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Trade: WAVES/USDT/60/MIDPRICE/PSAR/8904

Strategy
WAVES/USDT/60/MIDPRICE/PSAR/8904
Pair
WAVES_USDT
Interval
1h
Score
370701
Daily Profit
0.372813
Profit Factor
1.345030
Profitability
47.344111
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-28 00:11
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215143.092 133188.3208 81954.7712 275329.7569 152531.2608 122798.4961
Total P&L (%) 215.1431 133.1883 81.9548 275.3298 152.5313 122.7985
Avg Daily Profit (%) 0.3728 0.2308 0.142 0.2295 0.1607 0.1389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61962 -55194 -40059 -167096 -162277 -118034
Profit Factor 1.345 1.3977 1.2839 1.1714 1.1721 1.1706
Total Trades 433 217 216 433 217 216
Winning Trades 205 105 100 205 105 100
Losing Trades 228 112 116 228 112 116
Profitability (%) 47.3441 48.3871 46.2963 47.3441 48.3871 46.2963
Ratio Avg Win / Avg Loss 1.4959 1.4909 1.4893 1.3028 1.2502 1.3579
Largest Winning Trade 72382 72382 30582 104753 104409 104753
Largest Losing Trade -20057 -20057 -13968 -65071 -65071 -39957
Avg Bars in Trades 30 25 36 30 25 36
Avg Bars in Winners 33 25 42 33 25 42
Avg Bars in Losers 27 24 30 27 24 30
Bars Traded 13292 5466 7826 13292 5466 7826
Profit Streak 0 0 486.3827 0 0 486.3827
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370701 302609 -3761 -23263 -24111 -40768
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759007461197,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            215143.0919971286,
            133188.3207758315,
            81954.7712212969,
            275329.7568819748,
            152531.2608162619,
            122798.4960657132
        ],
        [
            215.143092,
            133.188321,
            81.954771,
            275.329757,
            152.531261,
            122.798496
        ],
        [
            0.372813,
            0.230797,
            0.142016,
            0.229457,
            0.160655,
            0.138916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61962,
            -55194,
            -40059,
            -167096,
            -162277,
            -118034
        ],
        [
            1.34503,
            1.39771,
            1.283914,
            1.17141,
            1.172082,
            1.170581
        ],
        [
            433,
            217,
            216,
            433,
            217,
            216
        ],
        [
            205,
            105,
            100,
            205,
            105,
            100
        ],
        [
            228,
            112,
            116,
            228,
            112,
            116
        ],
        [
            47.344111,
            48.387097,
            46.296296,
            47.344111,
            48.387097,
            46.296296
        ],
        [
            1.495936,
            1.49089,
            1.48934,
            1.302836,
            1.250221,
            1.357874
        ],
        [
            72382,
            72382,
            30582,
            104753,
            104409,
            104753
        ],
        [
            -20057,
            -20057,
            -13968,
            -65071,
            -65071,
            -39957
        ],
        [
            30,
            25,
            36,
            30,
            25,
            36
        ],
        [
            33,
            25,
            42,
            33,
            25,
            42
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            13292,
            5466,
            7826,
            13292,
            5466,
            7826
        ],
        [
            0,
            0,
            486.382653,
            0,
            0,
            486.382653
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370701,
            302609,
            -3761,
            -23263,
            -24111,
            -40768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759007461197,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)