← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/480/SSF/PSAR/2992

Strategy
WAVES/USDT/480/SSF/PSAR/2992
Pair
WAVES_USDT
Interval
8h
Score
300861
Daily Profit
0.156936
Profit Factor
1.316754
Profitability
49.162011
Streak
503.298206
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-13 02:09
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 119790.5035 310261.5416 -190471.0381 -100583.3368 537838.3386 -638421.6754
Total P&L (%) 119.7905 310.2615 -190.471 -100.5833 537.8383 -638.4217
Avg Daily Profit (%) 0.0606 0.1569 -0.0963 0 0.0938 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -360415 -269163 -303262 -824165 -501659 -746877
Profit Factor 1.0631 1.3168 0.7924 0.9701 1.3139 0.6144
Total Trades 358 179 179 358 179 179
Winning Trades 184 88 96 173 83 90
Losing Trades 174 91 83 185 96 89
Profitability (%) 51.3966 49.162 53.6313 48.324 46.3687 50.2793
Ratio Avg Win / Avg Loss 1.0054 1.3616 0.6851 1.0374 1.5197 0.6075
Largest Winning Trade 137130 137130 34855 331697 331697 108650
Largest Losing Trade -108160 -41185 -108160 -330921 -330921 -207097
Avg Bars in Trades 16 16 15 16 16 15
Avg Bars in Winners 17 17 16 17 17 16
Avg Bars in Losers 15 15 15 15 16 15
Bars Traded 5877 3028 2849 5877 3028 2849
Profit Streak 503.2982 503.2982 512.9649 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -259791 300861 -579063 -577613 -66839 -580082
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760310565005,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            119790.5035169439,
            310261.5416197945,
            -190471.0381028508,
            -100583.3368071884,
            537838.3385717075,
            -638421.6753788961
        ],
        [
            119.790504,
            310.261542,
            -190.471038,
            -100.583337,
            537.838339,
            -638.421675
        ],
        [
            0.060592,
            0.156936,
            -0.096343,
            0,
            0.093767,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -360415,
            -269163,
            -303262,
            -824165,
            -501659,
            -746877
        ],
        [
            1.063147,
            1.316754,
            0.792403,
            0.970145,
            1.313876,
            0.614366
        ],
        [
            358,
            179,
            179,
            358,
            179,
            179
        ],
        [
            184,
            88,
            96,
            173,
            83,
            90
        ],
        [
            174,
            91,
            83,
            185,
            96,
            89
        ],
        [
            51.396648,
            49.162011,
            53.631285,
            48.324022,
            46.368715,
            50.27933
        ],
        [
            1.005367,
            1.361644,
            0.685099,
            1.037438,
            1.519664,
            0.60754
        ],
        [
            137130,
            137130,
            34855,
            331697,
            331697,
            108650
        ],
        [
            -108160,
            -41185,
            -108160,
            -330921,
            -330921,
            -207097
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            15,
            15,
            15,
            15,
            16,
            15
        ],
        [
            5877,
            3028,
            2849,
            5877,
            3028,
            2849
        ],
        [
            503.298206,
            503.298206,
            512.964873,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -259791,
            300861,
            -579063,
            -577613,
            -66839,
            -580082
        ]
    ]
}
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": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760310565005,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 3
        }
    },
    "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)