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Trade: WAVES/USDT/720/EMA/PSAR/4125

Strategy
WAVES/USDT/720/EMA/PSAR/4125
Pair
WAVES_USDT
Interval
12h
Score
522030
Daily Profit
0.281631
Profit Factor
2.154012
Profitability
53.271028
Streak
538.425962
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 13:13
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 556926.1297 464833.1646 92092.9651 2106319.1002 1493177.2693 613141.8309
Total P&L (%) 556.9261 464.8332 92.093 2106.3191 1493.1773 613.1418
Avg Daily Profit (%) 0.2816 0.2351 0.0466 0.1566 0.1401 0.0994
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117753 -67918 -125722 -1847180 -1299348 -725456
Profit Factor 2.154 3.021 1.3646 1.4532 1.6145 1.2765
Total Trades 107 54 53 107 54 53
Winning Trades 57 31 26 57 31 26
Losing Trades 50 23 27 50 23 27
Profitability (%) 53.271 57.4074 49.0566 53.271 57.4074 49.0566
Ratio Avg Win / Avg Loss 1.8895 2.2414 1.4171 1.2748 1.1979 1.3256
Largest Winning Trade 153566 153566 89926 951744 605253 951744
Largest Losing Trade -33401 -21933 -33401 -435574 -435574 -361625
Avg Bars in Trades 34 30 38 34 30 38
Avg Bars in Winners 45 39 53 45 39 53
Avg Bars in Losers 21 18 23 21 18 23
Bars Traded 3682 1636 2046 3682 1636 2046
Profit Streak 538.426 538.426 590.926 538.426 538.426 590.926
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522030 -164819 -309698 372775 -182170 -239390
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": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004803106,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 181,
            "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": [
        [
            556926.1297248212,
            464833.1645986172,
            92092.965126204,
            2106319.100182979,
            1493177.269332451,
            613141.830850527
        ],
        [
            556.92613,
            464.833165,
            92.092965,
            2106.3191,
            1493.177269,
            613.141831
        ],
        [
            0.281631,
            0.235061,
            0.04657,
            0.156578,
            0.140089,
            0.099392
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117753,
            -67918,
            -125722,
            -1847180,
            -1299348,
            -725456
        ],
        [
            2.154012,
            3.02099,
            1.364584,
            1.453236,
            1.614535,
            1.276498
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            53.271028,
            57.407407,
            49.056604,
            53.271028,
            57.407407,
            49.056604
        ],
        [
            1.889484,
            2.241379,
            1.417068,
            1.274768,
            1.197881,
            1.325594
        ],
        [
            153566,
            153566,
            89926,
            951744,
            605253,
            951744
        ],
        [
            -33401,
            -21933,
            -33401,
            -435574,
            -435574,
            -361625
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            45,
            39,
            53,
            45,
            39,
            53
        ],
        [
            21,
            18,
            23,
            21,
            18,
            23
        ],
        [
            3682,
            1636,
            2046,
            3682,
            1636,
            2046
        ],
        [
            538.425962,
            538.425962,
            590.925962,
            538.425962,
            538.425962,
            590.925962
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522030,
            -164819,
            -309698,
            372775,
            -182170,
            -239390
        ]
    ]
}
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": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004803106,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 181,
            "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)