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Trade: WAVES/USDT/120/SWMA/PSAR/1598

Strategy
WAVES/USDT/120/SWMA/PSAR/1598
Pair
WAVES_USDT
Interval
2h
Score
344776
Daily Profit
0.227995
Profit Factor
1.403126
Profitability
45.797101
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 15:49
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 229177.3996 368895.143 -139717.7435 -77442.3447 202582.3775 -280024.7222
Total P&L (%) 229.1774 368.8951 -139.7177 -77.4423 202.5824 -280.0247
Avg Daily Profit (%) 0.1416 0.228 -0.0864 -0.092 0.0685 0
Buy And Hold Return (%) 23.3945 23.3945 23.3945 23.3945 23.3945 23.3945
Max Trade Drawdown -156194 -102482 -250584 -260138 -86708 -306637
Profit Factor 1.1217 1.4031 0.8557 0.9544 1.2505 0.6846
Total Trades 689 345 344 689 345 344
Winning Trades 310 158 152 310 158 152
Losing Trades 379 187 192 379 187 192
Profitability (%) 44.9927 45.7971 44.186 44.9927 45.7971 44.186
Ratio Avg Win / Avg Loss 1.3714 1.6607 1.0809 1.1668 1.48 0.8647
Largest Winning Trade 145421 145421 55334 120968 120968 33829
Largest Losing Trade -41209 -23609 -41209 -48360 -42044 -48360
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 34 34 35 34 34 35
Avg Bars in Losers 21 22 21 21 22 21
Bars Traded 19080 9655 9425 19080 9655 9425
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88688 344776 -579851 -577181 -101862 -581518
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579550400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063784431,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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": [
        [
            229177.3995794666,
            368895.1430316812,
            -139717.7434522151,
            -77442.3447097902,
            202582.3775210835,
            -280024.7222308732
        ],
        [
            229.1774,
            368.895143,
            -139.717743,
            -77.442345,
            202.582378,
            -280.024722
        ],
        [
            0.141642,
            0.227995,
            -0.086352,
            -0.091991,
            0.068453,
            0
        ],
        [
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495
        ],
        [
            -156194,
            -102482,
            -250584,
            -260138,
            -86708,
            -306637
        ],
        [
            1.12169,
            1.403126,
            0.855694,
            0.954353,
            1.250496,
            0.684589
        ],
        [
            689,
            345,
            344,
            689,
            345,
            344
        ],
        [
            310,
            158,
            152,
            310,
            158,
            152
        ],
        [
            379,
            187,
            192,
            379,
            187,
            192
        ],
        [
            44.992743,
            45.797101,
            44.186047,
            44.992743,
            45.797101,
            44.186047
        ],
        [
            1.371356,
            1.660662,
            1.080876,
            1.166773,
            1.480017,
            0.864744
        ],
        [
            145421,
            145421,
            55334,
            120968,
            120968,
            33829
        ],
        [
            -41209,
            -23609,
            -41209,
            -48360,
            -42044,
            -48360
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            19080,
            9655,
            9425,
            19080,
            9655,
            9425
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88688,
            344776,
            -579851,
            -577181,
            -101862,
            -581518
        ]
    ]
}
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": 1579550400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063784431,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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)