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Trade: ALGO/USDT/120/SWMA/PSAR/2455

Strategy
ALGO/USDT/120/SWMA/PSAR/2455
Pair
ALGO_USDT
Interval
2h
Score
319297
Daily Profit
0.167970
Profit Factor
1.343336
Profitability
42.716049
Streak
20.896293
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 00:30
Expiration Time
2025-12-24 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311340.9219 349937.117 -38596.1951 -67315.7334 18484.2966 -85800.0299
Total P&L (%) 311.3409 349.9371 -38.5962 -67.3157 18.4843 -85.8
Avg Daily Profit (%) 0.1494 0.168 -0.0185 -0.0537 0.0081 -0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180386 -196664 -162962 -137191 -89514 -123138
Profit Factor 1.1575 1.3433 0.9597 0.9353 1.0346 0.8303
Total Trades 811 405 406 811 405 406
Winning Trades 371 173 198 371 173 198
Losing Trades 440 232 208 440 232 208
Profitability (%) 45.746 42.716 48.7685 45.746 42.716 48.7685
Ratio Avg Win / Avg Loss 1.3728 1.8015 1.0081 1.1092 1.3874 0.8722
Largest Winning Trade 294890 294890 44763 68417 68417 31168
Largest Losing Trade -23625 -23625 -19815 -30012 -30012 -15901
Avg Bars in Trades 30 29 31 30 29 31
Avg Bars in Winners 40 37 42 40 37 42
Avg Bars in Losers 22 22 21 22 22 21
Bars Traded 24741 11788 12953 24741 11788 12953
Profit Streak 20.8963 20.8963 22.063 20.8963 20.8963 22.063
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36634 319297 -576557 -574971 -372293 -578223
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580061600000,
    "first_datapoint_time": 1580954400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760131839755,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "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": [
        [
            311340.9218954638,
            349937.1170296944,
            -38596.1951342306,
            -67315.7333590209,
            18484.2965742025,
            -85800.0299332233
        ],
        [
            311.340922,
            349.937117,
            -38.596195,
            -67.315733,
            18.484297,
            -85.80003
        ],
        [
            0.149444,
            0.16797,
            -0.018526,
            -0.053663,
            0.008142,
            -0.093649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180386,
            -196664,
            -162962,
            -137191,
            -89514,
            -123138
        ],
        [
            1.157546,
            1.343336,
            0.959668,
            0.935297,
            1.034565,
            0.830308
        ],
        [
            811,
            405,
            406,
            811,
            405,
            406
        ],
        [
            371,
            173,
            198,
            371,
            173,
            198
        ],
        [
            440,
            232,
            208,
            440,
            232,
            208
        ],
        [
            45.745993,
            42.716049,
            48.768473,
            45.745993,
            42.716049,
            48.768473
        ],
        [
            1.372831,
            1.801468,
            1.008136,
            1.109248,
            1.387394,
            0.872243
        ],
        [
            294890,
            294890,
            44763,
            68417,
            68417,
            31168
        ],
        [
            -23625,
            -23625,
            -19815,
            -30012,
            -30012,
            -15901
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            40,
            37,
            42,
            40,
            37,
            42
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            24741,
            11788,
            12953,
            24741,
            11788,
            12953
        ],
        [
            20.896293,
            20.896293,
            22.06296,
            20.896293,
            20.896293,
            22.06296
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36634,
            319297,
            -576557,
            -574971,
            -372293,
            -578223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580061600000,
    "first_datapoint_time": 1580954400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760131839755,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "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)