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Trade: WAVES/USDT/720/DCM/PSAR/8215

Strategy
WAVES/USDT/720/DCM/PSAR/8215
Pair
WAVES_USDT
Interval
12h
Score
505354
Daily Profit
0.339290
Profit Factor
1.940749
Profitability
53.906250
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:37
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670945.0579 563198.3292 107746.7287 2106247.1753 1551666.3978 554580.7775
Total P&L (%) 670.9451 563.1983 107.7467 2106.2472 1551.6664 554.5808
Avg Daily Profit (%) 0.3393 0.2848 0.0545 0.1566 0.1419 0.0951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127355 -71355 -154784 -3388882 -2976436 -3608443
Profit Factor 1.9407 2.4723 1.3258 1.1752 1.236 1.1018
Total Trades 128 64 64 128 64 64
Winning Trades 69 36 33 69 36 33
Losing Trades 59 28 31 59 28 31
Profitability (%) 53.9063 56.25 51.5625 53.9063 56.25 51.5625
Ratio Avg Win / Avg Loss 1.6595 1.9229 1.2455 1.0049 0.9613 1.035
Largest Winning Trade 114550 114550 76639 1627696 1627696 1467271
Largest Losing Trade -52458 -52458 -38792 -1936628 -1936628 -1296057
Avg Bars in Trades 28 21 35 28 21 35
Avg Bars in Winners 37 24 52 37 24 52
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3677 1380 2297 3677 1380 2297
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505354 -124618 -258894 -19023 -143235 -313165
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553342400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513070532,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "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": [
        [
            670945.0579401397,
            563198.3292487923,
            107746.7286913478,
            2106247.1753018787,
            1551666.3978055804,
            554580.7774962985
        ],
        [
            670.945058,
            563.198329,
            107.746729,
            2106.247175,
            1551.666398,
            554.580777
        ],
        [
            0.33929,
            0.284803,
            0.054486,
            0.156576,
            0.141915,
            0.095055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127355,
            -71355,
            -154784,
            -3388882,
            -2976436,
            -3608443
        ],
        [
            1.940749,
            2.472327,
            1.325833,
            1.175194,
            1.235992,
            1.101808
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            53.90625,
            56.25,
            51.5625,
            53.90625,
            56.25,
            51.5625
        ],
        [
            1.659481,
            1.922921,
            1.24548,
            1.004876,
            0.961327,
            1.035032
        ],
        [
            114550,
            114550,
            76639,
            1627696,
            1627696,
            1467271
        ],
        [
            -52458,
            -52458,
            -38792,
            -1936628,
            -1936628,
            -1296057
        ],
        [
            28,
            21,
            35,
            28,
            21,
            35
        ],
        [
            37,
            24,
            52,
            37,
            24,
            52
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3677,
            1380,
            2297,
            3677,
            1380,
            2297
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505354,
            -124618,
            -258894,
            -19023,
            -143235,
            -313165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553342400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513070532,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "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)