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Trade: COMP/USDT/240/PWMA/PSAR/6824

Strategy
COMP/USDT/240/PWMA/PSAR/6824
Pair
COMP_USDT
Interval
4h
Score
308786
Daily Profit
0.166876
Profit Factor
1.237914
Profitability
47.869674
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 13:19
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 319984.9662 250213.0489 69771.9173 32768.3412 -2049.5457 34817.8869
Total P&L (%) 319.985 250.213 69.7719 32.7683 -2.0495 34.8179
Avg Daily Profit (%) 0.1669 0.1305 0.0364 0.0148 -0.0011 0.0156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129929 -99499 -137951 -157970 -97477 -112744
Profit Factor 1.2379 1.3885 1.0995 1.0239 0.997 1.0499
Total Trades 399 200 199 399 200 199
Winning Trades 191 88 103 191 88 103
Losing Trades 208 112 96 208 112 96
Profitability (%) 47.8697 44 51.7588 47.8697 44 51.7588
Ratio Avg Win / Avg Loss 1.3481 1.7672 1.0248 1.1151 1.2688 0.9786
Largest Winning Trade 115100 115100 43311 80846 80846 43859
Largest Losing Trade -30528 -19347 -30528 -32480 -25359 -32480
Avg Bars in Trades 28 25 31 28 25 31
Avg Bars in Winners 35 30 39 35 30 39
Avg Bars in Losers 21 21 22 21 21 22
Bars Traded 11304 5075 6229 11304 5075 6229
Profit Streak 0 0 48.4299 0 0 48.4299
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308786 -18649 -253071 -368636 -580675 -339704

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": 1594814400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881944935,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 123,
            "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": [
        [
            319984.9662188173,
            250213.0489109058,
            69771.9173079107,
            32768.3411821211,
            -2049.5456994845,
            34817.8868816054
        ],
        [
            319.984966,
            250.213049,
            69.771917,
            32.768341,
            -2.049546,
            34.817887
        ],
        [
            0.166876,
            0.130489,
            0.036387,
            0.014783,
            -0.00108,
            0.015582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129929,
            -99499,
            -137951,
            -157970,
            -97477,
            -112744
        ],
        [
            1.237914,
            1.388504,
            1.099544,
            1.023924,
            0.996953,
            1.049945
        ],
        [
            399,
            200,
            199,
            399,
            200,
            199
        ],
        [
            191,
            88,
            103,
            191,
            88,
            103
        ],
        [
            208,
            112,
            96,
            208,
            112,
            96
        ],
        [
            47.869674,
            44,
            51.758794,
            47.869674,
            44,
            51.758794
        ],
        [
            1.348095,
            1.767187,
            1.024817,
            1.115059,
            1.268849,
            0.97859
        ],
        [
            115100,
            115100,
            43311,
            80846,
            80846,
            43859
        ],
        [
            -30528,
            -19347,
            -30528,
            -32480,
            -25359,
            -32480
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            35,
            30,
            39,
            35,
            30,
            39
        ],
        [
            21,
            21,
            22,
            21,
            21,
            22
        ],
        [
            11304,
            5075,
            6229,
            11304,
            5075,
            6229
        ],
        [
            0,
            0,
            48.429918,
            0,
            0,
            48.429918
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308786,
            -18649,
            -253071,
            -368636,
            -580675,
            -339704
        ]
    ]
}
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": 1594814400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881944935,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 123,
            "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)