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Trade: WAVES/USDT/360/SWMA/PSAR/8230

Strategy
WAVES/USDT/360/SWMA/PSAR/8230
Pair
WAVES_USDT
Interval
6h
Score
358021
Daily Profit
0.220370
Profit Factor
1.791740
Profitability
46.017699
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 07:31
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 435617.0011 358725.3984 76891.6027 553268.8503 -131139.8591 684408.7094
Total P&L (%) 435.617 358.7254 76.8916 553.2689 -131.1399 684.4087
Avg Daily Profit (%) 0.2204 0.1815 0.0389 0.095 0 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88688 -62903 -142214 -1325799 -1027535 -818865
Profit Factor 1.7917 2.3678 1.267 1.1502 0.935 1.4109
Total Trades 113 57 56 113 57 56
Winning Trades 52 26 26 52 26 26
Losing Trades 61 31 30 61 31 30
Profitability (%) 46.0177 45.614 46.4286 46.0177 45.614 46.4286
Ratio Avg Win / Avg Loss 2.1018 2.8231 1.462 1.3492 1.1148 1.628
Largest Winning Trade 111263 111263 72109 685119 278092 685119
Largest Losing Trade -33722 -33722 -33085 -578377 -274856 -578377
Avg Bars in Trades 67 60 74 67 60 74
Avg Bars in Winners 100 90 110 100 90 110
Avg Bars in Losers 39 34 44 39 34 44
Bars Traded 7620 3432 4188 7620 3432 4188
Profit Streak 0 0 579.1883 0 0 579.1883
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358021 -169788 -321545 -122317 -760872 -231997
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": 1552543200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758947467024,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "offset": 78
        }
    },
    "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": [
        [
            435617.0011273925,
            358725.3984226802,
            76891.6027047123,
            553268.850271032,
            -131139.8591315251,
            684408.7094025572
        ],
        [
            435.617001,
            358.725398,
            76.891603,
            553.26885,
            -131.139859,
            684.408709
        ],
        [
            0.22037,
            0.181472,
            0.038898,
            0.09499,
            0,
            0.104254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88688,
            -62903,
            -142214,
            -1325799,
            -1027535,
            -818865
        ],
        [
            1.79174,
            2.367793,
            1.267044,
            1.150177,
            0.935033,
            1.410921
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            46.017699,
            45.614035,
            46.428571,
            46.017699,
            45.614035,
            46.428571
        ],
        [
            2.101849,
            2.823138,
            1.461974,
            1.349246,
            1.114848,
            1.627985
        ],
        [
            111263,
            111263,
            72109,
            685119,
            278092,
            685119
        ],
        [
            -33722,
            -33722,
            -33085,
            -578377,
            -274856,
            -578377
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            100,
            90,
            110,
            100,
            90,
            110
        ],
        [
            39,
            34,
            44,
            39,
            34,
            44
        ],
        [
            7620,
            3432,
            4188,
            7620,
            3432,
            4188
        ],
        [
            0,
            0,
            579.188276,
            0,
            0,
            579.188276
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358021,
            -169788,
            -321545,
            -122317,
            -760872,
            -231997
        ]
    ]
}
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": 1552543200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758947467024,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "offset": 78
        }
    },
    "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)