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Trade: WAVES/USDT/480/DCM/PSAR/9222

Strategy
WAVES/USDT/480/DCM/PSAR/9222
Pair
WAVES_USDT
Interval
8h
Score
592325
Daily Profit
0.470628
Profit Factor
5.038900
Profitability
44.117647
Streak
524.881366
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 16:09
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 863663.8412 930431.5702 -66767.729 -71591.0046 783605.4136 -855196.4182
Total P&L (%) 863.6638 930.4316 -66.7677 -71.591 783.6054 -855.1964
Avg Daily Profit (%) 0.4369 0.4706 -0.0338 -0.0636 0.1103 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -288594 -181201 -164846 -1171999 -296156 -924402
Profit Factor 2.7807 5.0389 0.7378 0.9471 3.201 0.1414
Total Trades 68 34 34 68 34 34
Winning Trades 28 15 13 28 15 13
Losing Trades 40 19 21 40 19 21
Profitability (%) 41.1765 44.1176 38.2353 41.1765 44.1176 38.2353
Ratio Avg Win / Avg Loss 3.9724 6.3826 1.1919 1.3529 4.0546 0.2285
Largest Winning Trade 1088014 1088014 62175 1090045 1090045 59235
Largest Losing Trade -68514 -54711 -68514 -552765 -140498 -552765
Avg Bars in Trades 79 72 85 79 72 85
Avg Bars in Winners 127 129 126 127 129 126
Avg Bars in Losers 45 27 60 45 27 60
Bars Traded 5383 2475 2908 5383 2475 2908
Profit Streak 524.8814 524.8814 678.8814 524.8814 524.8814 678.8814
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100880 592325 -582746 -695360 -40965 -584413
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1559664000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496950014,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 228
        }
    },
    "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": [
        [
            863663.8411690018,
            930431.570190747,
            -66767.7290217452,
            -71591.0046256482,
            783605.4135639939,
            -855196.4181896426
        ],
        [
            863.663841,
            930.43157,
            -66.767729,
            -71.591005,
            783.605414,
            -855.196418
        ],
        [
            0.436856,
            0.470628,
            -0.033772,
            -0.063635,
            0.11027,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -288594,
            -181201,
            -164846,
            -1171999,
            -296156,
            -924402
        ],
        [
            2.780663,
            5.0389,
            0.737812,
            0.947052,
            3.201024,
            0.141438
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            41.176471,
            44.117647,
            38.235294,
            41.176471,
            44.117647,
            38.235294
        ],
        [
            3.972376,
            6.382606,
            1.191851,
            1.352931,
            4.05463,
            0.228477
        ],
        [
            1088014,
            1088014,
            62175,
            1090045,
            1090045,
            59235
        ],
        [
            -68514,
            -54711,
            -68514,
            -552765,
            -140498,
            -552765
        ],
        [
            79,
            72,
            85,
            79,
            72,
            85
        ],
        [
            127,
            129,
            126,
            127,
            129,
            126
        ],
        [
            45,
            27,
            60,
            45,
            27,
            60
        ],
        [
            5383,
            2475,
            2908,
            5383,
            2475,
            2908
        ],
        [
            524.881366,
            524.881366,
            678.881366,
            524.881366,
            524.881366,
            678.881366
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100880,
            592325,
            -582746,
            -695360,
            -40965,
            -584413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1559664000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496950014,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 228
        }
    },
    "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)