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Trade: WAVES/USDT/360/SSF/PSAR/9592

Strategy
WAVES/USDT/360/SSF/PSAR/9592
Pair
WAVES_USDT
Interval
6h
Score
305293
Daily Profit
0.185647
Profit Factor
1.517704
Profitability
45.774648
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 07:30
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 337288.245 366978.526 -29690.2809 -54457.3197 70605.7963 -125063.116
Total P&L (%) 337.2882 366.9785 -29.6903 -54.4573 70.6058 -125.0631
Avg Daily Profit (%) 0.1706 0.1856 -0.015 -0.0398 0.027 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189806 -148552 -171211 -444361 -312432 -322473
Profit Factor 1.2512 1.5177 0.9531 0.9712 1.072 0.8623
Total Trades 284 142 142 284 142 142
Winning Trades 135 65 70 135 65 70
Losing Trades 149 77 72 149 77 72
Profitability (%) 47.5352 45.7746 49.2958 47.5352 45.7746 49.2958
Ratio Avg Win / Avg Loss 1.381 1.7979 0.9804 1.0719 1.2699 0.887
Largest Winning Trade 147291 147291 69525 181306 155322 181306
Largest Losing Trade -46662 -46662 -41663 -206285 -206285 -198025
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 34 35 33 34 35 33
Avg Bars in Losers 20 18 23 20 18 23
Bars Traded 7774 3744 4030 7774 3744 4030
Profit Streak 0 0 510.188 0 0 510.188
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 286582 305293 -580367 -578306 -299688 -580367
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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759984243379,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            337288.2450249334,
            366978.5259673807,
            -29690.2809424471,
            -54457.3196954854,
            70605.7962954918,
            -125063.1159909772
        ],
        [
            337.288245,
            366.978526,
            -29.690281,
            -54.45732,
            70.605796,
            -125.063116
        ],
        [
            0.170628,
            0.185647,
            -0.01502,
            -0.039781,
            0.027027,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189806,
            -148552,
            -171211,
            -444361,
            -312432,
            -322473
        ],
        [
            1.251235,
            1.517704,
            0.953145,
            0.971181,
            1.071957,
            0.862324
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            149,
            77,
            72,
            149,
            77,
            72
        ],
        [
            47.535211,
            45.774648,
            49.295775,
            47.535211,
            45.774648,
            49.295775
        ],
        [
            1.380992,
            1.797896,
            0.980378,
            1.071896,
            1.269856,
            0.886962
        ],
        [
            147291,
            147291,
            69525,
            181306,
            155322,
            181306
        ],
        [
            -46662,
            -46662,
            -41663,
            -206285,
            -206285,
            -198025
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            7774,
            3744,
            4030,
            7774,
            3744,
            4030
        ],
        [
            0,
            0,
            510.188002,
            0,
            0,
            510.188002
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            286582,
            305293,
            -580367,
            -578306,
            -299688,
            -580367
        ]
    ]
}
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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759984243379,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    },
    "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)