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Trade: ETC/USDT/720/SINWMA/PSAR/8361

Strategy
ETC/USDT/720/SINWMA/PSAR/8361
Pair
ETC_USDT
Interval
12h
Score
327983
Daily Profit
0.311592
Profit Factor
4.479414
Profitability
38.888889
Streak
229.653160
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-06 18:40
Expiration Time
2025-12-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 680904.4839 780069.4597 -99164.9759 -97135.6591 346110.5957 -443246.2549
Total P&L (%) 680.9045 780.0695 -99.165 -97.1357 346.1106 -443.2463
Avg Daily Profit (%) 0.272 0.3116 -0.0396 -0.1418 0.0598 0
Buy And Hold Return (%) 312.1439 312.1439 312.1439 312.1439 312.1439 312.1439
Max Trade Drawdown -279334 -157276 -134849 -949503 -516033 -447973
Profit Factor 2.4011 4.4794 0.6212 0.9235 1.5569 0.3163
Total Trades 73 36 37 73 36 37
Winning Trades 33 14 19 33 14 19
Losing Trades 40 22 18 40 22 18
Profitability (%) 45.2055 38.8889 51.3514 45.2055 38.8889 51.3514
Ratio Avg Win / Avg Loss 2.9104 7.0391 0.5885 1.1194 2.4465 0.2996
Largest Winning Trade 895595 895595 20906 855757 855757 88655
Largest Losing Trade -98166 -37149 -98166 -275352 -215239 -275352
Avg Bars in Trades 59 54 65 59 54 65
Avg Bars in Winners 82 76 87 82 76 87
Avg Bars in Losers 40 40 41 40 40 41
Bars Traded 4369 1952 2417 4369 1952 2417
Profit Streak 0 229.6532 0 0 229.6532 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70594 327983 -580597 -657253 -246030 -580597
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765232995,
    "expiration_time": 1766241072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "offset": 180
        }
    },
    "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": [
        [
            680904.483878281,
            780069.4597420802,
            -99164.9758637992,
            -97135.6591376997,
            346110.5957218673,
            -443246.254859567
        ],
        [
            680.904484,
            780.06946,
            -99.164976,
            -97.135659,
            346.110596,
            -443.246255
        ],
        [
            0.271981,
            0.311592,
            -0.039611,
            -0.141814,
            0.05975,
            0
        ],
        [
            312.143897,
            312.143897,
            312.143897,
            312.143897,
            312.143897,
            312.143897
        ],
        [
            -279334,
            -157276,
            -134849,
            -949503,
            -516033,
            -447973
        ],
        [
            2.401115,
            4.479414,
            0.621186,
            0.923506,
            1.556854,
            0.316296
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            45.205479,
            38.888889,
            51.351351,
            45.205479,
            38.888889,
            51.351351
        ],
        [
            2.910442,
            7.03908,
            0.588492,
            1.119401,
            2.446485,
            0.299649
        ],
        [
            895595,
            895595,
            20906,
            855757,
            855757,
            88655
        ],
        [
            -98166,
            -37149,
            -98166,
            -275352,
            -215239,
            -275352
        ],
        [
            59,
            54,
            65,
            59,
            54,
            65
        ],
        [
            82,
            76,
            87,
            82,
            76,
            87
        ],
        [
            40,
            40,
            41,
            40,
            40,
            41
        ],
        [
            4369,
            1952,
            2417,
            4369,
            1952,
            2417
        ],
        [
            0,
            229.65316,
            0,
            0,
            229.65316,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70594,
            327983,
            -580597,
            -657253,
            -246030,
            -580597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765232995,
    "expiration_time": 1766241072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "offset": 180
        }
    },
    "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)