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Trade: WAVES/USDT/720/MIDPRICE/PSAR/5900

Strategy
WAVES/USDT/720/MIDPRICE/PSAR/5900
Pair
WAVES_USDT
Interval
12h
Score
507467
Daily Profit
0.284020
Profit Factor
1.931382
Profitability
61.818182
Streak
539.620557
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 05:53
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 561649.9451 500301.3207 61348.6244 835935.6541 1255071.5313 -419135.8772
Total P&L (%) 561.6499 500.3013 61.3486 835.9357 1255.0715 -419.1359
Avg Daily Profit (%) 0.284 0.253 0.031 0.1132 0.1319 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122211 -58174 -169770 -1245177 -750766 -1124008
Profit Factor 1.9314 2.688 1.2001 1.1551 1.4513 0.8393
Total Trades 110 55 55 110 55 55
Winning Trades 68 35 33 68 35 33
Losing Trades 42 20 22 42 20 22
Profitability (%) 61.8182 63.6364 60 61.8182 63.6364 60
Ratio Avg Win / Avg Loss 1.1929 1.536 0.8 0.7134 0.8293 0.5596
Largest Winning Trade 132813 132813 90086 579999 579999 572233
Largest Losing Trade -58174 -58174 -50976 -750766 -750766 -448677
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 36 24 49 36 24 49
Avg Bars in Losers 26 22 29 26 22 29
Bars Traded 3573 1301 2272 3573 1301 2272
Profit Streak 539.6206 539.6206 550.1206 539.6206 539.6206 550.1206
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507467 -163807 -332387 -90323 -194617 -758953
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": 1558483200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816151,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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": [
        [
            561649.945117251,
            500301.3207095213,
            61348.6244077298,
            835935.6540949475,
            1255071.531270244,
            -419135.8771752973
        ],
        [
            561.649945,
            500.301321,
            61.348624,
            835.935654,
            1255.071531,
            -419.135877
        ],
        [
            0.28402,
            0.252997,
            0.031023,
            0.113155,
            0.131892,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122211,
            -58174,
            -169770,
            -1245177,
            -750766,
            -1124008
        ],
        [
            1.931382,
            2.688041,
            1.200062,
            1.155094,
            1.45131,
            0.839346
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            61.818182,
            63.636364,
            60,
            61.818182,
            63.636364,
            60
        ],
        [
            1.192913,
            1.536024,
            0.800041,
            0.71344,
            0.82932,
            0.559564
        ],
        [
            132813,
            132813,
            90086,
            579999,
            579999,
            572233
        ],
        [
            -58174,
            -58174,
            -50976,
            -750766,
            -750766,
            -448677
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            36,
            24,
            49,
            36,
            24,
            49
        ],
        [
            26,
            22,
            29,
            26,
            22,
            29
        ],
        [
            3573,
            1301,
            2272,
            3573,
            1301,
            2272
        ],
        [
            539.620557,
            539.620557,
            550.120557,
            539.620557,
            539.620557,
            550.120557
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507467,
            -163807,
            -332387,
            -90323,
            -194617,
            -758953
        ]
    ]
}
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": 1558483200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816151,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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)