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Trade: WAVES/USDT/720/RMA/PSAR/2633

Strategy
WAVES/USDT/720/RMA/PSAR/2633
Pair
WAVES_USDT
Interval
12h
Score
843044
Daily Profit
0.665717
Profit Factor
12.536970
Profitability
61.764706
Streak
683.604834
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 17:30
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 1449529.4786 1316455.3253 133074.1533 5089721.5539 3393307.0237 1696414.5302
Total P&L (%) 1449.5295 1316.4553 133.0742 5089.7216 3393.307 1696.4145
Avg Daily Profit (%) 0.733 0.6657 0.0673 0.1999 0.1799 0.1462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109987 -48256 -65574 -2510481 -1130030 -1380451
Profit Factor 6.2992 12.537 1.8347 2.0356 2.6046 1.6058
Total Trades 67 34 33 67 34 33
Winning Trades 41 21 20 41 21 20
Losing Trades 26 13 13 26 13 13
Profitability (%) 61.194 61.7647 60.6061 61.194 61.7647 60.6061
Ratio Avg Win / Avg Loss 3.9946 7.761 1.1925 1.2909 1.6124 1.0438
Largest Winning Trade 1216182 1216182 88941 2156494 2156494 1837031
Largest Losing Trade -31988 -24581 -31988 -704337 -704337 -647387
Avg Bars in Trades 54 48 61 54 48 61
Avg Bars in Winners 79 70 88 79 70 88
Avg Bars in Losers 16 13 20 16 13 20
Bars Traded 3677 1645 2032 3677 1645 2032
Profit Streak 503.1048 683.6048 0 503.1048 683.6048 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97842 843044 -99360 -108169 565344 208111
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": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933857692,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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": [
        [
            1449529.4786183315,
            1316455.3252902885,
            133074.1533280424,
            5089721.553887123,
            3393307.0237313085,
            1696414.5301558152
        ],
        [
            1449.529479,
            1316.455325,
            133.074153,
            5089.721554,
            3393.307024,
            1696.41453
        ],
        [
            0.733011,
            0.665717,
            0.067294,
            0.19991,
            0.179855,
            0.146169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109987,
            -48256,
            -65574,
            -2510481,
            -1130030,
            -1380451
        ],
        [
            6.299169,
            12.53697,
            1.834679,
            2.035584,
            2.60464,
            1.605831
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            61.19403,
            61.764706,
            60.606061,
            61.19403,
            61.764706,
            60.606061
        ],
        [
            3.994595,
            7.760981,
            1.192542,
            1.290858,
            1.612396,
            1.04379
        ],
        [
            1216182,
            1216182,
            88941,
            2156494,
            2156494,
            1837031
        ],
        [
            -31988,
            -24581,
            -31988,
            -704337,
            -704337,
            -647387
        ],
        [
            54,
            48,
            61,
            54,
            48,
            61
        ],
        [
            79,
            70,
            88,
            79,
            70,
            88
        ],
        [
            16,
            13,
            20,
            16,
            13,
            20
        ],
        [
            3677,
            1645,
            2032,
            3677,
            1645,
            2032
        ],
        [
            503.104834,
            683.604834,
            0,
            503.104834,
            683.604834,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97842,
            843044,
            -99360,
            -108169,
            565344,
            208111
        ]
    ]
}
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": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933857692,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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)