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Trade: FIL/USDT/360/PSAR/VWAP/1388

Strategy
FIL/USDT/360/PSAR/VWAP/1388
Pair
FIL_USDT
Interval
6h
Score
320435
Daily Profit
0.241730
Profit Factor
1.271350
Profitability
41.727941
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-27 03:28
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436383.0671 200996.19 235386.8771 518633.9881 167667.3918 350966.5963
Total P&L (%) 436.3831 200.9962 235.3869 518.634 167.6674 350.9666
Avg Daily Profit (%) 0.2417 0.1113 0.1304 0.101 0.0546 0.0835
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91483 -118642 -115691 -958909 -879603 -600010
Profit Factor 1.2714 1.2574 1.2845 1.0839 1.054 1.1141
Total Trades 544 272 272 544 272 272
Winning Trades 227 104 123 227 104 123
Losing Trades 317 168 149 317 168 149
Profitability (%) 41.7279 38.2353 45.2206 41.7279 38.2353 45.2206
Ratio Avg Win / Avg Loss 1.7754 2.0311 1.5561 1.5137 1.7027 1.3497
Largest Winning Trade 66314 66314 58711 264580 264580 249602
Largest Losing Trade -31052 -31052 -24559 -191904 -152881 -191904
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 18 16 19 18 16 19
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 7200 3303 3897 7200 3303 3897
Profit Streak 0 0 20.0198 0 0 20.0198
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320435 -46848 -18010 -184901 -283487 -176640
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758932911887,
    "expiration_time": 1763394408000,
    "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": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            436383.0671283909,
            200996.1900357348,
            235386.8770926563,
            518633.9881472285,
            167667.3918182307,
            350966.5963289973
        ],
        [
            436.383067,
            200.99619,
            235.386877,
            518.633988,
            167.667392,
            350.966596
        ],
        [
            0.24173,
            0.11134,
            0.13039,
            0.100998,
            0.054554,
            0.083471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91483,
            -118642,
            -115691,
            -958909,
            -879603,
            -600010
        ],
        [
            1.27135,
            1.257373,
            1.284545,
            1.083943,
            1.054024,
            1.114142
        ],
        [
            544,
            272,
            272,
            544,
            272,
            272
        ],
        [
            227,
            104,
            123,
            227,
            104,
            123
        ],
        [
            317,
            168,
            149,
            317,
            168,
            149
        ],
        [
            41.727941,
            38.235294,
            45.220588,
            41.727941,
            38.235294,
            45.220588
        ],
        [
            1.775409,
            2.031141,
            1.556075,
            1.513701,
            1.702655,
            1.349652
        ],
        [
            66314,
            66314,
            58711,
            264580,
            264580,
            249602
        ],
        [
            -31052,
            -31052,
            -24559,
            -191904,
            -152881,
            -191904
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7200,
            3303,
            3897,
            7200,
            3303,
            3897
        ],
        [
            0,
            0,
            20.019813,
            0,
            0,
            20.019813
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320435,
            -46848,
            -18010,
            -184901,
            -283487,
            -176640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758932911887,
    "expiration_time": 1763394408000,
    "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": "vwap",
        "factors": {
            "length": 0,
            "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)