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Trade: FIL/USDT/240/SWMA/PSAR/3063

Strategy
FIL/USDT/240/SWMA/PSAR/3063
Pair
FIL_USDT
Interval
4h
Score
340643
Daily Profit
0.240205
Profit Factor
1.363384
Profitability
42.513369
Streak
14.252293
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-06 05:03
Expiration Time
2025-11-29 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436331.6004 286416.44 149915.1604 119301.4702 -496964.8236 616266.2938
Total P&L (%) 436.3316 286.4164 149.9152 119.3015 -496.9648 616.2663
Avg Daily Profit (%) 0.2402 0.1577 0.0825 0.0432 0 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176392 -117598 -76053 -1232119 -1001695 -645697
Profit Factor 1.3634 1.4204 1.2886 1.0139 0.8977 1.1652
Total Trades 374 187 187 374 187 187
Winning Trades 159 67 92 159 67 92
Losing Trades 215 120 95 215 120 95
Profitability (%) 42.5134 35.8289 49.1979 42.5134 35.8289 49.1979
Ratio Avg Win / Avg Loss 1.8436 2.544 1.3306 1.371 1.6079 1.2032
Largest Winning Trade 276173 276173 55860 578156 578156 315656
Largest Losing Trade -29208 -29208 -22124 -242393 -227366 -242393
Avg Bars in Trades 28 25 32 28 25 32
Avg Bars in Winners 38 32 43 38 32 43
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 10772 4748 6023 10772 4748 6023
Profit Streak 14.2523 0 27.419 14.2523 0 27.419
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340643 157695 -81627 -340485 -582809 -85457
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604332800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759716198101,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "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": [
        [
            436331.6003907784,
            286416.4400351409,
            149915.160355638,
            119301.4702035635,
            -496964.8236189028,
            616266.2938224686
        ],
        [
            436.3316,
            286.41644,
            149.91516,
            119.30147,
            -496.964824,
            616.266294
        ],
        [
            0.240205,
            0.157675,
            0.08253,
            0.04324,
            0,
            0.108448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176392,
            -117598,
            -76053,
            -1232119,
            -1001695,
            -645697
        ],
        [
            1.363384,
            1.420386,
            1.288616,
            1.01389,
            0.897723,
            1.165216
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            159,
            67,
            92,
            159,
            67,
            92
        ],
        [
            215,
            120,
            95,
            215,
            120,
            95
        ],
        [
            42.513369,
            35.828877,
            49.197861,
            42.513369,
            35.828877,
            49.197861
        ],
        [
            1.84357,
            2.543975,
            1.330636,
            1.370983,
            1.607861,
            1.203212
        ],
        [
            276173,
            276173,
            55860,
            578156,
            578156,
            315656
        ],
        [
            -29208,
            -29208,
            -22124,
            -242393,
            -227366,
            -242393
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            38,
            32,
            43,
            38,
            32,
            43
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            10772,
            4748,
            6023,
            10772,
            4748,
            6023
        ],
        [
            14.252293,
            0,
            27.418959,
            14.252293,
            0,
            27.418959
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340643,
            157695,
            -81627,
            -340485,
            -582809,
            -85457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604332800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759716198101,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "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)