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Trade: WAVES/USDT/720/MIDPRICE/PSAR/8771

Strategy
WAVES/USDT/720/MIDPRICE/PSAR/8771
Pair
WAVES_USDT
Interval
12h
Score
508921
Daily Profit
0.224815
Profit Factor
2.321020
Profitability
57.142857
Streak
541.106808
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-01 17:33
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 415084.6931 444572.5974 -29487.9043 111687.6063 259666.4909 -147978.8846
Total P&L (%) 415.0847 444.5726 -29.4879 111.6876 259.6665 -147.9789
Avg Daily Profit (%) 0.2099 0.2248 -0.0149 0.0379 0.0647 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118497 -66746 -206038 -554094 -334844 -372416
Profit Factor 1.6004 2.321 0.9169 1.0601 1.2559 0.8247
Total Trades 97 49 48 97 49 48
Winning Trades 52 28 24 52 28 24
Losing Trades 45 21 24 45 21 24
Profitability (%) 53.6082 57.1429 50 53.6082 57.1429 50
Ratio Avg Win / Avg Loss 1.385 1.7408 0.9169 0.9174 0.9419 0.8247
Largest Winning Trade 96843 96843 90086 209845 209845 207035
Largest Losing Trade -57856 -57856 -49838 -249814 -249814 -112804
Avg Bars in Trades 36 26 47 36 26 47
Avg Bars in Winners 43 24 66 43 24 66
Avg Bars in Losers 28 29 28 28 29 28
Bars Traded 3585 1304 2282 3585 1304 2282
Profit Streak 541.1068 541.1068 551.6068 541.1068 541.1068 551.6068
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407133 508921 -580105 -296654 -106442 -580105
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329228176,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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": [
        [
            415084.6931206561,
            444572.5974093835,
            -29487.9042887273,
            111687.6062531973,
            259666.4908678554,
            -147978.8846146581
        ],
        [
            415.084693,
            444.572597,
            -29.487904,
            111.687606,
            259.666491,
            -147.978885
        ],
        [
            0.209904,
            0.224815,
            -0.014912,
            0.037931,
            0.064749,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118497,
            -66746,
            -206038,
            -554094,
            -334844,
            -372416
        ],
        [
            1.600435,
            2.32102,
            0.916881,
            1.060078,
            1.255895,
            0.824733
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            53.608247,
            57.142857,
            50,
            53.608247,
            57.142857,
            50
        ],
        [
            1.384992,
            1.740765,
            0.916881,
            0.917375,
            0.941921,
            0.824733
        ],
        [
            96843,
            96843,
            90086,
            209845,
            209845,
            207035
        ],
        [
            -57856,
            -57856,
            -49838,
            -249814,
            -249814,
            -112804
        ],
        [
            36,
            26,
            47,
            36,
            26,
            47
        ],
        [
            43,
            24,
            66,
            43,
            24,
            66
        ],
        [
            28,
            29,
            28,
            28,
            29,
            28
        ],
        [
            3585,
            1304,
            2282,
            3585,
            1304,
            2282
        ],
        [
            541.106807,
            541.106808,
            551.606808,
            541.106808,
            541.106808,
            551.606808
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407133,
            508921,
            -580105,
            -296654,
            -106442,
            -580105
        ]
    ]
}
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329228176,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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)