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Trade: FIL/USDT/360/PSAR/ZLMA/3621

Strategy
FIL/USDT/360/PSAR/ZLMA/3621
Pair
FIL_USDT
Interval
6h
Score
381612
Daily Profit
0.222434
Profit Factor
1.242174
Profitability
42.857143
Streak
19.176679
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 07:14
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 401549.1493 204112.6905 197436.4587 374542.1581 265874.7333 108667.4248
Total P&L (%) 401.5491 204.1127 197.4365 374.5422 265.8747 108.6674
Avg Daily Profit (%) 0.2224 0.1131 0.1094 0.0863 0.0719 0.0408
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91241 -92406 -88431 -685453 -568953 -388279
Profit Factor 1.2422 1.2397 1.2447 1.07 1.0933 1.0435
Total Trades 560 280 280 560 280 280
Winning Trades 240 109 131 240 109 131
Losing Trades 320 171 149 320 171 149
Profitability (%) 42.8571 38.9286 46.7857 42.8571 38.9286 46.7857
Ratio Avg Win / Avg Loss 1.6562 1.9449 1.4158 1.4267 1.7152 1.1868
Largest Winning Trade 55500 55500 37137 159826 159826 133855
Largest Losing Trade -31052 -31052 -23665 -148619 -148619 -110654
Avg Bars in Trades 12 11 14 12 11 14
Avg Bars in Winners 16 13 18 16 13 18
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 7088 3144 3944 7088 3144 3944
Profit Streak 19.1767 23.6767 19.1767 19.1767 23.6767 19.1767
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381612 -43310 -46234 -219295 -215798 -310176

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": 1603756800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860065078,
    "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": "zlma",
        "factors": {
            "length": 47,
            "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": [
        [
            401549.149263882,
            204112.6905143538,
            197436.4587495286,
            374542.1580989235,
            265874.7332682178,
            108667.4248307054
        ],
        [
            401.549149,
            204.112691,
            197.436459,
            374.542158,
            265.874733,
            108.667425
        ],
        [
            0.222434,
            0.113066,
            0.109368,
            0.086296,
            0.071879,
            0.040755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91241,
            -92406,
            -88431,
            -685453,
            -568953,
            -388279
        ],
        [
            1.242174,
            1.239745,
            1.244738,
            1.070028,
            1.093337,
            1.043468
        ],
        [
            560,
            280,
            280,
            560,
            280,
            280
        ],
        [
            240,
            109,
            131,
            240,
            109,
            131
        ],
        [
            320,
            171,
            149,
            320,
            171,
            149
        ],
        [
            42.857143,
            38.928571,
            46.785714,
            42.857143,
            38.928571,
            46.785714
        ],
        [
            1.656232,
            1.944921,
            1.41577,
            1.426704,
            1.715235,
            1.186846
        ],
        [
            55500,
            55500,
            37137,
            159826,
            159826,
            133855
        ],
        [
            -31052,
            -31052,
            -23665,
            -148619,
            -148619,
            -110654
        ],
        [
            12,
            11,
            14,
            12,
            11,
            14
        ],
        [
            16,
            13,
            18,
            16,
            13,
            18
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            7088,
            3144,
            3944,
            7088,
            3144,
            3944
        ],
        [
            19.176679,
            23.676679,
            19.176679,
            19.176679,
            23.676679,
            19.176679
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381612,
            -43310,
            -46234,
            -219295,
            -215798,
            -310176
        ]
    ]
}
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": 1603756800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860065078,
    "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": "zlma",
        "factors": {
            "length": 47,
            "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)