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Trade: WAVES/USDT/360/BBL/PSAR/6950

Strategy
WAVES/USDT/360/BBL/PSAR/6950
Pair
WAVES_USDT
Interval
6h
Score
546741
Daily Profit
0.378362
Profit Factor
1.736769
Profitability
50.972763
Streak
489.275199
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 21:36
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747926.4526 634706.8452 113219.6074 717479.7853 -2041122.6891 2758602.4744
Total P&L (%) 747.9265 634.7068 113.2196 717.4798 -2041.1227 2758.6025
Avg Daily Profit (%) 0.3784 0.3211 0.0573 0.1063 0 0.1698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200988 -203553 -35887 -6813320 -7090980 -747201
Profit Factor 1.7368 1.7867 1.5433 1.0411 0.866 2.244
Total Trades 257 128 129 257 128 129
Winning Trades 131 64 67 131 64 67
Losing Trades 126 64 62 126 64 62
Profitability (%) 50.9728 50 51.938 50.9728 50 51.938
Ratio Avg Win / Avg Loss 1.6705 1.7867 1.4281 1.0014 0.866 2.0765
Largest Winning Trade 190050 190050 28434 3951206 3951206 662485
Largest Losing Trade -58841 -58841 -30192 -4268666 -4268666 -693555
Avg Bars in Trades 29 54 5 29 54 5
Avg Bars in Winners 32 60 5 32 60 5
Avg Bars in Losers 27 48 4 27 48 4
Bars Traded 7638 6968 670 7638 6968 670
Profit Streak 489.2752 0 500.7752 489.2752 0 500.7752
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546741 440886 -113966 -223549 -580992 466263
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548482400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759084577206,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 2.08721
        }
    },
    "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": [
        [
            747926.4526339357,
            634706.8451961648,
            113219.607437771,
            717479.7853453186,
            -2041122.6890989218,
            2758602.4744442403
        ],
        [
            747.926453,
            634.706845,
            113.219607,
            717.479785,
            -2041.122689,
            2758.602474
        ],
        [
            0.378362,
            0.321086,
            0.057276,
            0.106345,
            0,
            0.169762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200988,
            -203553,
            -35887,
            -6813320,
            -7090980,
            -747201
        ],
        [
            1.736769,
            1.786747,
            1.543291,
            1.041128,
            0.86596,
            2.244004
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            50.972763,
            50,
            51.937984,
            50.972763,
            50,
            51.937984
        ],
        [
            1.67048,
            1.786747,
            1.42812,
            1.00139,
            0.86596,
            2.076541
        ],
        [
            190050,
            190050,
            28434,
            3951206,
            3951206,
            662485
        ],
        [
            -58841,
            -58841,
            -30192,
            -4268666,
            -4268666,
            -693555
        ],
        [
            29,
            54,
            5,
            29,
            54,
            5
        ],
        [
            32,
            60,
            5,
            32,
            60,
            5
        ],
        [
            27,
            48,
            4,
            27,
            48,
            4
        ],
        [
            7638,
            6968,
            670,
            7638,
            6968,
            670
        ],
        [
            489.275199,
            0,
            500.775199,
            489.275199,
            0,
            500.775199
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546741,
            440886,
            -113966,
            -223549,
            -580992,
            466263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548482400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759084577206,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 2.08721
        }
    },
    "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)