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Trade: WAVES/USDT/360/WMA/PSAR/7786

Strategy
WAVES/USDT/360/WMA/PSAR/7786
Pair
WAVES_USDT
Interval
6h
Score
410946
Daily Profit
0.274320
Profit Factor
1.513849
Profitability
50.617284
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:02
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 542262.6015 434870.3177 107392.2838 546374.1762 -280305.2347 826679.4108
Total P&L (%) 542.2626 434.8703 107.3923 546.3742 -280.3052 826.6794
Avg Daily Profit (%) 0.2743 0.22 0.0543 0.0945 0 0.1127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126252 -130252 -122201 -2652071 -2429612 -915549
Profit Factor 1.5138 1.822 1.2041 1.0554 0.9469 1.1805
Total Trades 243 122 121 243 122 121
Winning Trades 123 59 64 123 59 64
Losing Trades 120 63 57 120 63 57
Profitability (%) 50.6173 48.3607 52.8926 50.6173 48.3607 52.8926
Ratio Avg Win / Avg Loss 1.4769 1.9455 1.0724 1.0297 1.0111 1.0514
Largest Winning Trade 140525 140525 65562 1249230 1113220 1249230
Largest Losing Trade -53171 -28302 -53171 -722564 -684985 -722564
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 41 39 42 41 39 42
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 7623 3507 4116 7623 3507 4116
Profit Streak 0 0 494.252 0 0 494.252
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410946 383714 -119768 -224666 -579701 -62958

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": 1552456800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801774900,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "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": [
        [
            542262.6014583189,
            434870.3176560251,
            107392.2838022935,
            546374.1761902948,
            -280305.2346563073,
            826679.4108466014
        ],
        [
            542.262601,
            434.870318,
            107.392284,
            546.374176,
            -280.305235,
            826.679411
        ],
        [
            0.27432,
            0.219993,
            0.054328,
            0.094452,
            0,
            0.112695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126252,
            -130252,
            -122201,
            -2652071,
            -2429612,
            -915549
        ],
        [
            1.513849,
            1.821999,
            1.204069,
            1.055421,
            0.94691,
            1.180542
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            123,
            59,
            64,
            123,
            59,
            64
        ],
        [
            120,
            63,
            57,
            120,
            63,
            57
        ],
        [
            50.617284,
            48.360656,
            52.892562,
            50.617284,
            48.360656,
            52.892562
        ],
        [
            1.476926,
            1.945525,
            1.072374,
            1.029679,
            1.011107,
            1.05142
        ],
        [
            140525,
            140525,
            65562,
            1249230,
            1113220,
            1249230
        ],
        [
            -53171,
            -28302,
            -53171,
            -722564,
            -684985,
            -722564
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            7623,
            3507,
            4116,
            7623,
            3507,
            4116
        ],
        [
            0,
            0,
            494.252024,
            0,
            0,
            494.252024
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410946,
            383714,
            -119768,
            -224666,
            -579701,
            -62958
        ]
    ]
}
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": 1552456800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801774900,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "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)