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Trade: WAVES/USDT/720/EMA/PSAR/5421

Strategy
WAVES/USDT/720/EMA/PSAR/5421
Pair
WAVES_USDT
Interval
12h
Score
623931
Daily Profit
0.253633
Profit Factor
3.935820
Profitability
59.090909
Streak
539.660734
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-12 18:51
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 656173.8643 501558.8022 154615.0621 5510211.817 3079122.3556 2431089.4614
Total P&L (%) 656.1739 501.5588 154.6151 5510.2118 3079.1224 2431.0895
Avg Daily Profit (%) 0.3318 0.2536 0.0782 0.2039 0.1751 0.1635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89117 -36972 -87856 -1664985 -1128683 -1153527
Profit Factor 2.8104 3.9358 1.807 1.8824 1.8864 1.8774
Total Trades 88 44 44 88 44 44
Winning Trades 49 26 23 49 26 23
Losing Trades 39 18 21 39 18 21
Profitability (%) 55.6818 59.0909 52.2727 55.6818 59.0909 52.2727
Ratio Avg Win / Avg Loss 2.2369 2.7248 1.6499 1.4983 1.306 1.7141
Largest Winning Trade 157455 157455 87925 1565757 1565757 1244913
Largest Losing Trade -29129 -20706 -29129 -1121746 -1121746 -859673
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 55 48 64 55 48 64
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 3617 1631 1985 3617 1631 1985
Profit Streak 539.6607 539.6607 595.6607 539.6607 539.6607 595.6607
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 592543 623931 -83817 448695 436155 453639
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": 1558396800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760284287449,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 247,
            "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": [
        [
            656173.8643002923,
            501558.8021820406,
            154615.0621182519,
            5510211.817006392,
            3079122.355562302,
            2431089.4614440897
        ],
        [
            656.173864,
            501.558802,
            154.615062,
            5510.211817,
            3079.122356,
            2431.089461
        ],
        [
            0.33182,
            0.253633,
            0.078187,
            0.203857,
            0.175081,
            0.163534
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89117,
            -36972,
            -87856,
            -1664985,
            -1128683,
            -1153527
        ],
        [
            2.810444,
            3.93582,
            1.806981,
            1.882416,
            1.886442,
            1.87737
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            55.681818,
            59.090909,
            52.272727,
            55.681818,
            59.090909,
            52.272727
        ],
        [
            2.236884,
            2.724798,
            1.649852,
            1.49825,
            1.305998,
            1.714121
        ],
        [
            157455,
            157455,
            87925,
            1565757,
            1565757,
            1244913
        ],
        [
            -29129,
            -20706,
            -29129,
            -1121746,
            -1121746,
            -859673
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            55,
            48,
            64,
            55,
            48,
            64
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            3617,
            1631,
            1985,
            3617,
            1631,
            1985
        ],
        [
            539.660734,
            539.660734,
            595.660734,
            539.660734,
            539.660734,
            595.660734
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            592543,
            623931,
            -83817,
            448695,
            436155,
            453639
        ]
    ]
}
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": 1558396800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760284287449,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 247,
            "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)