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Trade: WAVES/USDT/240/HWMA/PSAR/7336

Strategy
WAVES/USDT/240/HWMA/PSAR/7336
Pair
WAVES_USDT
Interval
4h
Score
339697
Daily Profit
0.167770
Profit Factor
1.505382
Profitability
48.066298
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 18:39
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275260.0254 331513.6725 -56253.6471 -64868.0244 -18628.6513 -46239.3731
Total P&L (%) 275.26 331.5137 -56.2536 -64.868 -18.6287 -46.2394
Avg Daily Profit (%) 0.1393 0.1678 -0.0285 -0.0529 -0.0104 -0.0314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206337 -164390 -144484 -655949 -550812 -375769
Profit Factor 1.2025 1.5054 0.92 0.977 0.9868 0.9671
Total Trades 362 181 181 362 181 181
Winning Trades 168 87 81 168 87 81
Losing Trades 194 94 100 194 94 100
Profitability (%) 46.4088 48.0663 44.7514 46.4088 48.0663 44.7514
Ratio Avg Win / Avg Loss 1.3886 1.6265 1.1358 1.1282 1.0662 1.194
Largest Winning Trade 175546 175546 53644 254119 254119 240437
Largest Losing Trade -47538 -47538 -38093 -327367 -327367 -142731
Avg Bars in Trades 32 30 33 32 30 33
Avg Bars in Winners 41 35 47 41 35 47
Avg Bars in Losers 24 26 21 24 26 21
Bars Traded 11634 5566 6068 11634 5566 6068
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7086 339697 -580760 -578615 -579470 -580760
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549123200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759333193682,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 92,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            275260.0254213468,
            331513.6725073904,
            -56253.647086044,
            -64868.0243984149,
            -18628.6513160065,
            -46239.3730824084
        ],
        [
            275.260025,
            331.513673,
            -56.253647,
            -64.868024,
            -18.628651,
            -46.239373
        ],
        [
            0.139302,
            0.16777,
            -0.028468,
            -0.052924,
            -0.010432,
            -0.031403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206337,
            -164390,
            -144484,
            -655949,
            -550812,
            -375769
        ],
        [
            1.202505,
            1.505382,
            0.920015,
            0.977016,
            0.986848,
            0.96711
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            168,
            87,
            81,
            168,
            87,
            81
        ],
        [
            194,
            94,
            100,
            194,
            94,
            100
        ],
        [
            46.40884,
            48.066298,
            44.751381,
            46.40884,
            48.066298,
            44.751381
        ],
        [
            1.388607,
            1.626505,
            1.135821,
            1.12822,
            1.066249,
            1.193963
        ],
        [
            175546,
            175546,
            53644,
            254119,
            254119,
            240437
        ],
        [
            -47538,
            -47538,
            -38093,
            -327367,
            -327367,
            -142731
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            41,
            35,
            47,
            41,
            35,
            47
        ],
        [
            24,
            26,
            21,
            24,
            26,
            21
        ],
        [
            11634,
            5566,
            6068,
            11634,
            5566,
            6068
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7086,
            339697,
            -580760,
            -578615,
            -579470,
            -580760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549123200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759333193682,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 92,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)