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Trade: FIL/USDT/360/PWMA/PSAR/5440

Strategy
FIL/USDT/360/PWMA/PSAR/5440
Pair
FIL_USDT
Interval
6h
Score
450077
Daily Profit
0.412227
Profit Factor
2.444275
Profitability
43.939394
Streak
0.000000
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-10-12 12:57
Expiration Time
2025-12-06 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 751489.3141 535926.7665 215562.5477 828618.4669 -665662.7432 1494281.2101
Total P&L (%) 751.4893 535.9268 215.5625 828.6185 -665.6627 1494.2812
Avg Daily Profit (%) 0.4122 0.294 0.1182 0.1223 0 0.152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109423 -75150 -56209 -1736800 -1446739 -988540
Profit Factor 2.4443 2.9265 1.8903 1.1316 0.8014 1.5071
Total Trades 132 66 66 132 66 66
Winning Trades 58 20 38 58 20 38
Losing Trades 74 46 28 74 46 28
Profitability (%) 43.9394 30.303 57.5758 43.9394 30.303 57.5758
Ratio Avg Win / Avg Loss 3.1186 6.731 1.3928 1.4437 1.8431 1.1105
Largest Winning Trade 597927 597927 71041 889674 631942 889674
Largest Losing Trade -31265 -25797 -31265 -669931 -404522 -669931
Avg Bars in Trades 53 39 67 53 39 67
Avg Bars in Winners 83 66 91 83 66 91
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 7039 2592 4447 7039 2592 4447
Profit Streak 0 0 8.9146 0 0 8.9146
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450077 -117688 -154315 -107097 -710118 -112671
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7292,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608141600000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760263021339,
    "expiration_time": 1764974016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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": [
        [
            751489.314146542,
            535926.7664597444,
            215562.5476867987,
            828618.4668831278,
            -665662.7432449816,
            1494281.210128109
        ],
        [
            751.489314,
            535.926766,
            215.562548,
            828.618467,
            -665.662743,
            1494.28121
        ],
        [
            0.412227,
            0.293981,
            0.118246,
            0.12232,
            0,
            0.152008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109423,
            -75150,
            -56209,
            -1736800,
            -1446739,
            -988540
        ],
        [
            2.444275,
            2.9265,
            1.890254,
            1.131576,
            0.801363,
            1.50714
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            58,
            20,
            38,
            58,
            20,
            38
        ],
        [
            74,
            46,
            28,
            74,
            46,
            28
        ],
        [
            43.939394,
            30.30303,
            57.575758,
            43.939394,
            30.30303,
            57.575758
        ],
        [
            3.118558,
            6.73095,
            1.392818,
            1.443735,
            1.843134,
            1.110524
        ],
        [
            597927,
            597927,
            71041,
            889674,
            631942,
            889674
        ],
        [
            -31265,
            -25797,
            -31265,
            -669931,
            -404522,
            -669931
        ],
        [
            53,
            39,
            67,
            53,
            39,
            67
        ],
        [
            83,
            66,
            91,
            83,
            66,
            91
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            7039,
            2592,
            4447,
            7039,
            2592,
            4447
        ],
        [
            0,
            0,
            8.914599,
            0,
            0,
            8.914599
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450077,
            -117688,
            -154315,
            -107097,
            -710118,
            -112671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7292,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608141600000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760263021339,
    "expiration_time": 1764974016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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)