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Trade: ALGO/USDT/120/PWMA/PSAR/5389

Strategy
ALGO/USDT/120/PWMA/PSAR/5389
Pair
ALGO_USDT
Interval
2h
Score
304351
Daily Profit
0.168498
Profit Factor
1.230906
Profitability
45.993031
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 12:29
Expiration Time
2025-12-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351036.2237 339279.1672 11757.0566 -14370.0396 61134.8327 -75504.8723
Total P&L (%) 351.0362 339.2792 11.7571 -14.37 61.1348 -75.5049
Avg Daily Profit (%) 0.1685 0.1629 0.0056 -0.0074 0.0229 -0.0675
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113451 -149332 -196465 -170683 -81905 -177542
Profit Factor 1.2309 1.4443 1.0155 0.9883 1.1008 0.8795
Total Trades 574 287 287 574 287 287
Winning Trades 264 128 136 264 128 136
Losing Trades 310 159 151 310 159 151
Profitability (%) 45.993 44.5993 47.3868 45.993 44.5993 47.3868
Ratio Avg Win / Avg Loss 1.4454 1.7941 1.1275 1.1606 1.3674 0.9765
Largest Winning Trade 255351 255351 51576 93414 93414 53220
Largest Losing Trade -35635 -23986 -35635 -43675 -21288 -43675
Avg Bars in Trades 43 40 45 43 40 45
Avg Bars in Winners 56 48 63 56 48 63
Avg Bars in Losers 31 34 29 31 34 29
Bars Traded 24737 11638 13098 24737 11638 13098
Profit Streak 0 0 24.812 0 0 24.812
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304351 296132 -498438 -577670 -273659 -579384
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1581890400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174960059,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "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": [
        [
            351036.2237397352,
            339279.1671539358,
            11757.0565857997,
            -14370.0395793936,
            61134.8327208215,
            -75504.8723002151
        ],
        [
            351.036224,
            339.279167,
            11.757057,
            -14.37004,
            61.134833,
            -75.504872
        ],
        [
            0.168498,
            0.162854,
            0.005643,
            -0.007446,
            0.022902,
            -0.067499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113451,
            -149332,
            -196465,
            -170683,
            -81905,
            -177542
        ],
        [
            1.230906,
            1.444336,
            1.015537,
            0.988345,
            1.100803,
            0.87947
        ],
        [
            574,
            287,
            287,
            574,
            287,
            287
        ],
        [
            264,
            128,
            136,
            264,
            128,
            136
        ],
        [
            310,
            159,
            151,
            310,
            159,
            151
        ],
        [
            45.993031,
            44.599303,
            47.38676,
            45.993031,
            44.599303,
            47.38676
        ],
        [
            1.445382,
            1.794136,
            1.127545,
            1.160556,
            1.367404,
            0.97647
        ],
        [
            255351,
            255351,
            51576,
            93414,
            93414,
            53220
        ],
        [
            -35635,
            -23986,
            -35635,
            -43675,
            -21288,
            -43675
        ],
        [
            43,
            40,
            45,
            43,
            40,
            45
        ],
        [
            56,
            48,
            63,
            56,
            48,
            63
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            24737,
            11638,
            13098,
            24737,
            11638,
            13098
        ],
        [
            0,
            0,
            24.812038,
            0,
            0,
            24.812038
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304351,
            296132,
            -498438,
            -577670,
            -273659,
            -579384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1581890400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174960059,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "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)