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Trade: WAVES/USDT/720/SSF/PSAR/4160

Strategy
WAVES/USDT/720/SSF/PSAR/4160
Pair
WAVES_USDT
Interval
12h
Score
309297
Daily Profit
0.161606
Profit Factor
1.374931
Profitability
50.675676
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 03:14
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 319574.8943 304679.8649 14895.0294 -22671.7287 447248.0995 -469919.8282
Total P&L (%) 319.5749 304.6799 14.895 -22.6717 447.2481 -469.9198
Avg Daily Profit (%) 0.1616 0.1541 0.0075 -0.013 0.086 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137617 -129666 -160849 -599065 -243456 -691199
Profit Factor 1.3749 1.7701 1.0326 0.9896 1.5155 0.6421
Total Trades 148 74 74 148 74 74
Winning Trades 75 37 38 75 37 38
Losing Trades 73 37 36 73 37 36
Profitability (%) 50.6757 50 51.3514 50.6757 50 51.3514
Ratio Avg Win / Avg Loss 1.3383 1.7701 0.9783 0.9632 1.5155 0.6083
Largest Winning Trade 119918 119918 63151 202191 202191 180040
Largest Losing Trade -75409 -43554 -75409 -454504 -173258 -454504
Avg Bars in Trades 26 24 27 26 24 27
Avg Bars in Winners 30 30 31 30 30 31
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 3882 1811 2071 3882 1811 2071
Profit Streak 0 0 579.0099 0 0 579.0099
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309297 -53595 -445992 -580021 -139820 -644199

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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932054735,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            319574.8942569288,
            304679.8648544183,
            14895.0294025107,
            -22671.7287191314,
            447248.0995188367,
            -469919.828237968
        ],
        [
            319.574894,
            304.679865,
            14.895029,
            -22.671729,
            447.2481,
            -469.919828
        ],
        [
            0.161606,
            0.154073,
            0.007532,
            -0.013001,
            0.085991,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137617,
            -129666,
            -160849,
            -599065,
            -243456,
            -691199
        ],
        [
            1.374931,
            1.770111,
            1.032613,
            0.989604,
            1.515498,
            0.642142
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            50.675676,
            50,
            51.351351,
            50.675676,
            50,
            51.351351
        ],
        [
            1.338266,
            1.770111,
            0.978265,
            0.963214,
            1.515498,
            0.608345
        ],
        [
            119918,
            119918,
            63151,
            202191,
            202191,
            180040
        ],
        [
            -75409,
            -43554,
            -75409,
            -454504,
            -173258,
            -454504
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            30,
            30,
            31,
            30,
            30,
            31
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            3882,
            1811,
            2071,
            3882,
            1811,
            2071
        ],
        [
            0,
            0,
            579.009893,
            0,
            0,
            579.009893
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309297,
            -53595,
            -445992,
            -580021,
            -139820,
            -644199
        ]
    ]
}
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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932054735,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 2
        }
    },
    "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)