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Trade: WAVES/USDT/720/HMA/PSAR/9560

Strategy
WAVES/USDT/720/HMA/PSAR/9560
Pair
WAVES_USDT
Interval
12h
Score
460285
Daily Profit
0.312494
Profit Factor
1.626651
Profitability
54.970760
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 07:20
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 617956.0311 538243.9181 79712.113 381074.6655 330327.1565 50747.509
Total P&L (%) 617.956 538.2439 79.7121 381.0747 330.3272 50.7475
Avg Daily Profit (%) 0.3125 0.2722 0.0403 0.0795 0.0738 0.0208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84181 -103193 -146122 -859720 -854214 -1080946
Profit Factor 1.6267 1.9799 1.1825 1.0796 1.1276 1.0231
Total Trades 171 86 85 171 86 85
Winning Trades 94 44 50 94 44 50
Losing Trades 77 42 35 77 42 35
Profitability (%) 54.9708 51.1628 58.8235 54.9708 51.1628 58.8235
Ratio Avg Win / Avg Loss 1.3325 1.8899 0.8277 0.8843 1.0763 0.7162
Largest Winning Trade 207104 207104 78555 486081 438446 486081
Largest Losing Trade -53139 -42432 -53139 -655650 -354593 -655650
Avg Bars in Trades 21 25 18 21 25 18
Avg Bars in Winners 21 24 19 21 24 19
Avg Bars in Losers 21 26 16 21 26 16
Bars Traded 3713 2179 1534 3713 2179 1534
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 460285 450736 -159430 -219671 -174435 -362127
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": 1556582400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758946806748,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 193,
            "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": [
        [
            617956.0310756098,
            538243.9180884215,
            79712.1129871883,
            381074.6654872246,
            330327.1565060221,
            50747.5089812031
        ],
        [
            617.956031,
            538.243918,
            79.712113,
            381.074665,
            330.327157,
            50.747509
        ],
        [
            0.312494,
            0.272184,
            0.04031,
            0.079468,
            0.073826,
            0.020757
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84181,
            -103193,
            -146122,
            -859720,
            -854214,
            -1080946
        ],
        [
            1.626651,
            1.979876,
            1.18248,
            1.079594,
            1.127599,
            1.023078
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            94,
            44,
            50,
            94,
            44,
            50
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            54.97076,
            51.162791,
            58.823529,
            54.97076,
            51.162791,
            58.823529
        ],
        [
            1.33247,
            1.889882,
            0.827736,
            0.884348,
            1.076345,
            0.716155
        ],
        [
            207104,
            207104,
            78555,
            486081,
            438446,
            486081
        ],
        [
            -53139,
            -42432,
            -53139,
            -655650,
            -354593,
            -655650
        ],
        [
            21,
            25,
            18,
            21,
            25,
            18
        ],
        [
            21,
            24,
            19,
            21,
            24,
            19
        ],
        [
            21,
            26,
            16,
            21,
            26,
            16
        ],
        [
            3713,
            2179,
            1534,
            3713,
            2179,
            1534
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460285,
            450736,
            -159430,
            -219671,
            -174435,
            -362127
        ]
    ]
}
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": 1556582400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758946806748,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 193,
            "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)