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Trade: WAVES/USDT/480/JMA/PSAR/5378

Strategy
WAVES/USDT/480/JMA/PSAR/5378
Pair
WAVES_USDT
Interval
8h
Score
300539
Daily Profit
0.208271
Profit Factor
1.640944
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 01:25
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 370025.7268 411752.7022 -41726.9754 -100728.6334 -294921.1423 194192.5089
Total P&L (%) 370.0257 411.7527 -41.727 -100.7286 -294.9211 194.1925
Avg Daily Profit (%) 0.1872 0.2083 -0.0211 0 0 0.0546
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236644 -126951 -171668 -1586549 -1148702 -621897
Profit Factor 1.3076 1.6409 0.9255 0.9745 0.8751 1.1227
Total Trades 191 96 95 191 96 95
Winning Trades 90 42 48 93 44 49
Losing Trades 101 54 47 98 52 46
Profitability (%) 47.1204 43.75 50.5263 48.6911 45.8333 51.5789
Ratio Avg Win / Avg Loss 1.4674 2.1098 0.9063 1.0269 1.0343 1.054
Largest Winning Trade 202338 202338 80108 704678 588708 704678
Largest Losing Trade -100449 -40361 -100449 -433103 -292804 -433103
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 35 31 40 34 33 35
Avg Bars in Losers 23 23 24 24 21 28
Bars Traded 5650 2576 3074 5650 2576 3074
Profit Streak 0 0 0 501.9343 501.9343 506.2676
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 280793 300539 -581010 -577382 -580167 -205069
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554710400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324196,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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": [
        [
            370025.7267557943,
            411752.7021723398,
            -41726.9754165456,
            -100728.6334282761,
            -294921.1422865064,
            194192.5088582304
        ],
        [
            370.025727,
            411.752702,
            -41.726975,
            -100.728633,
            -294.921142,
            194.192509
        ],
        [
            0.187165,
            0.208271,
            -0.021106,
            0,
            0,
            0.054596
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236644,
            -126951,
            -171668,
            -1586549,
            -1148702,
            -621897
        ],
        [
            1.30762,
            1.640944,
            0.925548,
            0.974465,
            0.875146,
            1.12271
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            90,
            42,
            48,
            93,
            44,
            49
        ],
        [
            101,
            54,
            47,
            98,
            52,
            46
        ],
        [
            47.120419,
            43.75,
            50.526316,
            48.691099,
            45.833333,
            51.578947
        ],
        [
            1.46744,
            2.109785,
            0.906265,
            1.026855,
            1.034264,
            1.053973
        ],
        [
            202338,
            202338,
            80108,
            704678,
            588708,
            704678
        ],
        [
            -100449,
            -40361,
            -100449,
            -433103,
            -292804,
            -433103
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            35,
            31,
            40,
            34,
            33,
            35
        ],
        [
            23,
            23,
            24,
            24,
            21,
            28
        ],
        [
            5650,
            2576,
            3074,
            5650,
            2576,
            3074
        ],
        [
            0,
            0,
            0,
            501.934308,
            501.934308,
            506.267641
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            280793,
            300539,
            -581010,
            -577382,
            -580167,
            -205069
        ]
    ]
}
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": 1554710400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324196,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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)