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Trade: FIL/USDT/360/WMA/PSAR/3224

Strategy
FIL/USDT/360/WMA/PSAR/3224
Pair
FIL_USDT
Interval
6h
Score
304720
Daily Profit
0.171744
Profit Factor
1.244278
Profitability
47.721180
Streak
0.000000
Best Strategy
Training Data Length
1811.250000
Evaluation Time
2025-09-30 21:12
Expiration Time
2025-11-23 22:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311070.4145 187266.4851 123803.9293 -7767.9667 -1116675.9897 1108908.023
Total P&L (%) 311.0704 187.2665 123.8039 -7.768 -1116.676 1108.908
Avg Daily Profit (%) 0.1717 0.1034 0.0684 -0.0045 0 0.1377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -276397 -189609 -140451 -2373504 -2272658 -1630473
Profit Factor 1.2443 1.2637 1.2198 0.9994 0.8533 1.1966
Total Trades 373 187 186 373 187 186
Winning Trades 178 80 98 178 80 98
Losing Trades 195 107 88 195 107 88
Profitability (%) 47.7212 42.7807 52.6882 47.7212 42.7807 52.6882
Ratio Avg Win / Avg Loss 1.3631 1.6901 1.0954 1.0949 1.1412 1.0745
Largest Winning Trade 241443 241443 34899 881975 881975 427822
Largest Losing Trade -39251 -29686 -39251 -867065 -457839 -867065
Avg Bars in Trades 19 17 20 19 17 20
Avg Bars in Winners 22 19 25 22 19 25
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 7112 3358 3752 7112 3358 3752
Profit Streak 0 0 19.7585 0 0 19.7585
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304720 -56084 -100473 -577769 -581217 -11432
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604642400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255931973,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "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": [
        [
            311070.414457763,
            187266.4851186801,
            123803.9293390829,
            -7767.9667475183,
            -1116675.989706254,
            1108908.0229587385
        ],
        [
            311.070414,
            187.266485,
            123.803929,
            -7.767967,
            -1116.67599,
            1108.908023
        ],
        [
            0.171744,
            0.103391,
            0.068353,
            -0.004464,
            0,
            0.137696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -276397,
            -189609,
            -140451,
            -2373504,
            -2272658,
            -1630473
        ],
        [
            1.244278,
            1.263653,
            1.219843,
            0.999414,
            0.85325,
            1.196626
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            178,
            80,
            98,
            178,
            80,
            98
        ],
        [
            195,
            107,
            88,
            195,
            107,
            88
        ],
        [
            47.72118,
            42.780749,
            52.688172,
            47.72118,
            42.780749,
            52.688172
        ],
        [
            1.363114,
            1.690135,
            1.095369,
            1.094863,
            1.141222,
            1.074521
        ],
        [
            241443,
            241443,
            34899,
            881975,
            881975,
            427822
        ],
        [
            -39251,
            -29686,
            -39251,
            -867065,
            -457839,
            -867065
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            7112,
            3358,
            3752,
            7112,
            3358,
            3752
        ],
        [
            0,
            0,
            19.758472,
            0,
            0,
            19.758472
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304720,
            -56084,
            -100473,
            -577769,
            -581217,
            -11432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604642400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255931973,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "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)