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Trade: WAVES/USDT/120/SWMA/PSAR/9177

Strategy
WAVES/USDT/120/SWMA/PSAR/9177
Pair
WAVES_USDT
Interval
2h
Score
311835
Daily Profit
0.184751
Profit Factor
1.272209
Profitability
48.235294
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 04:55
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 186232.6448 298927.9024 -112695.2576 -79818.0542 139184.8266 -219002.8808
Total P&L (%) 186.2326 298.9279 -112.6953 -79.8181 139.1848 -219.0029
Avg Daily Profit (%) 0.1151 0.1848 -0.0697 -0.0989 0.0539 0
Buy And Hold Return (%) 19.5556 19.5556 19.5556 19.5556 19.5556 19.5556
Max Trade Drawdown -187191 -112122 -300149 -273985 -110723 -337565
Profit Factor 1.083 1.2722 0.9017 0.9586 1.1493 0.7796
Total Trades 850 425 425 850 425 425
Winning Trades 395 205 190 395 205 190
Losing Trades 455 220 235 455 220 235
Profitability (%) 46.4706 48.2353 44.7059 46.4706 48.2353 44.7059
Ratio Avg Win / Avg Loss 1.2475 1.3653 1.1153 1.1042 1.2334 0.9642
Largest Winning Trade 90833 90833 54236 99556 99556 49141
Largest Losing Trade -41209 -21533 -41209 -68845 -40213 -68845
Avg Bars in Trades 22 23 22 22 23 22
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 19260 9779 9481 19260 9779 9481
Profit Streak 0 0 492.4135 0 0 492.4135
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165254 311835 -578266 -575766 -175951 -579932
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579298400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542926177,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "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": [
        [
            186232.6448482044,
            298927.9024228697,
            -112695.2575746653,
            -79818.0541794495,
            139184.8265928147,
            -219002.8807722643
        ],
        [
            186.232645,
            298.927902,
            -112.695258,
            -79.818054,
            139.184827,
            -219.002881
        ],
        [
            0.115101,
            0.184751,
            -0.069651,
            -0.098862,
            0.053912,
            0
        ],
        [
            19.555556,
            19.555556,
            19.555556,
            19.555556,
            19.555556,
            19.555556
        ],
        [
            -187191,
            -112122,
            -300149,
            -273985,
            -110723,
            -337565
        ],
        [
            1.082969,
            1.272209,
            0.901701,
            0.958552,
            1.149311,
            0.77958
        ],
        [
            850,
            425,
            425,
            850,
            425,
            425
        ],
        [
            395,
            205,
            190,
            395,
            205,
            190
        ],
        [
            455,
            220,
            235,
            455,
            220,
            235
        ],
        [
            46.470588,
            48.235294,
            44.705882,
            46.470588,
            48.235294,
            44.705882
        ],
        [
            1.24747,
            1.365297,
            1.115262,
            1.104155,
            1.233407,
            0.964218
        ],
        [
            90833,
            90833,
            54236,
            99556,
            99556,
            49141
        ],
        [
            -41209,
            -21533,
            -41209,
            -68845,
            -40213,
            -68845
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            19260,
            9779,
            9481,
            19260,
            9779,
            9481
        ],
        [
            0,
            0,
            492.413497,
            0,
            0,
            492.413497
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165254,
            311835,
            -578266,
            -575766,
            -175951,
            -579932
        ]
    ]
}
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": 1579298400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542926177,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "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)