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Trade: WAVES/USDT/480/PSAR/HMA/1223

Strategy
WAVES/USDT/480/PSAR/HMA/1223
Pair
WAVES_USDT
Interval
8h
Score
334348
Daily Profit
0.244221
Profit Factor
1.259377
Profitability
44.170404
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 12:51
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482823.9763 422948.9182 59875.0581 4971.6983 -15654.2088 20625.9071
Total P&L (%) 482.824 422.9489 59.8751 4.9717 -15.6542 20.6259
Avg Daily Profit (%) 0.2442 0.2139 0.0303 0.0025 -0.0086 0.0095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155264 -122751 -236932 -96604 -63463 -80307
Profit Factor 1.2594 1.4705 1.0622 1.0061 0.9624 1.0522
Total Trades 446 223 223 446 223 223
Winning Trades 197 95 102 197 95 102
Losing Trades 249 128 121 249 128 121
Profitability (%) 44.1704 42.6009 45.7399 44.1704 42.6009 45.7399
Ratio Avg Win / Avg Loss 1.5918 1.9813 1.2601 1.2717 1.2967 1.2482
Largest Winning Trade 92976 92976 58479 31046 23521 31046
Largest Losing Trade -81478 -44221 -81478 -29663 -27340 -29663
Avg Bars in Trades 13 11 14 13 11 14
Avg Bars in Winners 16 14 19 16 14 19
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 5833 2610 3223 5833 2610 3223
Profit Streak 0 0 497.0776 0 0 497.0776
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334348 287598 -305381 -568754 -581099 -349922
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550016000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744301739,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "offset": 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": [
        [
            482823.9762792201,
            422948.9182257854,
            59875.0580534346,
            4971.6983337419,
            -15654.2087956374,
            20625.9071293793
        ],
        [
            482.823976,
            422.948918,
            59.875058,
            4.971698,
            -15.654209,
            20.625907
        ],
        [
            0.244221,
            0.213935,
            0.030286,
            0.002454,
            -0.008611,
            0.009486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155264,
            -122751,
            -236932,
            -96604,
            -63463,
            -80307
        ],
        [
            1.259377,
            1.470479,
            1.062208,
            1.00613,
            0.962361,
            1.052198
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            197,
            95,
            102,
            197,
            95,
            102
        ],
        [
            249,
            128,
            121,
            249,
            128,
            121
        ],
        [
            44.170404,
            42.600897,
            45.73991,
            44.170404,
            42.600897,
            45.73991
        ],
        [
            1.591802,
            1.981277,
            1.26007,
            1.271707,
            1.296655,
            1.248195
        ],
        [
            92976,
            92976,
            58479,
            31046,
            23521,
            31046
        ],
        [
            -81478,
            -44221,
            -81478,
            -29663,
            -27340,
            -29663
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            5833,
            2610,
            3223,
            5833,
            2610,
            3223
        ],
        [
            0,
            0,
            497.077566,
            0,
            0,
            497.077566
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334348,
            287598,
            -305381,
            -568754,
            -581099,
            -349922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550016000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744301739,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "offset": 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)