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Trade: WAVES/USDT/360/SMA/PSAR/7828

Strategy
WAVES/USDT/360/SMA/PSAR/7828
Pair
WAVES_USDT
Interval
6h
Score
348885
Daily Profit
0.207444
Profit Factor
1.339759
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:26
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 410064.9236 396881.8257 13183.0979 -6083.0693 -112250.4983 106167.4291
Total P&L (%) 410.0649 396.8818 13.1831 -6.0831 -112.2505 106.1674
Avg Daily Profit (%) 0.2074 0.2008 0.0067 -0.0032 0 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256011 -175169 -99307 -2036362 -1460668 -596492
Profit Factor 1.3398 1.6298 1.0229 0.9989 0.9621 1.0454
Total Trades 268 134 134 268 134 134
Winning Trades 134 62 72 134 62 72
Losing Trades 134 72 62 134 72 62
Profitability (%) 50 46.2687 53.7313 50 46.2687 53.7313
Ratio Avg Win / Avg Loss 1.3398 1.8926 0.8808 0.9989 1.1173 0.9002
Largest Winning Trade 165511 165511 69502 861479 728799 861479
Largest Losing Trade -57418 -45696 -57418 -960084 -960084 -394992
Avg Bars in Trades 28 27 30 28 27 30
Avg Bars in Winners 36 38 35 36 38 35
Avg Bars in Losers 20 18 23 20 18 23
Bars Traded 7734 3708 4026 7734 3708 4026
Profit Streak 0 0 497.1434 0 0 497.1434
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348885 336287 -446467 -579098 -580483 -314993
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": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921989571,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "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": [
        [
            410064.9235913237,
            396881.8256969747,
            13183.0978943492,
            -6083.069269252,
            -112250.4983231111,
            106167.4290538586
        ],
        [
            410.064924,
            396.881826,
            13.183098,
            -6.083069,
            -112.250498,
            106.167429
        ],
        [
            0.207444,
            0.200775,
            0.006669,
            -0.003175,
            0,
            0.036608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256011,
            -175169,
            -99307,
            -2036362,
            -1460668,
            -596492
        ],
        [
            1.339759,
            1.629776,
            1.022858,
            0.998852,
            0.962106,
            1.04541
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            134,
            62,
            72,
            134,
            62,
            72
        ],
        [
            134,
            72,
            62,
            134,
            72,
            62
        ],
        [
            50,
            46.268657,
            53.731343,
            50,
            46.268657,
            53.731343
        ],
        [
            1.339759,
            1.892644,
            0.880795,
            0.998852,
            1.117285,
            0.900214
        ],
        [
            165511,
            165511,
            69502,
            861479,
            728799,
            861479
        ],
        [
            -57418,
            -45696,
            -57418,
            -960084,
            -960084,
            -394992
        ],
        [
            28,
            27,
            30,
            28,
            27,
            30
        ],
        [
            36,
            38,
            35,
            36,
            38,
            35
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            7734,
            3708,
            4026,
            7734,
            3708,
            4026
        ],
        [
            0,
            0,
            497.143398,
            0,
            0,
            497.143398
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348885,
            336287,
            -446467,
            -579098,
            -580483,
            -314993
        ]
    ]
}
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": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921989571,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "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)