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Trade: WAVES/USDT/360/PWMA/PSAR/8543

Strategy
WAVES/USDT/360/PWMA/PSAR/8543
Pair
WAVES_USDT
Interval
6h
Score
535198
Daily Profit
0.332599
Profit Factor
1.581145
Profitability
50.171821
Streak
490.221797
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 20:19
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657466.032 531942.0069 125524.025 1558509.7385 525389.1713 1033120.5672
Total P&L (%) 657.466 531.942 125.524 1558.5097 525.3892 1033.1206
Avg Daily Profit (%) 0.3326 0.2691 0.0635 0.1422 0.0928 0.1229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154747 -135344 -123635 -2105214 -1677564 -603010
Profit Factor 1.5811 1.8987 1.2327 1.2376 1.1368 1.38
Total Trades 291 146 145 291 146 145
Winning Trades 146 73 73 146 73 73
Losing Trades 145 73 72 145 73 72
Profitability (%) 50.1718 50 50.3448 50.1718 50 50.3448
Ratio Avg Win / Avg Loss 1.5703 1.8987 1.2158 1.2291 1.1368 1.3611
Largest Winning Trade 143539 143539 71079 1040251 862570 1040251
Largest Losing Trade -37440 -30341 -37440 -759678 -759678 -422876
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 32 32 33 32 32 33
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 7736 3720 4016 7736 3720 4016
Profit Streak 490.2218 490.2218 499.9718 490.2218 490.2218 499.9718
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535198 465398 -107730 -334 -138065 -27239
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166363302,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "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": [
        [
            657466.031970291,
            531942.0069363763,
            125524.0250339151,
            1558509.7385185792,
            525389.1712917059,
            1033120.5672268728
        ],
        [
            657.466032,
            531.942007,
            125.524025,
            1558.509739,
            525.389171,
            1033.120567
        ],
        [
            0.332599,
            0.269099,
            0.0635,
            0.142178,
            0.092781,
            0.122881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154747,
            -135344,
            -123635,
            -2105214,
            -1677564,
            -603010
        ],
        [
            1.581145,
            1.898731,
            1.23269,
            1.237572,
            1.136772,
            1.379989
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            50.171821,
            50,
            50.344828,
            50.171821,
            50,
            50.344828
        ],
        [
            1.570316,
            1.898731,
            1.215804,
            1.229095,
            1.136772,
            1.361085
        ],
        [
            143539,
            143539,
            71079,
            1040251,
            862570,
            1040251
        ],
        [
            -37440,
            -30341,
            -37440,
            -759678,
            -759678,
            -422876
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            7736,
            3720,
            4016,
            7736,
            3720,
            4016
        ],
        [
            490.221797,
            490.221797,
            499.971797,
            490.221797,
            490.221797,
            499.971797
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535198,
            465398,
            -107730,
            -334,
            -138065,
            -27239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166363302,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "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)