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Trade: WAVES/USDT/360/T3/PSAR/5361

Strategy
WAVES/USDT/360/T3/PSAR/5361
Pair
WAVES_USDT
Interval
6h
Score
337637
Daily Profit
0.187152
Profit Factor
1.212417
Profitability
50.260417
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 20:02
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 369952.1057 420683.1839 -50731.0782 -77042.7201 405138.8661 -482181.5862
Total P&L (%) 369.9521 420.6832 -50.7311 -77.0427 405.1389 -482.1816
Avg Daily Profit (%) 0.1872 0.2128 -0.0257 -0.0744 0.082 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -287356 -246532 -161073 -789834 -546164 -624705
Profit Factor 1.2124 1.4483 0.9368 0.9796 1.2209 0.7518
Total Trades 384 192 192 384 192 192
Winning Trades 193 95 98 193 95 98
Losing Trades 191 97 94 191 97 94
Profitability (%) 50.2604 49.4792 51.0417 50.2604 49.4792 51.0417
Ratio Avg Win / Avg Loss 1.1999 1.4788 0.8986 0.9695 1.2466 0.7211
Largest Winning Trade 220161 220161 55016 466031 466031 223150
Largest Losing Trade -41663 -40603 -41663 -251789 -190047 -251789
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 18 17 18 18 17 18
Bars Traded 7808 3930 3878 7808 3930 3878
Profit Streak 0 0 507.96 0 0 507.96
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337637 332838 -579331 -578459 -83389 -579331
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": 1548655200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770146360,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 41,
            "offset": 0,
            "a": 0.52251
        }
    },
    "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": [
        [
            369952.1057431962,
            420683.1839039603,
            -50731.0781607644,
            -77042.7200559419,
            405138.8661042395,
            -482181.5861601818
        ],
        [
            369.952106,
            420.683184,
            -50.731078,
            -77.04272,
            405.138866,
            -482.181586
        ],
        [
            0.187152,
            0.212816,
            -0.025664,
            -0.074414,
            0.081969,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -287356,
            -246532,
            -161073,
            -789834,
            -546164,
            -624705
        ],
        [
            1.212417,
            1.448262,
            0.936835,
            0.979603,
            1.220868,
            0.751811
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            193,
            95,
            98,
            193,
            95,
            98
        ],
        [
            191,
            97,
            94,
            191,
            97,
            94
        ],
        [
            50.260417,
            49.479167,
            51.041667,
            50.260417,
            49.479167,
            51.041667
        ],
        [
            1.199853,
            1.478752,
            0.898597,
            0.969451,
            1.246571,
            0.721125
        ],
        [
            220161,
            220161,
            55016,
            466031,
            466031,
            223150
        ],
        [
            -41663,
            -40603,
            -41663,
            -251789,
            -190047,
            -251789
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            7808,
            3930,
            3878,
            7808,
            3930,
            3878
        ],
        [
            0,
            0,
            507.960027,
            0,
            0,
            507.960027
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337637,
            332838,
            -579331,
            -578459,
            -83389,
            -579331
        ]
    ]
}
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": 1548655200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770146360,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 41,
            "offset": 0,
            "a": 0.52251
        }
    },
    "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)