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Trade: WAVES/USDT/720/BBM/PSAR/9655

Strategy
WAVES/USDT/720/BBM/PSAR/9655
Pair
WAVES_USDT
Interval
12h
Score
324550
Daily Profit
0.162761
Profit Factor
1.384641
Profitability
53.571429
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 19:34
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321859.9197 311360.4612 10499.4585 -83355.8188 221922.1597 -305277.9785
Total P&L (%) 321.8599 311.3605 10.4995 -83.3558 221.9222 -305.278
Avg Daily Profit (%) 0.1628 0.1575 0.0053 -0.0906 0.0591 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100598 -112407 -180915 -356156 -92975 -410264
Profit Factor 1.3846 1.7939 1.0236 0.9264 1.539 0.5761
Total Trades 140 70 70 140 70 70
Winning Trades 75 35 40 75 35 40
Losing Trades 65 35 30 65 35 30
Profitability (%) 53.5714 50 57.1429 53.5714 50 57.1429
Ratio Avg Win / Avg Loss 1.2 1.7939 0.7677 0.8028 1.539 0.4321
Largest Winning Trade 130823 130823 64816 113292 101640 113292
Largest Losing Trade -95724 -33713 -95724 -334030 -63941 -334030
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 33 30 35 33 30 35
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 3830 1781 2049 3830 1781 2049
Profit Streak 0 0 578.1905 0 0 578.1905
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324550 -83520 -624199 -579666 -205478 -672795

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904459599,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 4.5835
        }
    },
    "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": [
        [
            321859.9196810237,
            311360.4611802353,
            10499.4585007885,
            -83355.8188207748,
            221922.1597179675,
            -305277.9785387423
        ],
        [
            321.85992,
            311.360461,
            10.499459,
            -83.355819,
            221.92216,
            -305.277979
        ],
        [
            0.162761,
            0.157452,
            0.005309,
            -0.090634,
            0.05914,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100598,
            -112407,
            -180915,
            -356156,
            -92975,
            -410264
        ],
        [
            1.384641,
            1.793863,
            1.023617,
            0.926362,
            1.53896,
            0.576128
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            53.571429,
            50,
            57.142857,
            53.571429,
            50,
            57.142857
        ],
        [
            1.200022,
            1.793863,
            0.767713,
            0.802847,
            1.53896,
            0.432096
        ],
        [
            130823,
            130823,
            64816,
            113292,
            101640,
            113292
        ],
        [
            -95724,
            -33713,
            -95724,
            -334030,
            -63941,
            -334030
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            3830,
            1781,
            2049,
            3830,
            1781,
            2049
        ],
        [
            0,
            0,
            578.190505,
            0,
            0,
            578.190505
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324550,
            -83520,
            -624199,
            -579666,
            -205478,
            -672795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904459599,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 4.5835
        }
    },
    "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)