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Trade: WAVES/USDT/360/JMA/PSAR/7206

Strategy
WAVES/USDT/360/JMA/PSAR/7206
Pair
WAVES_USDT
Interval
6h
Score
306618
Daily Profit
0.166965
Profit Factor
1.418442
Profitability
49.404762
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 02:50
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322671.9198 330048.7629 -7376.843 -44335.5293 296135.0415 -340470.5708
Total P&L (%) 322.6719 330.0488 -7.3768 -44.3355 296.135 -340.4706
Avg Daily Profit (%) 0.1632 0.167 -0.0037 -0.0296 0.0697 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225012 -208842 -172085 -965441 -429359 -770638
Profit Factor 1.2104 1.4184 0.9901 0.9865 1.1878 0.8017
Total Trades 335 168 167 335 168 167
Winning Trades 159 83 76 159 83 76
Losing Trades 176 85 91 176 85 91
Profitability (%) 47.4627 49.4048 45.509 47.4627 49.4048 45.509
Ratio Avg Win / Avg Loss 1.3398 1.4526 1.1855 1.092 1.2165 0.9599
Largest Winning Trade 89915 89915 75760 346452 346452 314164
Largest Losing Trade -42120 -42120 -36746 -191689 -161609 -191689
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 25 21 29 25 21 29
Avg Bars in Losers 20 22 19 20 22 19
Bars Traded 7673 3691 3981 7673 3691 3981
Profit Streak 0 0 499.2432 0 0 499.2432
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 283883 306618 -579300 -578068 -113451 -580967
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551808800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759017011185,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 187,
            "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": [
        [
            322671.9198347665,
            330048.762869941,
            -7376.8430351743,
            -44335.5293331474,
            296135.0414553631,
            -340470.5707885107
        ],
        [
            322.67192,
            330.048763,
            -7.376843,
            -44.335529,
            296.135041,
            -340.470571
        ],
        [
            0.163234,
            0.166965,
            -0.003732,
            -0.029632,
            0.069663,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225012,
            -208842,
            -172085,
            -965441,
            -429359,
            -770638
        ],
        [
            1.210367,
            1.418442,
            0.990099,
            0.986538,
            1.187843,
            0.801695
        ],
        [
            335,
            168,
            167,
            335,
            168,
            167
        ],
        [
            159,
            83,
            76,
            159,
            83,
            76
        ],
        [
            176,
            85,
            91,
            176,
            85,
            91
        ],
        [
            47.462687,
            49.404762,
            45.508982,
            47.462687,
            49.404762,
            45.508982
        ],
        [
            1.339777,
            1.452621,
            1.185514,
            1.092017,
            1.216466,
            0.959924
        ],
        [
            89915,
            89915,
            75760,
            346452,
            346452,
            314164
        ],
        [
            -42120,
            -42120,
            -36746,
            -191689,
            -161609,
            -191689
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            7673,
            3691,
            3981,
            7673,
            3691,
            3981
        ],
        [
            0,
            0,
            499.243185,
            0,
            0,
            499.243185
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            283883,
            306618,
            -579300,
            -578068,
            -113451,
            -580967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551808800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759017011185,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 187,
            "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)