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Trade: ALGO/USDT/120/MIDPRICE/PSAR/3528

Strategy
ALGO/USDT/120/MIDPRICE/PSAR/3528
Pair
ALGO_USDT
Interval
2h
Score
302786
Daily Profit
0.151498
Profit Factor
1.288838
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 21:59
Expiration Time
2025-12-25 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 232169.5749 315621.1362 -83451.5613 -88564.2423 58913.0497 -147477.292
Total P&L (%) 232.1696 315.6211 -83.4516 -88.5642 58.9131 -147.4773
Avg Daily Profit (%) 0.1114 0.1515 -0.0401 -0.104 0.0222 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187369 -163787 -176864 -225586 -96895 -169535
Profit Factor 1.1033 1.2888 0.9277 0.9331 1.0962 0.7927
Total Trades 880 440 440 880 440 440
Winning Trades 400 198 202 400 198 202
Losing Trades 480 242 238 480 242 238
Profitability (%) 45.4545 45 45.9091 45.4545 45 45.9091
Ratio Avg Win / Avg Loss 1.324 1.5752 1.093 1.1197 1.3398 0.934
Largest Winning Trade 294890 294890 52151 65077 65077 34112
Largest Losing Trade -57617 -23761 -57617 -66028 -43220 -66028
Avg Bars in Trades 28 25 30 28 25 30
Avg Bars in Winners 33 28 38 33 28 38
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 24745 11397 13348 24745 11397 13348
Profit Streak 0 0 3.1246 0 0 3.1246
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147968 302786 -579988 -576005 -278550 -581655
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580140800000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760209162707,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            232169.5748834242,
            315621.1361770657,
            -83451.5612936412,
            -88564.2422977402,
            58913.0496808446,
            -147477.291978585
        ],
        [
            232.169575,
            315.621136,
            -83.451561,
            -88.564242,
            58.91305,
            -147.477292
        ],
        [
            0.111442,
            0.151498,
            -0.040057,
            -0.10403,
            0.022235,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187369,
            -163787,
            -176864,
            -225586,
            -96895,
            -169535
        ],
        [
            1.103336,
            1.288838,
            0.927687,
            0.933104,
            1.09618,
            0.792689
        ],
        [
            880,
            440,
            440,
            880,
            440,
            440
        ],
        [
            400,
            198,
            202,
            400,
            198,
            202
        ],
        [
            480,
            242,
            238,
            480,
            242,
            238
        ],
        [
            45.454545,
            45,
            45.909091,
            45.454545,
            45,
            45.909091
        ],
        [
            1.324003,
            1.575246,
            1.093017,
            1.119725,
            1.339776,
            0.93396
        ],
        [
            294890,
            294890,
            52151,
            65077,
            65077,
            34112
        ],
        [
            -57617,
            -23761,
            -57617,
            -66028,
            -43220,
            -66028
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            24745,
            11397,
            13348,
            24745,
            11397,
            13348
        ],
        [
            0,
            0,
            3.124568,
            0,
            0,
            3.124568
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147968,
            302786,
            -579988,
            -576005,
            -278550,
            -581655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580140800000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760209162707,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)