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Trade: WAVES/USDT/720/SSF/PSAR/1364

Strategy
WAVES/USDT/720/SSF/PSAR/1364
Pair
WAVES_USDT
Interval
12h
Score
403832
Daily Profit
0.223706
Profit Factor
1.599168
Profitability
56.428571
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 442378.436 358631.0579 83747.3781 32457.4437 782508.1316 -750050.6879
Total P&L (%) 442.3784 358.6311 83.7474 32.4574 782.5081 -750.0507
Avg Daily Profit (%) 0.2237 0.1814 0.0424 0.0142 0.1102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93730 -86587 -154579 -1031510 -203739 -1101679
Profit Factor 1.5992 2.1056 1.2023 1.0108 1.8328 0.6378
Total Trades 140 70 70 140 70 70
Winning Trades 79 35 44 79 35 44
Losing Trades 61 35 26 61 35 26
Profitability (%) 56.4286 50 62.8571 56.4286 50 62.8571
Ratio Avg Win / Avg Loss 1.2348 2.1056 0.7105 0.7805 1.8328 0.3769
Largest Winning Trade 119918 119918 64816 348592 297597 348592
Largest Losing Trade -91139 -36888 -91139 -1002253 -139591 -1002253
Avg Bars in Trades 27 26 29 27 26 29
Avg Bars in Winners 33 35 31 33 35 31
Avg Bars in Losers 20 17 24 20 17 24
Bars Traded 3881 1846 2035 3881 1846 2035
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 403832 -82714 -230755 -385598 -136187 -673013

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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873143336,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            442378.4359912854,
            358631.0578626418,
            83747.3781286437,
            32457.4436939896,
            782508.131611851,
            -750050.687917862
        ],
        [
            442.378436,
            358.631058,
            83.747378,
            32.457444,
            782.508132,
            -750.050688
        ],
        [
            0.223706,
            0.181356,
            0.04235,
            0.014215,
            0.110179,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93730,
            -86587,
            -154579,
            -1031510,
            -203739,
            -1101679
        ],
        [
            1.599168,
            2.105623,
            1.202312,
            1.010781,
            1.832827,
            0.63783
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            56.428571,
            50,
            62.857143,
            56.428571,
            50,
            62.857143
        ],
        [
            1.234801,
            2.105623,
            0.710457,
            0.780477,
            1.832827,
            0.3769
        ],
        [
            119918,
            119918,
            64816,
            348592,
            297597,
            348592
        ],
        [
            -91139,
            -36888,
            -91139,
            -1002253,
            -139591,
            -1002253
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            33,
            35,
            31,
            33,
            35,
            31
        ],
        [
            20,
            17,
            24,
            20,
            17,
            24
        ],
        [
            3881,
            1846,
            2035,
            3881,
            1846,
            2035
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403832,
            -82714,
            -230755,
            -385598,
            -136187,
            -673013
        ]
    ]
}
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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873143336,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "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)