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Trade: WAVES/USDT/720/RMA/PSAR/7985

Strategy
WAVES/USDT/720/RMA/PSAR/7985
Pair
WAVES_USDT
Interval
12h
Score
827676
Daily Profit
0.662052
Profit Factor
11.784168
Profitability
58.823529
Streak
619.770579
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 21:29
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 1452227.4837 1309207.9691 143019.5146 5670301.9147 3443868.4205 2226433.4942
Total P&L (%) 1452.2275 1309.208 143.0195 5670.3019 3443.8684 2226.4335
Avg Daily Profit (%) 0.7344 0.6621 0.0723 0.2053 0.1806 0.1593
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97228 -43005 -64435 -1880281 -835802 -1044478
Profit Factor 6.5969 11.7842 2.0359 2.269 2.7097 1.9073
Total Trades 67 34 33 67 34 33
Winning Trades 40 20 20 40 20 20
Losing Trades 27 14 13 27 14 13
Profitability (%) 59.7015 58.8235 60.6061 59.7015 58.8235 60.6061
Ratio Avg Win / Avg Loss 4.4529 8.2489 1.3233 1.5316 1.8968 1.2397
Largest Winning Trade 1216182 1216182 88941 1853049 1735024 1853049
Largest Losing Trade -25014 -24515 -25014 -565877 -565877 -517944
Avg Bars in Trades 54 48 61 54 48 61
Avg Bars in Winners 80 70 91 80 70 91
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3677 1639 2038 3677 1639 2038
Profit Streak 503.2706 619.7706 0 503.2706 619.7706 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98024 827676 -92267 -106755 558624 415791
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": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948178062,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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": [
        [
            1452227.4837184243,
            1309207.9690726541,
            143019.5146457698,
            5670301.914677098,
            3443868.420503555,
            2226433.494173544
        ],
        [
            1452.227484,
            1309.207969,
            143.019515,
            5670.301915,
            3443.868421,
            2226.433494
        ],
        [
            0.734375,
            0.662052,
            0.072323,
            0.205283,
            0.180583,
            0.159263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97228,
            -43005,
            -64435,
            -1880281,
            -835802,
            -1044478
        ],
        [
            6.596937,
            11.784168,
            2.035868,
            2.26899,
            2.70966,
            1.907267
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            59.701493,
            58.823529,
            60.606061,
            59.701493,
            58.823529,
            60.606061
        ],
        [
            4.452932,
            8.248917,
            1.323314,
            1.531568,
            1.896762,
            1.239723
        ],
        [
            1216182,
            1216182,
            88941,
            1853049,
            1735024,
            1853049
        ],
        [
            -25014,
            -24515,
            -25014,
            -565877,
            -565877,
            -517944
        ],
        [
            54,
            48,
            61,
            54,
            48,
            61
        ],
        [
            80,
            70,
            91,
            80,
            70,
            91
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3677,
            1639,
            2038,
            3677,
            1639,
            2038
        ],
        [
            503.270579,
            619.770579,
            0,
            503.270579,
            619.770579,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98024,
            827676,
            -92267,
            -106755,
            558624,
            415791
        ]
    ]
}
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": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948178062,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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)