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Trade: ALGO/USDT/120/SSF/PSAR/2730

Strategy
ALGO/USDT/120/SSF/PSAR/2730
Pair
ALGO_USDT
Interval
2h
Score
348684
Daily Profit
0.182543
Profit Factor
1.207088
Profitability
46.916890
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 13:40
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380146.0256 390178.6964 -10032.6708 -1909.7306 54913.2305 -56822.9612
Total P&L (%) 380.146 390.1787 -10.0327 -1.9097 54.9132 -56.823
Avg Daily Profit (%) 0.1825 0.1874 -0.0048 -0.0009 0.021 -0.0403
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126649 -159399 -134204 -175844 -156859 -120668
Profit Factor 1.2071 1.4323 0.9892 0.9987 1.0736 0.9256
Total Trades 746 373 373 746 373 373
Winning Trades 350 171 179 350 171 179
Losing Trades 396 202 194 396 202 194
Profitability (%) 46.9169 45.8445 47.9893 46.9169 45.8445 47.9893
Ratio Avg Win / Avg Loss 1.3657 1.6919 1.0721 1.13 1.2682 1.0032
Largest Winning Trade 244741 244741 50508 95733 95733 42340
Largest Losing Trade -26277 -20621 -26277 -29161 -29161 -25081
Avg Bars in Trades 33 32 34 33 32 34
Avg Bars in Winners 42 39 46 42 39 46
Avg Bars in Losers 25 26 23 25 26 23
Bars Traded 24933 11973 12960 24933 11973 12960
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 348684 334609 -578498 -576413 -305617 -578498

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883255986,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            380146.0255900912,
            390178.6963514599,
            -10032.6707613689,
            -1909.7306426555,
            54913.2305353446,
            -56822.9611779999
        ],
        [
            380.146026,
            390.178696,
            -10.032671,
            -1.909731,
            54.913231,
            -56.822961
        ],
        [
            0.182543,
            0.187361,
            -0.004818,
            -0.000926,
            0.02102,
            -0.040321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126649,
            -159399,
            -134204,
            -175844,
            -156859,
            -120668
        ],
        [
            1.207088,
            1.432264,
            0.989247,
            0.998736,
            1.073561,
            0.925608
        ],
        [
            746,
            373,
            373,
            746,
            373,
            373
        ],
        [
            350,
            171,
            179,
            350,
            171,
            179
        ],
        [
            396,
            202,
            194,
            396,
            202,
            194
        ],
        [
            46.91689,
            45.844504,
            47.989276,
            46.91689,
            45.844504,
            47.989276
        ],
        [
            1.365734,
            1.691914,
            1.072145,
            1.129998,
            1.268184,
            1.003173
        ],
        [
            244741,
            244741,
            50508,
            95733,
            95733,
            42340
        ],
        [
            -26277,
            -20621,
            -26277,
            -29161,
            -29161,
            -25081
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            24933,
            11973,
            12960,
            24933,
            11973,
            12960
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348684,
            334609,
            -578498,
            -576413,
            -305617,
            -578498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883255986,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "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)