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Trade: WAVES/USDT/120/RMA/PSAR/4413

Strategy
WAVES/USDT/120/RMA/PSAR/4413
Pair
WAVES_USDT
Interval
2h
Score
348709
Daily Profit
0.238931
Profit Factor
1.549782
Profitability
45.643154
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 06:47
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245320.146 386590.0007 -141269.8547 -75473.802 8257.3382 -83731.1402
Total P&L (%) 245.3201 386.59 -141.2699 -75.4738 8.2573 -83.7311
Avg Daily Profit (%) 0.1516 0.2389 -0.0873 -0.0868 0.0049 -0.1122
Buy And Hold Return (%) 24.465 24.465 24.465 24.465 24.465 24.465
Max Trade Drawdown -158891 -96493 -266389 -145515 -70747 -131756
Profit Factor 1.1751 1.5498 0.7975 0.8922 1.0228 0.7515
Total Trades 482 241 241 482 241 241
Winning Trades 212 110 102 212 110 102
Losing Trades 270 131 139 270 131 139
Profitability (%) 43.9834 45.6432 42.3237 43.9834 45.6432 42.3237
Ratio Avg Win / Avg Loss 1.4966 1.8456 1.0867 1.1362 1.218 1.0242
Largest Winning Trade 212669 212669 74022 50883 50883 31247
Largest Losing Trade -36042 -30450 -36042 -21613 -21613 -20608
Avg Bars in Trades 39 38 41 39 38 41
Avg Bars in Winners 59 55 63 59 55 63
Avg Bars in Losers 23 23 24 23 23 24
Bars Traded 19062 9158 9904 19062 9158 9904
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 -20483 348709 -581391 -578932 -548533 -581391

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758858471669,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 130,
            "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": [
        [
            245320.1459813821,
            386590.0006833295,
            -141269.8547019477,
            -75473.8019573486,
            8257.338216861,
            -83731.1401742096
        ],
        [
            245.320146,
            386.590001,
            -141.269855,
            -75.473802,
            8.257338,
            -83.73114
        ],
        [
            0.151619,
            0.238931,
            -0.087311,
            -0.086824,
            0.004904,
            -0.112169
        ],
        [
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009
        ],
        [
            -158891,
            -96493,
            -266389,
            -145515,
            -70747,
            -131756
        ],
        [
            1.175143,
            1.549782,
            0.797466,
            0.892166,
            1.022753,
            0.751537
        ],
        [
            482,
            241,
            241,
            482,
            241,
            241
        ],
        [
            212,
            110,
            102,
            212,
            110,
            102
        ],
        [
            270,
            131,
            139,
            270,
            131,
            139
        ],
        [
            43.983402,
            45.643154,
            42.323651,
            43.983402,
            45.643154,
            42.323651
        ],
        [
            1.496645,
            1.845649,
            1.086743,
            1.136249,
            1.218006,
            1.024154
        ],
        [
            212669,
            212669,
            74022,
            50883,
            50883,
            31247
        ],
        [
            -36042,
            -30450,
            -36042,
            -21613,
            -21613,
            -20608
        ],
        [
            39,
            38,
            41,
            39,
            38,
            41
        ],
        [
            59,
            55,
            63,
            59,
            55,
            63
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            19062,
            9158,
            9904,
            19062,
            9158,
            9904
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20483,
            348709,
            -581391,
            -578932,
            -548533,
            -581391
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758858471669,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 130,
            "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)