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Trade: WAVES/USDT/120/MIDPRICE/PSAR/2345

Strategy
WAVES/USDT/120/MIDPRICE/PSAR/2345
Pair
WAVES_USDT
Interval
2h
Score
341403
Daily Profit
0.202352
Profit Factor
1.346766
Profitability
50.151057
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252505.4908 327405.8331 -74900.3422 -50261.8114 126013.7832 -176275.5946
Total P&L (%) 252.5055 327.4058 -74.9003 -50.2618 126.0138 -176.2756
Avg Daily Profit (%) 0.1561 0.2024 -0.0463 -0.0432 0.0504 0
Buy And Hold Return (%) 25.8332 25.8332 25.8332 25.8332 25.8332 25.8332
Max Trade Drawdown -122657 -101521 -226809 -126521 -73930 -211458
Profit Factor 1.1356 1.3468 0.9184 0.9658 1.1753 0.7659
Total Trades 662 331 331 662 331 331
Winning Trades 323 166 157 323 166 157
Losing Trades 339 165 174 339 165 174
Profitability (%) 48.7915 50.1511 47.432 48.7915 50.1511 47.432
Ratio Avg Win / Avg Loss 1.1919 1.3387 1.0178 1.0137 1.1682 0.8488
Largest Winning Trade 119350 119350 53607 52070 52070 27175
Largest Losing Trade -35183 -30202 -35183 -60451 -28002 -60451
Avg Bars in Trades 28 24 33 28 24 33
Avg Bars in Winners 34 28 40 34 28 40
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 19080 8066 11014 19080 8066 11014
Profit Streak 0 0 485.2912 0 0 485.2912
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60848 341403 -578350 -575845 -153246 -580017
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562338,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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": [
        [
            252505.4908456455,
            327405.8330606962,
            -74900.342215051,
            -50261.8113606182,
            126013.7832313677,
            -176275.5945919859
        ],
        [
            252.505491,
            327.405833,
            -74.900342,
            -50.261811,
            126.013783,
            -176.275595
        ],
        [
            0.15606,
            0.202352,
            -0.046292,
            -0.043155,
            0.05041,
            0
        ],
        [
            25.833236,
            25.833236,
            25.833236,
            25.833236,
            25.833236,
            25.833236
        ],
        [
            -122657,
            -101521,
            -226809,
            -126521,
            -73930,
            -211458
        ],
        [
            1.135606,
            1.346766,
            0.918398,
            0.965846,
            1.175312,
            0.765851
        ],
        [
            662,
            331,
            331,
            662,
            331,
            331
        ],
        [
            323,
            166,
            157,
            323,
            166,
            157
        ],
        [
            339,
            165,
            174,
            339,
            165,
            174
        ],
        [
            48.791541,
            50.151057,
            47.432024,
            48.791541,
            50.151057,
            47.432024
        ],
        [
            1.191859,
            1.338653,
            1.017843,
            1.01369,
            1.168231,
            0.848777
        ],
        [
            119350,
            119350,
            53607,
            52070,
            52070,
            27175
        ],
        [
            -35183,
            -30202,
            -35183,
            -60451,
            -28002,
            -60451
        ],
        [
            28,
            24,
            33,
            28,
            24,
            33
        ],
        [
            34,
            28,
            40,
            34,
            28,
            40
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            19080,
            8066,
            11014,
            19080,
            8066,
            11014
        ],
        [
            0,
            0,
            485.291231,
            0,
            0,
            485.291231
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60848,
            341403,
            -578350,
            -575845,
            -153246,
            -580017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562338,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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)