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Trade: WAVES/USDT/720/HMA/PSAR/4601

Strategy
WAVES/USDT/720/HMA/PSAR/4601
Pair
WAVES_USDT
Interval
12h
Score
325017
Daily Profit
0.180937
Profit Factor
1.354746
Profitability
53.741497
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 03:23
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 357803.7825 375953.8322 -18150.0497 -44311.9036 12388.2186 -56700.1222
Total P&L (%) 357.8038 375.9538 -18.1501 -44.3119 12.3882 -56.7001
Avg Daily Profit (%) 0.1809 0.1901 -0.0092 -0.0296 0.0059 -0.0423
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98262 -97776 -200247 -150545 -156486 -187058
Profit Factor 1.3547 1.6848 0.9605 0.9601 1.0198 0.8835
Total Trades 147 74 73 147 74 73
Winning Trades 79 37 42 79 37 42
Losing Trades 68 37 31 68 37 31
Profitability (%) 53.7415 50 57.5342 53.7415 50 57.5342
Ratio Avg Win / Avg Loss 1.1661 1.6848 0.7089 0.8265 1.0198 0.6521
Largest Winning Trade 142783 142783 78638 97009 97009 86133
Largest Losing Trade -53139 -43125 -53139 -100306 -58856 -100306
Avg Bars in Trades 25 28 21 25 28 21
Avg Bars in Winners 25 28 22 25 28 22
Avg Bars in Losers 24 28 20 24 28 20
Bars Traded 3697 2108 1589 3697 2108 1589
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325017 -53451 -651203 -579626 -539311 -651203
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": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759105427962,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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": [
        [
            357803.7825364391,
            375953.8322333065,
            -18150.0496968675,
            -44311.9035969477,
            12388.2186326131,
            -56700.1222295609
        ],
        [
            357.803783,
            375.953832,
            -18.15005,
            -44.311904,
            12.388219,
            -56.700122
        ],
        [
            0.180937,
            0.190116,
            -0.009178,
            -0.029599,
            0.005906,
            -0.042318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98262,
            -97776,
            -200247,
            -150545,
            -156486,
            -187058
        ],
        [
            1.354746,
            1.6848,
            0.960511,
            0.96014,
            1.019823,
            0.883512
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            53.741497,
            50,
            57.534247,
            53.741497,
            50,
            57.534247
        ],
        [
            1.166111,
            1.6848,
            0.708948,
            0.82645,
            1.019823,
            0.652116
        ],
        [
            142783,
            142783,
            78638,
            97009,
            97009,
            86133
        ],
        [
            -53139,
            -43125,
            -53139,
            -100306,
            -58856,
            -100306
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            3697,
            2108,
            1589,
            3697,
            2108,
            1589
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325017,
            -53451,
            -651203,
            -579626,
            -539311,
            -651203
        ]
    ]
}
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": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759105427962,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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)