
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 13:26
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 338108.7814 385639.2785 -47530.4971 34435.0902 403249.0647 -368813.9745
Total P&L (%) 338.1088 385.6393 -47.5305 34.4351 403.2491 -368.814
Avg Daily Profit (%) 0.171 0.195 -0.024 0.015 0.0817 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149215 -74450 -201306 -780891 -621339 -632403
Profit Factor 1.4996 2.3037 0.8752 1.014 1.32 0.6909
Total Trades 98 49 49 98 49 49
Winning Trades 47 25 22 47 25 22
Losing Trades 51 24 27 51 24 27
Profitability (%) 47.9592 51.0204 44.898 47.9592 51.0204 44.898
Ratio Avg Win / Avg Loss 1.6272 2.2116 1.0742 1.1003 1.2672 0.8479
Largest Winning Trade 96843 96843 89876 291879 291879 240693
Largest Losing Trade -65201 -54953 -65201 -490009 -490009 -261893
Avg Bars in Trades 37 28 45 37 28 45
Avg Bars in Winners 44 28 63 44 28 63
Avg Bars in Losers 30 29 31 30 29 31
Bars Traded 3632 1404 2228 3632 1404 2228
Profit Streak 0 0 549.9354 0 0 549.9354
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333185 448961 -580415 -381190 -83096 -582082
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759055214549,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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": [
        [
            338108.7814303741,
            385639.2785411506,
            -47530.4971107767,
            34435.0902345749,
            403249.0647268243,
            -368813.9744922495
        ],
        [
            338.108781,
            385.639279,
            -47.530497,
            34.43509,
            403.249065,
            -368.813974
        ],
        [
            0.170978,
            0.195014,
            -0.024036,
            0.014965,
            0.081748,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149215,
            -74450,
            -201306,
            -780891,
            -621339,
            -632403
        ],
        [
            1.499595,
            2.303737,
            0.875238,
            1.014036,
            1.320005,
            0.690911
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            47.959184,
            51.020408,
            44.897959,
            47.959184,
            51.020408,
            44.897959
        ],
        [
            1.62722,
            2.211588,
            1.074156,
            1.100337,
            1.267205,
            0.847937
        ],
        [
            96843,
            96843,
            89876,
            291879,
            291879,
            240693
        ],
        [
            -65201,
            -54953,
            -65201,
            -490009,
            -490009,
            -261893
        ],
        [
            37,
            28,
            45,
            37,
            28,
            45
        ],
        [
            44,
            28,
            63,
            44,
            28,
            63
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            3632,
            1404,
            2228,
            3632,
            1404,
            2228
        ],
        [
            0,
            0,
            549.935353,
            0,
            0,
            549.935354
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333185,
            448961,
            -580415,
            -381190,
            -83096,
            -582082
        ]
    ]
}
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759055214549,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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)