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Trade: WAVES/USDT/720/EMA/PSAR/9589

Strategy
WAVES/USDT/720/EMA/PSAR/9589
Pair
WAVES_USDT
Interval
12h
Score
607010
Daily Profit
0.252538
Profit Factor
3.875650
Profitability
59.090909
Streak
526.100736
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 05:25
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644890.7844 499393.4317 145497.3527 4557277.4625 2611010.7157 1946266.7469
Total P&L (%) 644.8908 499.3934 145.4974 4557.2775 2611.0107 1946.2667
Avg Daily Profit (%) 0.3261 0.2525 0.0736 0.1944 0.167 0.1528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99064 -36972 -98213 -1387220 -954324 -899314
Profit Factor 2.7085 3.8757 1.7139 1.8812 1.9599 1.7939
Total Trades 88 44 44 88 44 44
Winning Trades 49 26 23 49 26 23
Losing Trades 39 18 21 39 18 21
Profitability (%) 55.6818 59.0909 52.2727 55.6818 59.0909 52.2727
Ratio Avg Win / Avg Loss 2.1558 2.6831 1.5649 1.4973 1.3569 1.6379
Largest Winning Trade 166040 166040 87925 1299802 1299802 1009208
Largest Losing Trade -29129 -20706 -29129 -931209 -931209 -758806
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 55 48 64 55 48 64
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 3617 1629 1988 3617 1629 1988
Profit Streak 526.1007 526.1007 582.1007 526.1007 526.1007 582.1007
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 583714 607010 -90145 445717 438781 444531
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112703576,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 245,
            "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": [
        [
            644890.7843881071,
            499393.4316590005,
            145497.3527291067,
            4557277.462525223,
            2611010.715661076,
            1946266.7468641475
        ],
        [
            644.890784,
            499.393432,
            145.497353,
            4557.277463,
            2611.010716,
            1946.266747
        ],
        [
            0.326114,
            0.252538,
            0.073576,
            0.194425,
            0.167012,
            0.152764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99064,
            -36972,
            -98213,
            -1387220,
            -954324,
            -899314
        ],
        [
            2.708507,
            3.87565,
            1.713937,
            1.881186,
            1.959901,
            1.793852
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            55.681818,
            59.090909,
            52.272727,
            55.681818,
            59.090909,
            52.272727
        ],
        [
            2.155751,
            2.683143,
            1.564899,
            1.49727,
            1.356855,
            1.637865
        ],
        [
            166040,
            166040,
            87925,
            1299802,
            1299802,
            1009208
        ],
        [
            -29129,
            -20706,
            -29129,
            -931209,
            -931209,
            -758806
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            55,
            48,
            64,
            55,
            48,
            64
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            3617,
            1629,
            1988,
            3617,
            1629,
            1988
        ],
        [
            526.100736,
            526.100736,
            582.100736,
            526.100736,
            526.100736,
            582.100736
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583714,
            607010,
            -90145,
            445717,
            438781,
            444531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112703576,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 245,
            "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)