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Trade: WAVES/USDT/360/HMA/PSAR/7276

Strategy
WAVES/USDT/360/HMA/PSAR/7276
Pair
WAVES_USDT
Interval
6h
Score
358201
Daily Profit
0.222854
Profit Factor
1.293107
Profitability
50.602410
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 06:09
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 440526.8994 422400.2456 18126.6538 -34992.6494 1461842.5886 -1496835.2379
Total P&L (%) 440.5269 422.4002 18.1267 -34.9926 1461.8426 -1496.8352
Avg Daily Profit (%) 0.2229 0.2137 0.0092 -0.0218 0.1391 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -306102 -263166 -121555 -2795390 -1504952 -2525039
Profit Factor 1.2931 1.5122 1.0267 0.9955 1.45 0.6673
Total Trades 332 166 166 332 166 166
Winning Trades 168 79 89 168 79 89
Losing Trades 164 87 77 164 87 77
Profitability (%) 50.6024 47.5904 53.6145 50.6024 47.5904 53.6145
Ratio Avg Win / Avg Loss 1.2623 1.6654 0.8883 0.9718 1.5968 0.5773
Largest Winning Trade 173532 173532 54457 1631075 1631075 428479
Largest Losing Trade -77119 -42236 -77119 -2178742 -364072 -2178742
Avg Bars in Trades 22 24 20 22 24 20
Avg Bars in Winners 25 26 24 25 26 24
Avg Bars in Losers 19 23 16 19 23 16
Bars Traded 7579 4147 3432 7579 4147 3432
Profit Streak 0 0 547.8816 0 0 547.8816
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358201 355852 -379088 -578686 -5108 -578349

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": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856173789,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 238,
            "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": [
        [
            440526.8994043482,
            422400.2455727883,
            18126.6538315595,
            -34992.6493510539,
            1461842.5885741937,
            -1496835.237925245
        ],
        [
            440.526899,
            422.400246,
            18.126654,
            -34.992649,
            1461.842589,
            -1496.835238
        ],
        [
            0.222854,
            0.213684,
            0.00917,
            -0.021784,
            0.139136,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -306102,
            -263166,
            -121555,
            -2795390,
            -1504952,
            -2525039
        ],
        [
            1.293107,
            1.512239,
            1.026722,
            0.995483,
            1.449998,
            0.667302
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            168,
            79,
            89,
            168,
            79,
            89
        ],
        [
            164,
            87,
            77,
            164,
            87,
            77
        ],
        [
            50.60241,
            47.590361,
            53.614458,
            50.60241,
            47.590361,
            53.614458
        ],
        [
            1.262319,
            1.665377,
            0.888288,
            0.971781,
            1.596834,
            0.577329
        ],
        [
            173532,
            173532,
            54457,
            1631075,
            1631075,
            428479
        ],
        [
            -77119,
            -42236,
            -77119,
            -2178742,
            -364072,
            -2178742
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            19,
            23,
            16,
            19,
            23,
            16
        ],
        [
            7579,
            4147,
            3432,
            7579,
            4147,
            3432
        ],
        [
            0,
            0,
            547.881641,
            0,
            0,
            547.881641
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358201,
            355852,
            -379088,
            -578686,
            -5108,
            -578349
        ]
    ]
}
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": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856173789,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 238,
            "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)