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Trade: WAVES/USDT/480/DCM/PSAR/4277

Strategy
WAVES/USDT/480/DCM/PSAR/4277
Pair
WAVES_USDT
Interval
8h
Score
471239
Daily Profit
0.331303
Profit Factor
1.821843
Profitability
55.113636
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654986.9525 499694.4968 155292.4558 2531383.0694 -470222.5264 3001605.5958
Total P&L (%) 654.987 499.6945 155.2925 2531.3831 -470.2225 3001.6056
Avg Daily Profit (%) 0.3313 0.2528 0.0786 0.1655 0 0.1739
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112261 -58087 -158661 -3815820 -2818712 -3226856
Profit Factor 1.8218 2.1986 1.4086 1.215 0.9257 1.551
Total Trades 176 88 88 176 88 88
Winning Trades 97 48 49 97 48 49
Losing Trades 79 40 39 79 40 39
Profitability (%) 55.1136 54.5455 55.6818 55.1136 54.5455 55.6818
Ratio Avg Win / Avg Loss 1.4838 1.8321 1.1211 0.9895 0.7714 1.2345
Largest Winning Trade 109007 109007 80000 1886665 938211 1886665
Largest Losing Trade -46845 -46845 -35333 -1162609 -967296 -1162609
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 39 26 53 39 26 53
Avg Bars in Losers 23 21 26 23 21 26
Bars Traded 5730 2108 3622 5730 2108 3622
Profit Streak 0 0 548.6305 0 0 548.6305
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471239 460924 -85948 260117 -580229 389135

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870472745,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 90,
            "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": [
        [
            654986.9525441456,
            499694.4967923025,
            155292.4557518423,
            2531383.0693507837,
            -470222.5264212665,
            3001605.5957720503
        ],
        [
            654.986953,
            499.694497,
            155.292456,
            2531.383069,
            -470.222526,
            3001.605596
        ],
        [
            0.331303,
            0.252754,
            0.07855,
            0.165544,
            0,
            0.173874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112261,
            -58087,
            -158661,
            -3815820,
            -2818712,
            -3226856
        ],
        [
            1.821843,
            2.19855,
            1.408603,
            1.214968,
            0.925698,
            1.551044
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            55.113636,
            54.545455,
            55.681818,
            55.113636,
            54.545455,
            55.681818
        ],
        [
            1.483769,
            1.832125,
            1.121133,
            0.98951,
            0.771415,
            1.234504
        ],
        [
            109007,
            109007,
            80000,
            1886665,
            938211,
            1886665
        ],
        [
            -46845,
            -46845,
            -35333,
            -1162609,
            -967296,
            -1162609
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            39,
            26,
            53,
            39,
            26,
            53
        ],
        [
            23,
            21,
            26,
            23,
            21,
            26
        ],
        [
            5730,
            2108,
            3622,
            5730,
            2108,
            3622
        ],
        [
            0,
            0,
            548.630472,
            0,
            0,
            548.630472
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471239,
            460924,
            -85948,
            260117,
            -580229,
            389135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870472745,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 90,
            "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)