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Trade: COMP/USDT/240/JMA/PSAR/7821

Strategy
COMP/USDT/240/JMA/PSAR/7821
Pair
COMP_USDT
Interval
4h
Score
417702
Daily Profit
0.197173
Profit Factor
1.517727
Profitability
49.532710
Streak
34.611224
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-28 01:40
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378078.3589 245135.9283 132942.4307 453354.5876 299979.539 153375.0486
Total P&L (%) 378.0784 245.1359 132.9424 453.3546 299.9795 153.375
Avg Daily Profit (%) 0.1972 0.1278 0.0693 0.0893 0.0723 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93520 -78195 -70104 -1271434 -604646 -960693
Profit Factor 1.5177 1.7016 1.3491 1.065 1.0876 1.0432
Total Trades 214 107 107 214 107 107
Winning Trades 106 53 53 106 53 53
Losing Trades 108 54 54 108 54 54
Profitability (%) 49.5327 49.5327 49.5327 49.5327 49.5327 49.5327
Ratio Avg Win / Avg Loss 1.5464 1.7337 1.3745 1.0851 1.1081 1.0629
Largest Winning Trade 130787 130787 54595 494747 494747 431585
Largest Losing Trade -35050 -29031 -35050 -426426 -426426 -365360
Avg Bars in Trades 50 44 57 50 44 57
Avg Bars in Winners 69 53 85 69 53 85
Avg Bars in Losers 32 35 29 32 35 29
Bars Traded 10880 4735 6145 10880 4735 6145
Profit Streak 34.6112 39.4446 0 34.6112 39.4446 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417702 -19031 -100432 -221345 -220472 -301601
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012809721,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 151
        }
    },
    "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": [
        [
            378078.3589268183,
            245135.9282566764,
            132942.4306701418,
            453354.5876322512,
            299979.5390029912,
            153375.04862926
        ],
        [
            378.078359,
            245.135928,
            132.942431,
            453.354588,
            299.979539,
            153.375049
        ],
        [
            0.197173,
            0.127841,
            0.069331,
            0.089262,
            0.07232,
            0.048497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93520,
            -78195,
            -70104,
            -1271434,
            -604646,
            -960693
        ],
        [
            1.517727,
            1.701596,
            1.349051,
            1.064992,
            1.08758,
            1.0432
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            49.53271,
            49.53271,
            49.53271,
            49.53271,
            49.53271,
            49.53271
        ],
        [
            1.546364,
            1.733701,
            1.374505,
            1.085086,
            1.1081,
            1.062884
        ],
        [
            130787,
            130787,
            54595,
            494747,
            494747,
            431585
        ],
        [
            -35050,
            -29031,
            -35050,
            -426426,
            -426426,
            -365360
        ],
        [
            50,
            44,
            57,
            50,
            44,
            57
        ],
        [
            69,
            53,
            85,
            69,
            53,
            85
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            10880,
            4735,
            6145,
            10880,
            4735,
            6145
        ],
        [
            34.611224,
            39.444557,
            0,
            34.611224,
            39.444557,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417702,
            -19031,
            -100432,
            -221345,
            -220472,
            -301601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759012809721,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 151
        }
    },
    "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)