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Trade: WAVES/USDT/240/JMA/PSAR/6517

Strategy
WAVES/USDT/240/JMA/PSAR/6517
Pair
WAVES_USDT
Interval
4h
Score
514262
Daily Profit
0.376532
Profit Factor
1.775963
Profitability
51.851852
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:30
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744027.9144 607928.0234 136099.891 728407.8573 -2360752.0636 3089159.9209
Total P&L (%) 744.0279 607.928 136.0999 728.4079 -2360.7521 3089.1599
Avg Daily Profit (%) 0.3765 0.3077 0.0689 0.1071 0 0.1754
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247979 -154044 -112147 -15751002 -11005875 -7822320
Profit Factor 1.776 2.1892 1.304 1.0196 0.8909 1.1987
Total Trades 216 108 108 216 108 108
Winning Trades 112 54 58 112 54 58
Losing Trades 104 54 50 104 54 50
Profitability (%) 51.8519 50 53.7037 51.8519 50 53.7037
Ratio Avg Win / Avg Loss 1.6491 2.1892 1.1242 0.9468 0.8909 1.0334
Largest Winning Trade 248786 248786 71992 6747333 5329612 6747333
Largest Losing Trade -82358 -38661 -82358 -6232116 -6232116 -2596569
Avg Bars in Trades 53 50 55 53 50 55
Avg Bars in Winners 71 73 70 71 73 70
Avg Bars in Losers 33 28 38 33 28 38
Bars Traded 11499 5486 6013 11499 5486 6013
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 514262 462834 -100649 -248922 -581044 220309
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375820883,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "offset": 101
        }
    },
    "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": [
        [
            744027.9144329213,
            607928.023410944,
            136099.8910219769,
            728407.8572874828,
            -2360752.0636346256,
            3089159.920922109
        ],
        [
            744.027914,
            607.928023,
            136.099891,
            728.407857,
            -2360.752064,
            3089.159921
        ],
        [
            0.376532,
            0.307656,
            0.068876,
            0.107058,
            0,
            0.175373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247979,
            -154044,
            -112147,
            -15751002,
            -11005875,
            -7822320
        ],
        [
            1.775963,
            2.189192,
            1.304043,
            1.019588,
            0.890915,
            1.198733
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            112,
            54,
            58,
            112,
            54,
            58
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            51.851852,
            50,
            53.703704,
            51.851852,
            50,
            53.703704
        ],
        [
            1.649108,
            2.189192,
            1.124175,
            0.946761,
            0.890915,
            1.03339
        ],
        [
            248786,
            248786,
            71992,
            6747333,
            5329612,
            6747333
        ],
        [
            -82358,
            -38661,
            -82358,
            -6232116,
            -6232116,
            -2596569
        ],
        [
            53,
            50,
            55,
            53,
            50,
            55
        ],
        [
            71,
            73,
            70,
            71,
            73,
            70
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            11499,
            5486,
            6013,
            11499,
            5486,
            6013
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514262,
            462834,
            -100649,
            -248922,
            -581044,
            220309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375820883,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "offset": 101
        }
    },
    "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)