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Trade: WAVES/USDT/240/RMA/PSAR/1136

Strategy
WAVES/USDT/240/RMA/PSAR/1136
Pair
WAVES_USDT
Interval
4h
Score
418254
Daily Profit
0.249805
Profit Factor
1.273860
Profitability
53.180212
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 13:20
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 493615.4836 442084.9388 51530.5447 109236.1253 -93579.44 202815.5653
Total P&L (%) 493.6155 442.0849 51.5305 109.2361 -93.5794 202.8156
Avg Daily Profit (%) 0.2498 0.2237 0.0261 0.0374 -0.1389 0.0561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148902 -118853 -121560 -1059279 -1132033 -602165
Profit Factor 1.2739 1.4667 1.0603 1.0147 0.9768 1.0595
Total Trades 566 283 283 566 283 283
Winning Trades 301 144 157 301 144 157
Losing Trades 265 139 126 265 139 126
Profitability (%) 53.1802 50.8834 55.477 53.1802 50.8834 55.477
Ratio Avg Win / Avg Loss 1.1215 1.4158 0.8509 0.8933 0.9429 0.8503
Largest Winning Trade 181817 181817 60230 363301 363301 328913
Largest Losing Trade -31630 -29942 -31630 -262250 -262250 -249744
Avg Bars in Trades 20 18 22 20 18 22
Avg Bars in Winners 23 21 24 23 21 24
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 11716 5356 6360 11716 5356 6360
Profit Streak 0 0 496.931 0 0 496.931
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418254 368774 -311919 -345376 -579461 -271448

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795639724,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 44,
            "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": [
        [
            493615.4835567416,
            442084.9388166296,
            51530.5447401124,
            109236.1253472566,
            -93579.4399795354,
            202815.5653267923
        ],
        [
            493.615484,
            442.084939,
            51.530545,
            109.236125,
            -93.57944,
            202.815565
        ],
        [
            0.249805,
            0.223727,
            0.026078,
            0.03737,
            -0.138854,
            0.056086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148902,
            -118853,
            -121560,
            -1059279,
            -1132033,
            -602165
        ],
        [
            1.27386,
            1.466748,
            1.06025,
            1.014682,
            0.976804,
            1.059549
        ],
        [
            566,
            283,
            283,
            566,
            283,
            283
        ],
        [
            301,
            144,
            157,
            301,
            144,
            157
        ],
        [
            265,
            139,
            126,
            265,
            139,
            126
        ],
        [
            53.180212,
            50.883392,
            55.477032,
            53.180212,
            50.883392,
            55.477032
        ],
        [
            1.121505,
            1.415819,
            0.850901,
            0.893325,
            0.942887,
            0.850339
        ],
        [
            181817,
            181817,
            60230,
            363301,
            363301,
            328913
        ],
        [
            -31630,
            -29942,
            -31630,
            -262250,
            -262250,
            -249744
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            11716,
            5356,
            6360,
            11716,
            5356,
            6360
        ],
        [
            0,
            0,
            496.931015,
            0,
            0,
            496.931015
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418254,
            368774,
            -311919,
            -345376,
            -579461,
            -271448
        ]
    ]
}
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": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795639724,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 44,
            "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)