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Trade: WAVES/USDT/480/PWMA/PSAR/4470

Strategy
WAVES/USDT/480/PWMA/PSAR/4470
Pair
WAVES_USDT
Interval
8h
Score
530168
Daily Profit
0.328361
Profit Factor
2.305641
Profitability
56.896552
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-08 09:55
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 649168.7125 460587.4476 188581.2649 4819124.3726 912330.7069 3906793.6657
Total P&L (%) 649.1687 460.5874 188.5813 4819.1244 912.3307 3906.7937
Avg Daily Profit (%) 0.3284 0.233 0.0954 0.1972 0.1172 0.1869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66200 -54714 -102942 -2304263 -2304263 -1494976
Profit Factor 2.3056 3.0765 1.6848 1.5081 1.1683 1.9612
Total Trades 116 58 58 116 58 58
Winning Trades 66 31 35 66 31 35
Losing Trades 50 27 23 50 27 23
Profitability (%) 56.8966 53.4483 60.3448 56.8966 53.4483 60.3448
Ratio Avg Win / Avg Loss 1.7467 2.6795 1.1071 1.1425 1.0176 1.2888
Largest Winning Trade 120685 120685 72847 1534805 1112028 1534805
Largest Losing Trade -31900 -31900 -28557 -2304263 -2304263 -1298571
Avg Bars in Trades 49 44 53 49 44 53
Avg Bars in Winners 62 63 62 62 63 62
Avg Bars in Losers 30 22 39 30 22 39
Bars Traded 5686 2591 3095 5686 2591 3095
Profit Streak 0 0 591.2886 0 0 591.2886
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530168 -165827 -240905 380593 -251132 -166824
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759906533442,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "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": [
        [
            649168.712462057,
            460587.4475969707,
            188581.2648650863,
            4819124.3725720905,
            912330.7068993957,
            3906793.665672692
        ],
        [
            649.168712,
            460.587448,
            188.581265,
            4819.124373,
            912.330707,
            3906.793666
        ],
        [
            0.328361,
            0.232973,
            0.095388,
            0.197246,
            0.117157,
            0.18685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66200,
            -54714,
            -102942,
            -2304263,
            -2304263,
            -1494976
        ],
        [
            2.305641,
            3.076456,
            1.684782,
            1.508139,
            1.168349,
            1.961178
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            56.896552,
            53.448276,
            60.344828,
            56.896552,
            53.448276,
            60.344828
        ],
        [
            1.746698,
            2.679494,
            1.107143,
            1.14253,
            1.017595,
            1.288774
        ],
        [
            120685,
            120685,
            72847,
            1534805,
            1112028,
            1534805
        ],
        [
            -31900,
            -31900,
            -28557,
            -2304263,
            -2304263,
            -1298571
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            62,
            63,
            62,
            62,
            63,
            62
        ],
        [
            30,
            22,
            39,
            30,
            22,
            39
        ],
        [
            5686,
            2591,
            3095,
            5686,
            2591,
            3095
        ],
        [
            0,
            0,
            591.288581,
            0,
            0,
            591.288581
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530168,
            -165827,
            -240905,
            380593,
            -251132,
            -166824
        ]
    ]
}
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": 1553472000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759906533442,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "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)