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Trade: FIL/USDT/720/DCM/PSAR/7695

Strategy
FIL/USDT/720/DCM/PSAR/7695
Pair
FIL_USDT
Interval
12h
Score
385980
Daily Profit
0.191018
Profit Factor
1.492911
Profitability
51.562500
Streak
10.874498
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 23:59
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344883.6059 189485.2948 155398.3111 76350.6234 -59276.1711 135626.7945
Total P&L (%) 344.8836 189.4853 155.3983 76.3506 -59.2762 135.6268
Avg Daily Profit (%) 0.191 0.1049 0.0861 0.0314 -0.0497 0.0475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125261 -124445 -83991 -584835 -443110 -290709
Profit Factor 1.4929 1.5005 1.484 1.0355 0.951 1.1439
Total Trades 128 64 64 128 64 64
Winning Trades 66 28 38 66 28 38
Losing Trades 62 36 26 62 36 26
Profitability (%) 51.5625 43.75 59.375 51.5625 43.75 59.375
Ratio Avg Win / Avg Loss 1.4024 1.9292 1.0153 0.9727 1.2227 0.7826
Largest Winning Trade 113180 113180 56334 157675 157675 100115
Largest Losing Trade -68241 -44880 -68241 -235250 -130924 -235250
Avg Bars in Trades 27 16 37 27 16 37
Avg Bars in Winners 31 15 42 31 15 42
Avg Bars in Losers 22 17 29 22 17 29
Bars Traded 3487 1079 2408 3487 1079 2408
Profit Streak 10.8745 36.3745 10.8745 10.8745 36.3745 10.8745
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385980 -191074 -214160 -332144 -719731 -330771

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833956666,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            344883.60593101,
            189485.2948065039,
            155398.3111245064,
            76350.6233847632,
            -59276.1711032519,
            135626.7944880147
        ],
        [
            344.883606,
            189.485295,
            155.398311,
            76.350623,
            -59.276171,
            135.626794
        ],
        [
            0.191018,
            0.104949,
            0.086069,
            0.031426,
            -0.049744,
            0.047482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125261,
            -124445,
            -83991,
            -584835,
            -443110,
            -290709
        ],
        [
            1.492911,
            1.500493,
            1.483971,
            1.035491,
            0.95095,
            1.143855
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            62,
            36,
            26,
            62,
            36,
            26
        ],
        [
            51.5625,
            43.75,
            59.375,
            51.5625,
            43.75,
            59.375
        ],
        [
            1.402432,
            1.929205,
            1.015349,
            0.972734,
            1.22265,
            0.782638
        ],
        [
            113180,
            113180,
            56334,
            157675,
            157675,
            100115
        ],
        [
            -68241,
            -44880,
            -68241,
            -235250,
            -130924,
            -235250
        ],
        [
            27,
            16,
            37,
            27,
            16,
            37
        ],
        [
            31,
            15,
            42,
            31,
            15,
            42
        ],
        [
            22,
            17,
            29,
            22,
            17,
            29
        ],
        [
            3487,
            1079,
            2408,
            3487,
            1079,
            2408
        ],
        [
            10.874498,
            36.374498,
            10.874498,
            10.874498,
            36.374498,
            10.874498
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385980,
            -191074,
            -214160,
            -332144,
            -719731,
            -330771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833956666,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)