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Trade: COMP/USDT/720/PSAR/JMA/3431

Strategy
COMP/USDT/720/PSAR/JMA/3431
Pair
COMP_USDT
Interval
12h
Score
315408
Daily Profit
0.158078
Profit Factor
1.287737
Profitability
56.315789
Streak
19.743213
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-10-11 20:50
Expiration Time
2025-12-08 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305880.2791 221173.1051 84707.174 -104963.0804 -56007.7786 -48955.3018
Total P&L (%) 305.8803 221.1731 84.7072 -104.9631 -56.0078 -48.9553
Avg Daily Profit (%) 0.1581 0.1143 0.0438 0 -0.0424 -0.0347
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127190 -130341 -124810 -131271 -58950 -81061
Profit Factor 1.2877 1.3922 1.1697 0.7041 0.6984 0.7105
Total Trades 190 95 95 190 95 95
Winning Trades 107 53 54 92 45 47
Losing Trades 83 42 41 98 50 48
Profitability (%) 56.3158 55.7895 56.8421 48.4211 47.3684 49.4737
Ratio Avg Win / Avg Loss 0.9989 1.1033 0.8881 0.7501 0.776 0.7256
Largest Winning Trade 79638 79638 38341 25945 21649 25945
Largest Losing Trade -101759 -54663 -101759 -52851 -52851 -38626
Avg Bars in Trades 19 20 19 19 20 19
Avg Bars in Winners 18 16 20 19 17 20
Avg Bars in Losers 20 24 17 19 22 17
Bars Traded 3726 1913 1813 3726 1913 1813
Profit Streak 19.7432 19.7432 23.2432 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315408 -38473 -168564 -580119 -581824 -581005
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760205013585,
    "expiration_time": 1765199520000,
    "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": "jma",
        "factors": {
            "length": 129,
            "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": [
        [
            305880.2790917035,
            221173.1051090159,
            84707.1739826878,
            -104963.0803895085,
            -56007.7786158032,
            -48955.3017737053
        ],
        [
            305.880279,
            221.173105,
            84.707174,
            -104.96308,
            -56.007779,
            -48.955302
        ],
        [
            0.158078,
            0.114301,
            0.043776,
            0,
            -0.042428,
            -0.034747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127190,
            -130341,
            -124810,
            -131271,
            -58950,
            -81061
        ],
        [
            1.287737,
            1.392245,
            1.169689,
            0.704149,
            0.698376,
            0.710488
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            107,
            53,
            54,
            92,
            45,
            47
        ],
        [
            83,
            42,
            41,
            98,
            50,
            48
        ],
        [
            56.315789,
            55.789474,
            56.842105,
            48.421053,
            47.368421,
            49.473684
        ],
        [
            0.998898,
            1.103288,
            0.888097,
            0.750071,
            0.775973,
            0.725605
        ],
        [
            79638,
            79638,
            38341,
            25945,
            21649,
            25945
        ],
        [
            -101759,
            -54663,
            -101759,
            -52851,
            -52851,
            -38626
        ],
        [
            19,
            20,
            19,
            19,
            20,
            19
        ],
        [
            18,
            16,
            20,
            19,
            17,
            20
        ],
        [
            20,
            24,
            17,
            19,
            22,
            17
        ],
        [
            3726,
            1913,
            1813,
            3726,
            1913,
            1813
        ],
        [
            19.743213,
            19.743213,
            23.243213,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315408,
            -38473,
            -168564,
            -580119,
            -581824,
            -581005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760205013585,
    "expiration_time": 1765199520000,
    "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": "jma",
        "factors": {
            "length": 129,
            "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)