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Trade: WAVES/USDT/120/SINWMA/PSAR/6927

Strategy
WAVES/USDT/120/SINWMA/PSAR/6927
Pair
WAVES_USDT
Interval
2h
Score
339605
Daily Profit
0.293905
Profit Factor
1.695662
Profitability
42.400000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 05:29
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 422592.6951 475538.2757 -52945.5806 21114.6137 157081.1153 -135966.5016
Total P&L (%) 422.5927 475.5383 -52.9456 21.1146 157.0811 -135.9665
Avg Daily Profit (%) 0.2612 0.2939 -0.0327 0.0118 0.0584 0
Buy And Hold Return (%) 25.9953 25.9953 25.9953 25.9953 25.9953 25.9953
Max Trade Drawdown -140922 -106389 -211387 -193908 -104465 -174354
Profit Factor 1.3073 1.6957 0.9235 1.015 1.2189 0.8032
Total Trades 499 250 249 499 250 249
Winning Trades 208 106 102 208 106 102
Losing Trades 291 144 147 291 144 147
Profitability (%) 41.6834 42.4 40.9639 41.6834 42.4 40.9639
Ratio Avg Win / Avg Loss 1.8289 2.3035 1.3309 1.42 1.6559 1.1576
Largest Winning Trade 235975 235975 54636 67764 67764 34577
Largest Losing Trade -52746 -24071 -52746 -38608 -29547 -38608
Avg Bars in Trades 38 37 38 38 37 38
Avg Bars in Winners 55 52 59 55 52 59
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 18974 9366 9608 18974 9366 9608
Profit Streak 0 0 487.7703 0 0 487.7703
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315246 339605 -581293 -547460 -117116 -581293

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853752044,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "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": [
        [
            422592.6950932928,
            475538.2757229761,
            -52945.5806296823,
            21114.6136594329,
            157081.1152914611,
            -135966.5016320283
        ],
        [
            422.592695,
            475.538276,
            -52.945581,
            21.114614,
            157.081115,
            -135.966502
        ],
        [
            0.261182,
            0.293905,
            -0.032723,
            0.01184,
            0.058374,
            0
        ],
        [
            25.995316,
            25.995316,
            25.995316,
            25.995316,
            25.995316,
            25.995316
        ],
        [
            -140922,
            -106389,
            -211387,
            -193908,
            -104465,
            -174354
        ],
        [
            1.307285,
            1.695662,
            0.923453,
            1.014992,
            1.218926,
            0.803211
        ],
        [
            499,
            250,
            249,
            499,
            250,
            249
        ],
        [
            208,
            106,
            102,
            208,
            106,
            102
        ],
        [
            291,
            144,
            147,
            291,
            144,
            147
        ],
        [
            41.683367,
            42.4,
            40.963855,
            41.683367,
            42.4,
            40.963855
        ],
        [
            1.828942,
            2.303541,
            1.330858,
            1.420012,
            1.6559,
            1.157569
        ],
        [
            235975,
            235975,
            54636,
            67764,
            67764,
            34577
        ],
        [
            -52746,
            -24071,
            -52746,
            -38608,
            -29547,
            -38608
        ],
        [
            38,
            37,
            38,
            38,
            37,
            38
        ],
        [
            55,
            52,
            59,
            55,
            52,
            59
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            18974,
            9366,
            9608,
            18974,
            9366,
            9608
        ],
        [
            0,
            0,
            487.770278,
            0,
            0,
            487.770278
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315246,
            339605,
            -581293,
            -547460,
            -117116,
            -581293
        ]
    ]
}
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": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853752044,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "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)