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Trade: WAVES/USDT/360/T3/PSAR/3339

Strategy
WAVES/USDT/360/T3/PSAR/3339
Pair
WAVES_USDT
Interval
6h
Score
472852
Daily Profit
0.236793
Profit Factor
1.694501
Profitability
51.592357
Streak
533.070534
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:41
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 468080.4356 385791.8414 82288.5942 650375.6931 24003.0754 626372.6177
Total P&L (%) 468.0804 385.7918 82.2886 650.3757 24.0031 626.3726
Avg Daily Profit (%) 0.2368 0.1952 0.0416 0.102 0.0109 0.1004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107616 -87509 -145246 -991533 -889961 -551370
Profit Factor 1.6945 2.3453 1.2125 1.2512 1.0192 1.4684
Total Trades 157 79 78 157 79 78
Winning Trades 81 38 43 81 38 43
Losing Trades 76 41 35 76 41 35
Profitability (%) 51.5924 48.1013 55.1282 51.5924 48.1013 55.1282
Ratio Avg Win / Avg Loss 1.5899 2.5304 0.9869 1.174 1.0996 1.1952
Largest Winning Trade 113191 113191 74473 543058 356614 543058
Largest Losing Trade -47572 -19209 -47572 -481416 -159616 -481416
Avg Bars in Trades 49 43 54 49 43 54
Avg Bars in Winners 65 62 68 65 62 68
Avg Bars in Losers 31 25 38 31 25 38
Bars Traded 7709 3433 4276 7709 3433 4276
Profit Streak 533.0705 533.0705 534.5705 533.0705 533.0705 534.5705
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472852 -15066 -172629 -54605 -409058 -90671

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": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894094190,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 96,
            "offset": 0,
            "a": 0.21763
        }
    },
    "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": [
        [
            468080.4355707156,
            385791.8414160391,
            82288.5941546764,
            650375.6931084644,
            24003.0754472626,
            626372.6176612014
        ],
        [
            468.080436,
            385.791841,
            82.288594,
            650.375693,
            24.003075,
            626.372618
        ],
        [
            0.236793,
            0.195165,
            0.041628,
            0.102007,
            0.010884,
            0.100361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107616,
            -87509,
            -145246,
            -991533,
            -889961,
            -551370
        ],
        [
            1.694501,
            2.345271,
            1.212519,
            1.251221,
            1.019178,
            1.468403
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            51.592357,
            48.101266,
            55.128205,
            51.592357,
            48.101266,
            55.128205
        ],
        [
            1.589902,
            2.530424,
            0.986934,
            1.173985,
            1.099639,
            1.195212
        ],
        [
            113191,
            113191,
            74473,
            543058,
            356614,
            543058
        ],
        [
            -47572,
            -19209,
            -47572,
            -481416,
            -159616,
            -481416
        ],
        [
            49,
            43,
            54,
            49,
            43,
            54
        ],
        [
            65,
            62,
            68,
            65,
            62,
            68
        ],
        [
            31,
            25,
            38,
            31,
            25,
            38
        ],
        [
            7709,
            3433,
            4276,
            7709,
            3433,
            4276
        ],
        [
            533.070534,
            533.070535,
            534.570535,
            533.070535,
            533.070535,
            534.570535
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472852,
            -15066,
            -172629,
            -54605,
            -409058,
            -90671
        ]
    ]
}
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": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894094190,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 96,
            "offset": 0,
            "a": 0.21763
        }
    },
    "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)