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Trade: WAVES/USDT/720/HWMA/PSAR/2008

Strategy
WAVES/USDT/720/HWMA/PSAR/2008
Pair
WAVES_USDT
Interval
12h
Score
611618
Daily Profit
0.553992
Profit Factor
4.593962
Profitability
45.945946
Streak
0.000000
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 1075494.3326 1095519.1439 -20024.8113 -53450.5543 870089.1673 -923539.7216
Total P&L (%) 1075.4943 1095.5191 -20.0248 -53.4506 870.0892 -923.5397
Avg Daily Profit (%) 0.5439 0.554 -0.0101 -0.0387 0.115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -286425 -236076 -98339 -2293657 -1646058 -1040036
Profit Factor 3.0851 4.594 0.9051 0.9832 1.4678 0.3018
Total Trades 73 37 36 73 37 36
Winning Trades 32 17 15 32 17 15
Losing Trades 41 20 21 41 20 21
Profitability (%) 43.8356 45.9459 41.6667 43.8356 45.9459 41.6667
Ratio Avg Win / Avg Loss 3.9528 5.4047 1.2671 1.2597 1.7269 0.4225
Largest Winning Trade 1282595 1282595 59630 1645029 1645029 86959
Largest Losing Trade -50198 -50198 -32980 -788434 -788434 -441886
Avg Bars in Trades 50 53 46 50 53 46
Avg Bars in Winners 73 73 74 73 73 74
Avg Bars in Losers 32 37 26 32 37 26
Bars Traded 3669 1990 1679 3669 1990 1679
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 -61803 611618 -582354 -657786 -38446 -584020
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": 1557576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112700810,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 227,
            "na": 0.33805,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 81,
            "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": [
        [
            1075494.3325901926,
            1095519.143934184,
            -20024.8113439911,
            -53450.5543472958,
            870089.1672529123,
            -923539.7216002081
        ],
        [
            1075.494333,
            1095.519144,
            -20.024811,
            -53.450554,
            870.089167,
            -923.539722
        ],
        [
            0.543866,
            0.553992,
            -0.010126,
            -0.03866,
            0.11497,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -286425,
            -236076,
            -98339,
            -2293657,
            -1646058,
            -1040036
        ],
        [
            3.085135,
            4.593962,
            0.905082,
            0.983205,
            1.467829,
            0.301802
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            43.835616,
            45.945946,
            41.666667,
            43.835616,
            45.945946,
            41.666667
        ],
        [
            3.952829,
            5.404661,
            1.267114,
            1.259732,
            1.726857,
            0.422523
        ],
        [
            1282595,
            1282595,
            59630,
            1645029,
            1645029,
            86959
        ],
        [
            -50198,
            -50198,
            -32980,
            -788434,
            -788434,
            -441886
        ],
        [
            50,
            53,
            46,
            50,
            53,
            46
        ],
        [
            73,
            73,
            74,
            73,
            73,
            74
        ],
        [
            32,
            37,
            26,
            32,
            37,
            26
        ],
        [
            3669,
            1990,
            1679,
            3669,
            1990,
            1679
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61803,
            611618,
            -582354,
            -657786,
            -38446,
            -584020
        ]
    ]
}
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": 1557576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112700810,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 227,
            "na": 0.33805,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 81,
            "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)