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Trade: COMP/USDT/720/PSAR/VWMA/6197

Strategy
COMP/USDT/720/PSAR/VWMA/6197
Pair
COMP_USDT
Interval
12h
Score
389001
Daily Profit
0.150047
Profit Factor
1.349973
Profitability
54.938272
Streak
31.857340
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-25 23:34
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287789.9128 209330.7146 78459.1983 -364087.8741 -47011.2318 -317076.6423
Total P&L (%) 287.7899 209.3307 78.4592 -364.0879 -47.0112 -317.0766
Avg Daily Profit (%) 0.15 0.1091 0.0409 0 -0.0331 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147455 -123370 -153766 -448480 -191369 -417022
Profit Factor 1.35 1.4698 1.2082 0.736 0.9288 0.559
Total Trades 162 81 81 162 81 81
Winning Trades 89 43 46 71 40 31
Losing Trades 73 38 35 91 41 50
Profitability (%) 54.9383 53.0864 56.7901 43.8272 49.3827 38.2716
Ratio Avg Win / Avg Loss 1.1073 1.2989 0.9193 0.9433 0.952 0.9016
Largest Winning Trade 48071 48071 30529 160416 66580 160416
Largest Losing Trade -137250 -60160 -137250 -189653 -63782 -189653
Avg Bars in Trades 22 28 17 22 28 17
Avg Bars in Winners 16 17 16 27 36 15
Avg Bars in Losers 29 40 18 19 20 18
Bars Traded 3695 2301 1394 3695 2301 1394
Profit Streak 31.8573 31.8573 115.3573 0 0 0
Trades During Streak 3 1 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389001 -56904 -149746 -582052 -592698 -597019

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832474178,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 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": [
        [
            287789.9128496693,
            209330.7145686472,
            78459.198281022,
            -364087.8740727981,
            -47011.2318172669,
            -317076.6422555313
        ],
        [
            287.789913,
            209.330715,
            78.459198,
            -364.087874,
            -47.011232,
            -317.076642
        ],
        [
            0.150047,
            0.10914,
            0.040907,
            0,
            -0.033107,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147455,
            -123370,
            -153766,
            -448480,
            -191369,
            -417022
        ],
        [
            1.349973,
            1.469812,
            1.208249,
            0.735973,
            0.928769,
            0.559006
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            89,
            43,
            46,
            71,
            40,
            31
        ],
        [
            73,
            38,
            35,
            91,
            41,
            50
        ],
        [
            54.938272,
            53.08642,
            56.790123,
            43.82716,
            49.382716,
            38.271605
        ],
        [
            1.107281,
            1.298904,
            0.91932,
            0.94329,
            0.951988,
            0.901622
        ],
        [
            48071,
            48071,
            30529,
            160416,
            66580,
            160416
        ],
        [
            -137250,
            -60160,
            -137250,
            -189653,
            -63782,
            -189653
        ],
        [
            22,
            28,
            17,
            22,
            28,
            17
        ],
        [
            16,
            17,
            16,
            27,
            36,
            15
        ],
        [
            29,
            40,
            18,
            19,
            20,
            18
        ],
        [
            3695,
            2301,
            1394,
            3695,
            2301,
            1394
        ],
        [
            31.85734,
            31.85734,
            115.35734,
            0,
            0,
            0
        ],
        [
            3,
            1,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389001,
            -56904,
            -149746,
            -582052,
            -592698,
            -597019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832474178,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 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)