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Trade: ALGO/USDT/720/T3/PSAR/3221

Strategy
ALGO/USDT/720/T3/PSAR/3221
Pair
ALGO_USDT
Interval
12h
Score
460388
Daily Profit
0.220123
Profit Factor
2.575813
Profitability
48.936170
Streak
0.000000
Best Strategy
Training Data Length
2291.000000
Evaluation Time
2025-09-29 00:36
Expiration Time
2025-12-06 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 581434.136 504301.5936 77132.5424 531851.4256 331706.5914 200144.8342
Total P&L (%) 581.4341 504.3016 77.1325 531.8514 331.7066 200.1448
Avg Daily Profit (%) 0.2538 0.2201 0.0337 0.0805 0.0639 0.048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92114 -99766 -60547 -797804 -678470 -604694
Profit Factor 1.9939 2.5758 1.2911 1.1557 1.1653 1.142
Total Trades 93 47 46 93 47 46
Winning Trades 47 23 24 47 23 24
Losing Trades 46 24 22 46 24 22
Profitability (%) 50.5376 48.9362 52.1739 50.5376 48.9362 52.1739
Ratio Avg Win / Avg Loss 1.9515 2.6878 1.1835 1.1311 1.216 1.0469
Largest Winning Trade 237164 237164 49683 737967 737967 287949
Largest Losing Trade -41348 -41348 -37213 -324522 -324522 -261948
Avg Bars in Trades 46 53 39 46 53 39
Avg Bars in Winners 55 51 58 55 51 58
Avg Bars in Losers 36 54 17 36 54 17
Bars Traded 4296 2499 1797 4296 2499 1797
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 453733 460388 -147530 -133974 -146648 -192763
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095403868,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.85376
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 173,
            "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": [
        [
            581434.136039675,
            504301.5936407156,
            77132.5423989596,
            531851.4255528039,
            331706.5913516968,
            200144.8342011073
        ],
        [
            581.434136,
            504.301594,
            77.132542,
            531.851426,
            331.706591,
            200.144834
        ],
        [
            0.253791,
            0.220123,
            0.033668,
            0.080499,
            0.06386,
            0.047986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92114,
            -99766,
            -60547,
            -797804,
            -678470,
            -604694
        ],
        [
            1.993921,
            2.575813,
            1.291106,
            1.155721,
            1.165337,
            1.14203
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            50.537634,
            48.93617,
            52.173913,
            50.537634,
            48.93617,
            52.173913
        ],
        [
            1.951497,
            2.687805,
            1.183513,
            1.131131,
            1.216004,
            1.046861
        ],
        [
            237164,
            237164,
            49683,
            737967,
            737967,
            287949
        ],
        [
            -41348,
            -41348,
            -37213,
            -324522,
            -324522,
            -261948
        ],
        [
            46,
            53,
            39,
            46,
            53,
            39
        ],
        [
            55,
            51,
            58,
            55,
            51,
            58
        ],
        [
            36,
            54,
            17,
            36,
            54,
            17
        ],
        [
            4296,
            2499,
            1797,
            4296,
            2499,
            1797
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453733,
            460388,
            -147530,
            -133974,
            -146648,
            -192763
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4582,
    "evaluation_days": 2291,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095403868,
    "expiration_time": 1764999072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.85376
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 173,
            "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)