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Trade: DOT/USDT/720/SINWMA/PSAR/5164

Strategy
DOT/USDT/720/SINWMA/PSAR/5164
Pair
DOT_USDT
Interval
12h
Score
449783
Daily Profit
0.324234
Profit Factor
1.977553
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-01 15:15
Expiration Time
2025-11-26 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 606316.8637 568111.5116 38205.3521 189517.3827 235647.468 -46130.0853
Total P&L (%) 606.3169 568.1115 38.2054 189.5174 235.6475 -46.1301
Avg Daily Profit (%) 0.3242 0.3038 0.0204 0.0569 0.0648 -0.0331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143902 -90222 -98351 -463927 -295950 -246236
Profit Factor 1.9776 2.8003 1.1254 1.1116 1.2766 0.9455
Total Trades 116 58 58 116 58 58
Winning Trades 56 27 29 56 27 29
Losing Trades 60 31 29 60 31 29
Profitability (%) 48.2759 46.5517 50 48.2759 46.5517 50
Ratio Avg Win / Avg Loss 2.1188 3.2152 1.1254 1.191 1.4657 0.9455
Largest Winning Trade 505849 505849 59640 438443 438443 145514
Largest Losing Trade -57862 -57862 -27886 -133945 -121995 -133945
Avg Bars in Trades 30 25 35 30 25 35
Avg Bars in Winners 43 33 52 43 33 52
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 3560 1496 2064 3560 1496 2064
Profit Streak 0 59.5107 0 0 59.5107 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449783 -165454 -430593 -215097 -286223 -760833
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759320926065,
    "expiration_time": 1764123840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "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": [
        [
            606316.8637087932,
            568111.5115926582,
            38205.352116135,
            189517.382669858,
            235647.4679962871,
            -46130.0853264293
        ],
        [
            606.316864,
            568.111512,
            38.205352,
            189.517383,
            235.647468,
            -46.130085
        ],
        [
            0.324234,
            0.303803,
            0.020431,
            0.056863,
            0.064775,
            -0.033075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143902,
            -90222,
            -98351,
            -463927,
            -295950,
            -246236
        ],
        [
            1.977553,
            2.80031,
            1.125396,
            1.111619,
            1.276568,
            0.945463
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            48.275862,
            46.551724,
            50,
            48.275862,
            46.551724,
            50
        ],
        [
            2.118807,
            3.215171,
            1.125396,
            1.191021,
            1.465689,
            0.945463
        ],
        [
            505849,
            505849,
            59640,
            438443,
            438443,
            145514
        ],
        [
            -57862,
            -57862,
            -27886,
            -133945,
            -121995,
            -133945
        ],
        [
            30,
            25,
            35,
            30,
            25,
            35
        ],
        [
            43,
            33,
            52,
            43,
            33,
            52
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            3560,
            1496,
            2064,
            3560,
            1496,
            2064
        ],
        [
            0,
            59.510718,
            0,
            0,
            59.510718,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449783,
            -165454,
            -430593,
            -215097,
            -286223,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759320926065,
    "expiration_time": 1764123840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "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)