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Trade: WAVES/USDT/120/RMA/PSAR/1138

Strategy
WAVES/USDT/120/RMA/PSAR/1138
Pair
WAVES_USDT
Interval
2h
Score
350301
Daily Profit
0.214628
Profit Factor
1.362970
Profitability
49.597855
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 06:06
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 196891.6811 347267.4948 -150375.8136 -83404.3747 63722.0786 -147126.4533
Total P&L (%) 196.8917 347.2675 -150.3758 -83.4044 63.7221 -147.1265
Avg Daily Profit (%) 0.1217 0.2146 -0.0929 -0.1109 0.0305 0
Buy And Hold Return (%) 23.7351 23.7351 23.7351 23.7351 23.7351 23.7351
Max Trade Drawdown -190843 -96169 -255062 -155275 -84270 -192347
Profit Factor 1.1033 1.363 0.8416 0.9368 1.0935 0.7699
Total Trades 746 373 373 746 373 373
Winning Trades 354 185 169 354 185 169
Losing Trades 392 188 204 392 188 204
Profitability (%) 47.4531 49.5979 45.3083 47.4531 49.5979 45.3083
Ratio Avg Win / Avg Loss 1.2217 1.3851 1.0159 1.0374 1.1113 0.9293
Largest Winning Trade 198833 198833 55295 66908 66908 30206
Largest Losing Trade -36042 -24786 -36042 -26717 -26717 -22299
Avg Bars in Trades 25 24 26 25 24 26
Avg Bars in Winners 32 28 36 32 28 36
Avg Bars in Losers 19 21 18 19 21 18
Bars Traded 19173 9299 9874 19173 9299 9874
Profit Streak 0 0 492.4631 0 0 492.4631
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134268 350301 -578679 -575927 -271679 -580346
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579183200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547213337,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 64,
            "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": [
        [
            196891.6811459683,
            347267.4947542602,
            -150375.8136082919,
            -83404.3747055962,
            63722.0786237668,
            -147126.453329363
        ],
        [
            196.891681,
            347.267495,
            -150.375814,
            -83.404375,
            63.722079,
            -147.126453
        ],
        [
            0.121688,
            0.214628,
            -0.092939,
            -0.110942,
            0.030474,
            0
        ],
        [
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051
        ],
        [
            -190843,
            -96169,
            -255062,
            -155275,
            -84270,
            -192347
        ],
        [
            1.1033,
            1.36297,
            0.841588,
            0.936843,
            1.093543,
            0.769891
        ],
        [
            746,
            373,
            373,
            746,
            373,
            373
        ],
        [
            354,
            185,
            169,
            354,
            185,
            169
        ],
        [
            392,
            188,
            204,
            392,
            188,
            204
        ],
        [
            47.453083,
            49.597855,
            45.308311,
            47.453083,
            49.597855,
            45.308311
        ],
        [
            1.221734,
            1.385072,
            1.015882,
            1.037408,
            1.111276,
            0.929336
        ],
        [
            198833,
            198833,
            55295,
            66908,
            66908,
            30206
        ],
        [
            -36042,
            -24786,
            -36042,
            -26717,
            -26717,
            -22299
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            19173,
            9299,
            9874,
            19173,
            9299,
            9874
        ],
        [
            0,
            0,
            492.463117,
            0,
            0,
            492.463117
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134268,
            350301,
            -578679,
            -575927,
            -271679,
            -580346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579183200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547213337,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 64,
            "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)