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Trade: FIL/USDT/720/SINWMA/PSAR/8164

Strategy
FIL/USDT/720/SINWMA/PSAR/8164
Pair
FIL_USDT
Interval
12h
Score
506851
Daily Profit
0.345757
Profit Factor
2.243028
Profitability
52.127660
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 04:12
Expiration Time
2025-11-27 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627549.0318 466052.5653 161496.4664 212736.4866 -389953.8424 602690.329
Total P&L (%) 627.549 466.0526 161.4965 212.7365 -389.9538 602.6903
Avg Daily Profit (%) 0.3458 0.2568 0.089 0.0628 0 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109713 -128066 -57776 -945194 -991672 -690225
Profit Factor 2.243 2.5882 1.7639 1.0679 0.7753 1.4307
Total Trades 94 47 47 94 47 47
Winning Trades 49 19 30 49 19 30
Losing Trades 45 28 17 45 28 17
Profitability (%) 52.1277 40.4255 63.8298 52.1277 40.4255 63.8298
Ratio Avg Win / Avg Loss 2.0599 3.8141 0.9996 0.9807 1.1426 0.8108
Largest Winning Trade 560535 560535 68639 601718 601718 483566
Largest Losing Trade -57776 -30925 -57776 -651961 -293583 -651961
Avg Bars in Trades 37 27 46 37 27 46
Avg Bars in Winners 48 38 54 48 38 54
Avg Bars in Losers 25 19 33 25 19 33
Bars Traded 3481 1282 2199 3481 1282 2199
Profit Streak 0 0 19.0501 0 0 19.0501
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506851 348375 -71167 -256038 -582475 -47430
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608163200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540331640,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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": [
        [
            627549.0317735623,
            466052.5653278991,
            161496.466445663,
            212736.4865697382,
            -389953.8424257095,
            602690.3289954481
        ],
        [
            627.549032,
            466.052565,
            161.496466,
            212.736487,
            -389.953842,
            602.690329
        ],
        [
            0.345757,
            0.256778,
            0.088979,
            0.06284,
            0,
            0.107482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109713,
            -128066,
            -57776,
            -945194,
            -991672,
            -690225
        ],
        [
            2.243028,
            2.58815,
            1.763942,
            1.067862,
            0.775329,
            1.430745
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            45,
            28,
            17,
            45,
            28,
            17
        ],
        [
            52.12766,
            40.425532,
            63.829787,
            52.12766,
            40.425532,
            63.829787
        ],
        [
            2.059924,
            3.814116,
            0.999567,
            0.980689,
            1.142591,
            0.810756
        ],
        [
            560535,
            560535,
            68639,
            601718,
            601718,
            483566
        ],
        [
            -57776,
            -30925,
            -57776,
            -651961,
            -293583,
            -651961
        ],
        [
            37,
            27,
            46,
            37,
            27,
            46
        ],
        [
            48,
            38,
            54,
            48,
            38,
            54
        ],
        [
            25,
            19,
            33,
            25,
            19,
            33
        ],
        [
            3481,
            1282,
            2199,
            3481,
            1282,
            2199
        ],
        [
            0,
            0,
            19.050135,
            0,
            0,
            19.050135
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506851,
            348375,
            -71167,
            -256038,
            -582475,
            -47430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608163200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540331640,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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)