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Trade: WAVES/USDT/720/RMA/PSAR/6014

Strategy
WAVES/USDT/720/RMA/PSAR/6014
Pair
WAVES_USDT
Interval
12h
Score
847538
Daily Profit
0.669479
Profit Factor
13.476530
Profitability
62.500000
Streak
797.833830
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 11:00
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 1477207.8163 1323894.2251 153313.5912 7051442.9213 4373234.0855 2678208.8358
Total P&L (%) 1477.2078 1323.8942 153.3136 7051.4429 4373.2341 2678.2088
Avg Daily Profit (%) 0.747 0.6695 0.0775 0.2162 0.1924 0.1683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98437 -41718 -56719 -2473897 -1073729 -1400168
Profit Factor 6.8351 13.4765 2.0426 2.3849 3.3192 1.8353
Total Trades 63 32 31 63 32 31
Winning Trades 37 20 17 37 20 17
Losing Trades 26 12 14 26 12 14
Profitability (%) 58.7302 62.5 54.8387 58.7302 62.5 54.8387
Ratio Avg Win / Avg Loss 4.8031 8.0859 1.6822 1.6759 1.9915 1.5115
Largest Winning Trade 1216182 1216182 89116 2442527 2275269 2442527
Largest Losing Trade -26142 -26142 -19779 -790318 -790318 -683043
Avg Bars in Trades 59 52 66 59 52 66
Avg Bars in Winners 87 74 102 87 74 102
Avg Bars in Losers 18 14 22 18 14 22
Bars Traded 3728 1664 2064 3728 1664 2064
Profit Streak 491.8338 797.8338 0 491.8338 797.8338 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128042 847538 -84964 -136564 622178 426101
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": 1555588800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960042897,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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": [
        [
            1477207.816273669,
            1323894.2250836878,
            153313.5911899811,
            7051442.921263869,
            4373234.085490671,
            2678208.835773198
        ],
        [
            1477.207816,
            1323.894225,
            153.313591,
            7051.442921,
            4373.234085,
            2678.208836
        ],
        [
            0.747008,
            0.669479,
            0.077529,
            0.216157,
            0.192382,
            0.168252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98437,
            -41718,
            -56719,
            -2473897,
            -1073729,
            -1400168
        ],
        [
            6.835133,
            13.47653,
            2.042618,
            2.384871,
            3.319201,
            1.835347
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            58.730159,
            62.5,
            54.83871,
            58.730159,
            62.5,
            54.83871
        ],
        [
            4.803066,
            8.085918,
            1.682156,
            1.675856,
            1.991521,
            1.511462
        ],
        [
            1216182,
            1216182,
            89116,
            2442527,
            2275269,
            2442527
        ],
        [
            -26142,
            -26142,
            -19779,
            -790318,
            -790318,
            -683043
        ],
        [
            59,
            52,
            66,
            59,
            52,
            66
        ],
        [
            87,
            74,
            102,
            87,
            74,
            102
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            3728,
            1664,
            2064,
            3728,
            1664,
            2064
        ],
        [
            491.83383,
            797.83383,
            0,
            491.83383,
            797.83383,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128042,
            847538,
            -84964,
            -136564,
            622178,
            426101
        ]
    ]
}
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": 1555588800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960042897,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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)