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Trade: WAVES/USDT/480/SWMA/PSAR/2673

Strategy
WAVES/USDT/480/SWMA/PSAR/2673
Pair
WAVES_USDT
Interval
8h
Score
303448
Daily Profit
0.182381
Profit Factor
1.369699
Profitability
49.444444
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-02 19:13
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 234047.6138 360566.6898 -126519.076 -98628.6168 974507.59 -1073136.2067
Total P&L (%) 234.0476 360.5667 -126.5191 -98.6286 974.5076 -1073.1362
Avg Daily Profit (%) 0.1184 0.1824 -0.064 -0.2167 0.1202 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -307196 -245758 -241584 -1201584 -560851 -1260492
Profit Factor 1.1251 1.3697 0.8588 0.9812 1.4048 0.6208
Total Trades 360 180 180 360 180 180
Winning Trades 186 89 97 186 89 97
Losing Trades 174 91 83 174 91 83
Profitability (%) 51.6667 49.4444 53.8889 51.6667 49.4444 53.8889
Ratio Avg Win / Avg Loss 1.0525 1.4005 0.7348 0.9179 1.4363 0.5312
Largest Winning Trade 175334 175334 39629 396630 396630 325486
Largest Losing Trade -90131 -41185 -90131 -629082 -218675 -629082
Avg Bars in Trades 16 16 15 16 16 15
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 5827 2987 2840 5827 2987 2840
Profit Streak 0 0 502.6762 0 0 502.6762
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115526 303448 -579024 -578402 -30982 -579024
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421621894,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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": [
        [
            234047.6138497235,
            360566.6898318726,
            -126519.075982149,
            -98628.6167597503,
            974507.5899752385,
            -1073136.2067349898
        ],
        [
            234.047614,
            360.56669,
            -126.519076,
            -98.628617,
            974.50759,
            -1073.136207
        ],
        [
            0.118385,
            0.182381,
            -0.063995,
            -0.216727,
            0.120176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -307196,
            -245758,
            -241584,
            -1201584,
            -560851,
            -1260492
        ],
        [
            1.125077,
            1.369699,
            0.858784,
            0.98117,
            1.404761,
            0.620831
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            186,
            89,
            97,
            186,
            89,
            97
        ],
        [
            174,
            91,
            83,
            174,
            91,
            83
        ],
        [
            51.666667,
            49.444444,
            53.888889,
            51.666667,
            49.444444,
            53.888889
        ],
        [
            1.052492,
            1.400479,
            0.734836,
            0.917869,
            1.436329,
            0.531226
        ],
        [
            175334,
            175334,
            39629,
            396630,
            396630,
            325486
        ],
        [
            -90131,
            -41185,
            -90131,
            -629082,
            -218675,
            -629082
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            5827,
            2987,
            2840,
            5827,
            2987,
            2840
        ],
        [
            0,
            0,
            502.676179,
            0,
            0,
            502.676179
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115526,
            303448,
            -579024,
            -578402,
            -30982,
            -579024
        ]
    ]
}
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": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421621894,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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)