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Trade: ALGO/USDT/720/PSAR/PWMA/9732

Strategy
ALGO/USDT/720/PSAR/PWMA/9732
Pair
ALGO_USDT
Interval
12h
Score
301535
Daily Profit
0.169329
Profit Factor
1.213646
Profitability
44.124169
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 18:01
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387255.2206 281176.0048 106079.2158 94470.7024 397297.627 -302826.9246
Total P&L (%) 387.2552 281.176 106.0792 94.4707 397.2976 -302.8269
Avg Daily Profit (%) 0.1693 0.1229 0.0464 0.0291 0.0702 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205398 -191460 -129136 -329531 -202671 -426967
Profit Factor 1.2136 1.3361 1.1087 1.043 1.4437 0.7671
Total Trades 451 226 225 451 226 225
Winning Trades 199 91 108 199 91 108
Losing Trades 252 135 117 252 135 117
Profitability (%) 44.1242 40.2655 48 44.1242 40.2655 48
Ratio Avg Win / Avg Loss 1.5369 1.9821 1.2011 1.3208 2.1417 0.8311
Largest Winning Trade 57958 57958 50108 82686 82686 48687
Largest Losing Trade -50498 -24985 -50498 -177321 -45442 -177321
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 8 7 8 8 7 8
Bars Traded 4532 2103 2429 4532 2103 2429
Profit Streak 0 0 36.1258 0 0 36.1258
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301535 -30344 -230815 -326879 -100065 -579665
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985265249,
    "expiration_time": 1764643104000,
    "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": "pwma",
        "factors": {
            "length": 17,
            "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": [
        [
            387255.2206368034,
            281176.0048195163,
            106079.2158172866,
            94470.7023742843,
            397297.626995657,
            -302826.9246213729
        ],
        [
            387.255221,
            281.176005,
            106.079216,
            94.470702,
            397.297627,
            -302.826925
        ],
        [
            0.169329,
            0.122945,
            0.046384,
            0.029086,
            0.070161,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205398,
            -191460,
            -129136,
            -329531,
            -202671,
            -426967
        ],
        [
            1.213646,
            1.336079,
            1.108691,
            1.043021,
            1.44368,
            0.76714
        ],
        [
            451,
            226,
            225,
            451,
            226,
            225
        ],
        [
            199,
            91,
            108,
            199,
            91,
            108
        ],
        [
            252,
            135,
            117,
            252,
            135,
            117
        ],
        [
            44.124169,
            40.265487,
            48,
            44.124169,
            40.265487,
            48
        ],
        [
            1.536878,
            1.982095,
            1.201082,
            1.32081,
            2.141724,
            0.831068
        ],
        [
            57958,
            57958,
            50108,
            82686,
            82686,
            48687
        ],
        [
            -50498,
            -24985,
            -50498,
            -177321,
            -45442,
            -177321
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            4532,
            2103,
            2429,
            4532,
            2103,
            2429
        ],
        [
            0,
            0,
            36.125755,
            0,
            0,
            36.125755
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301535,
            -30344,
            -230815,
            -326879,
            -100065,
            -579665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985265249,
    "expiration_time": 1764643104000,
    "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": "pwma",
        "factors": {
            "length": 17,
            "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)