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Trade: WAVES/USDT/240/RMA/PSAR/3826

Strategy
WAVES/USDT/240/RMA/PSAR/3826
Pair
WAVES_USDT
Interval
4h
Score
492679
Daily Profit
0.293835
Profit Factor
1.761930
Profitability
52.727273
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:23
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 580617.444 514664.7332 65952.7109 1176060.769 1140903.6595 35157.1096
Total P&L (%) 580.6174 514.6647 65.9527 1176.0608 1140.9037 35.1571
Avg Daily Profit (%) 0.2938 0.2605 0.0334 0.1289 0.1275 0.0152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138568 -76104 -77587 -4504300 -2427157 -2334492
Profit Factor 1.7619 2.3046 1.1794 1.0935 1.1893 1.0054
Total Trades 220 110 110 220 110 110
Winning Trades 116 59 57 116 59 57
Losing Trades 104 51 53 104 51 53
Profitability (%) 52.7273 53.6364 51.8182 52.7273 53.6364 51.8182
Ratio Avg Win / Avg Loss 1.5797 1.9921 1.0967 0.9804 1.028 0.9348
Largest Winning Trade 151037 151037 90727 2714288 1145116 2714288
Largest Losing Trade -48502 -34037 -48502 -2052121 -767198 -2052121
Avg Bars in Trades 51 46 56 51 46 56
Avg Bars in Winners 71 64 79 71 64 79
Avg Bars in Losers 28 24 32 28 24 32
Bars Traded 11306 5062 6244 11306 5062 6244
Profit Streak 0 0 541.6827 0 0 541.6827
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492679 473488 -171154 -138321 -34432 -390863
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550678400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494182137,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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": [
        [
            580617.4440488709,
            514664.7331899428,
            65952.7108589281,
            1176060.7690453173,
            1140903.6594644343,
            35157.1095808845
        ],
        [
            580.617444,
            514.664733,
            65.952711,
            1176.060769,
            1140.903659,
            35.15711
        ],
        [
            0.293835,
            0.260458,
            0.033377,
            0.128948,
            0.127532,
            0.015248
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138568,
            -76104,
            -77587,
            -4504300,
            -2427157,
            -2334492
        ],
        [
            1.76193,
            2.304617,
            1.179444,
            1.093479,
            1.189302,
            1.005364
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            116,
            59,
            57,
            116,
            59,
            57
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            52.727273,
            53.636364,
            51.818182,
            52.727273,
            53.636364,
            51.818182
        ],
        [
            1.579662,
            1.992126,
            1.096676,
            0.980361,
            1.028041,
            0.934812
        ],
        [
            151037,
            151037,
            90727,
            2714288,
            1145116,
            2714288
        ],
        [
            -48502,
            -34037,
            -48502,
            -2052121,
            -767198,
            -2052121
        ],
        [
            51,
            46,
            56,
            51,
            46,
            56
        ],
        [
            71,
            64,
            79,
            71,
            64,
            79
        ],
        [
            28,
            24,
            32,
            28,
            24,
            32
        ],
        [
            11306,
            5062,
            6244,
            11306,
            5062,
            6244
        ],
        [
            0,
            0,
            541.682663,
            0,
            0,
            541.682664
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            492679,
            473488,
            -171154,
            -138321,
            -34432,
            -390863
        ]
    ]
}
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": 1550678400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494182137,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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)