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Trade: WAVES/USDT/360/MIDPRICE/PSAR/8598

Strategy
WAVES/USDT/360/MIDPRICE/PSAR/8598
Pair
WAVES_USDT
Interval
6h
Score
344949
Daily Profit
0.179112
Profit Factor
1.449422
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 00:21
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 317133.8483 354059.5143 -36925.666 -68405.5571 134724.1107 -203129.6678
Total P&L (%) 317.1338 354.0595 -36.9257 -68.4056 134.7241 -203.1297
Avg Daily Profit (%) 0.1604 0.1791 -0.0187 -0.0583 0.0432 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216798 -193270 -175525 -827180 -710558 -469387
Profit Factor 1.2001 1.4494 0.9537 0.9812 1.0692 0.8797
Total Trades 336 168 168 336 168 168
Winning Trades 175 91 84 175 91 84
Losing Trades 161 77 84 161 77 84
Profitability (%) 52.0833 54.1667 50 52.0833 54.1667 50
Ratio Avg Win / Avg Loss 1.1041 1.2264 0.9537 0.9027 0.9047 0.8797
Largest Winning Trade 141383 141383 70477 380692 380692 182867
Largest Losing Trade -59327 -35479 -59327 -241368 -241368 -208336
Avg Bars in Trades 23 17 28 23 17 28
Avg Bars in Winners 26 19 34 26 19 34
Avg Bars in Losers 19 16 22 19 16 22
Bars Traded 7742 2994 4748 7742 2994 4748
Profit Streak 0 0 503.64 0 0 503.64
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326188 344949 -579215 -578473 -280154 -579215
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": 1550037600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612895809,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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": [
        [
            317133.8482553623,
            354059.5142990976,
            -36925.6660437349,
            -68405.5570738924,
            134724.1107197904,
            -203129.6677936828
        ],
        [
            317.133848,
            354.059514,
            -36.925666,
            -68.405557,
            134.724111,
            -203.129668
        ],
        [
            0.160432,
            0.179112,
            -0.01868,
            -0.05827,
            0.043173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216798,
            -193270,
            -175525,
            -827180,
            -710558,
            -469387
        ],
        [
            1.200073,
            1.449422,
            0.953685,
            0.981182,
            1.069218,
            0.879716
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            175,
            91,
            84,
            175,
            91,
            84
        ],
        [
            161,
            77,
            84,
            161,
            77,
            84
        ],
        [
            52.083333,
            54.166667,
            50,
            52.083333,
            54.166667,
            50
        ],
        [
            1.104067,
            1.226434,
            0.953685,
            0.902688,
            0.904723,
            0.879716
        ],
        [
            141383,
            141383,
            70477,
            380692,
            380692,
            182867
        ],
        [
            -59327,
            -35479,
            -59327,
            -241368,
            -241368,
            -208336
        ],
        [
            23,
            17,
            28,
            23,
            17,
            28
        ],
        [
            26,
            19,
            34,
            26,
            19,
            34
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            7742,
            2994,
            4748,
            7742,
            2994,
            4748
        ],
        [
            0,
            0,
            503.639998,
            0,
            0,
            503.639998
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326188,
            344949,
            -579215,
            -578473,
            -280154,
            -579215
        ]
    ]
}
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": 1550037600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612895809,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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)