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Trade: WAVES/USDT/720/HMA/PSAR/2388

Strategy
WAVES/USDT/720/HMA/PSAR/2388
Pair
WAVES_USDT
Interval
12h
Score
326871
Daily Profit
0.172706
Profit Factor
1.429348
Profitability
51.587302
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
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 341525.3134 311135.9925 30389.3209 10724.6033 6193.5393 4531.0641
Total P&L (%) 341.5253 311.136 30.3893 10.7246 6.1935 4.5311
Avg Daily Profit (%) 0.1727 0.1573 0.0154 0.0052 0.003 0.0022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128719 -101822 -210184 -299542 -309463 -327502
Profit Factor 1.4293 1.8049 1.0743 1.0073 1.0078 1.0068
Total Trades 126 63 63 126 63 63
Winning Trades 65 28 37 65 28 37
Losing Trades 61 35 26 61 35 26
Profitability (%) 51.5873 44.4444 58.7302 51.5873 44.4444 58.7302
Ratio Avg Win / Avg Loss 1.3414 2.2562 0.7549 0.9453 1.2597 0.7075
Largest Winning Trade 133421 133421 58710 132094 105652 132094
Largest Losing Trade -46615 -44078 -46615 -157398 -157398 -104048
Avg Bars in Trades 29 29 29 29 29 29
Avg Bars in Winners 35 38 33 35 38 33
Avg Bars in Losers 23 22 25 23 22 25
Bars Traded 3764 1876 1888 3764 1876 1888
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 326871 -138160 -461107 -542494 -715341 -715609
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": 1554638400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516559882,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 32
        }
    },
    "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": [
        [
            341525.3133711484,
            311135.9924835486,
            30389.3208875998,
            10724.6033352728,
            6193.5392603265,
            4531.0640749463
        ],
        [
            341.525313,
            311.135992,
            30.389321,
            10.724603,
            6.193539,
            4.531064
        ],
        [
            0.172706,
            0.157338,
            0.015368,
            0.005152,
            0.003039,
            0.002241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128719,
            -101822,
            -210184,
            -299542,
            -309463,
            -327502
        ],
        [
            1.429348,
            1.804927,
            1.074318,
            1.007321,
            1.007781,
            1.006774
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            51.587302,
            44.444444,
            58.730159,
            51.587302,
            44.444444,
            58.730159
        ],
        [
            1.341389,
            2.256159,
            0.754926,
            0.945332,
            1.259726,
            0.707463
        ],
        [
            133421,
            133421,
            58710,
            132094,
            105652,
            132094
        ],
        [
            -46615,
            -44078,
            -46615,
            -157398,
            -157398,
            -104048
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            35,
            38,
            33,
            35,
            38,
            33
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            3764,
            1876,
            1888,
            3764,
            1876,
            1888
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326871,
            -138160,
            -461107,
            -542494,
            -715341,
            -715609
        ]
    ]
}
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": 1554638400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516559882,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 32
        }
    },
    "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)