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Trade: WAVES/USDT/240/SSF/PSAR/9679

Strategy
WAVES/USDT/240/SSF/PSAR/9679
Pair
WAVES_USDT
Interval
4h
Score
484467
Daily Profit
0.314765
Profit Factor
1.537005
Profitability
50.297619
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 05:22
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 621974.991 507038.5496 114936.4414 1088547.01 -1875413.5879 2963960.5979
Total P&L (%) 621.975 507.0386 114.9364 1088.547 -1875.4136 2963.9606
Avg Daily Profit (%) 0.3148 0.2566 0.0582 0.1253 0 0.1733
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198412 -161611 -95755 -6523848 -5343693 -1663010
Profit Factor 1.537 1.8205 1.2128 1.0647 0.8181 1.4541
Total Trades 336 168 168 336 168 168
Winning Trades 169 86 83 169 86 83
Losing Trades 167 82 85 167 82 85
Profitability (%) 50.2976 51.1905 49.4048 50.2976 51.1905 49.4048
Ratio Avg Win / Avg Loss 1.5188 1.7358 1.242 1.0521 0.78 1.4891
Largest Winning Trade 147384 147384 54708 1965120 1965120 1804531
Largest Losing Trade -36391 -36391 -31756 -2572584 -2572584 -547642
Avg Bars in Trades 34 32 37 34 32 37
Avg Bars in Winners 44 43 46 44 43 46
Avg Bars in Losers 25 21 28 25 21 28
Bars Traded 11745 5523 6222 11745 5523 6222
Profit Streak 0 0 505.7658 0 0 505.7658
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484467 448346 -115023 -172874 -580299 342449
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544567496,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            621974.9910133529,
            507038.5496132533,
            114936.4414001006,
            1088547.0100049656,
            -1875413.5879173428,
            2963960.5979223116
        ],
        [
            621.974991,
            507.03855,
            114.936441,
            1088.54701,
            -1875.413588,
            2963.960598
        ],
        [
            0.314765,
            0.256598,
            0.058166,
            0.125348,
            0,
            0.173343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198412,
            -161611,
            -95755,
            -6523848,
            -5343693,
            -1663010
        ],
        [
            1.537005,
            1.820468,
            1.21275,
            1.064651,
            0.81809,
            1.454066
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            169,
            86,
            83,
            169,
            86,
            83
        ],
        [
            167,
            82,
            85,
            167,
            82,
            85
        ],
        [
            50.297619,
            51.190476,
            49.404762,
            50.297619,
            51.190476,
            49.404762
        ],
        [
            1.518815,
            1.735795,
            1.241972,
            1.052052,
            0.780039,
            1.489104
        ],
        [
            147384,
            147384,
            54708,
            1965120,
            1965120,
            1804531
        ],
        [
            -36391,
            -36391,
            -31756,
            -2572584,
            -2572584,
            -547642
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            44,
            43,
            46,
            44,
            43,
            46
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            11745,
            5523,
            6222,
            11745,
            5523,
            6222
        ],
        [
            0,
            0,
            505.765827,
            0,
            0,
            505.765827
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484467,
            448346,
            -115023,
            -172874,
            -580299,
            342449
        ]
    ]
}
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": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544567496,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    },
    "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)