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Trade: FIL/USDT/720/DEMA/PSAR/2081

Strategy
FIL/USDT/720/DEMA/PSAR/2081
Pair
FIL_USDT
Interval
12h
Score
412639
Daily Profit
0.249086
Profit Factor
1.682483
Profitability
55.737705
Streak
0.000000
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-10-10 07:10
Expiration Time
2025-12-03 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453586.4908 313848.5615 139737.9293 124948.0525 -266406.0076 391354.0601
Total P&L (%) 453.5865 313.8486 139.7379 124.9481 -266.406 391.3541
Avg Daily Profit (%) 0.2491 0.1724 0.0767 0.0445 0 0.0875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152244 -202668 -45682 -1019235 -890766 -350333
Profit Factor 1.6825 1.7099 1.6279 1.0549 0.8235 1.5094
Total Trades 122 61 61 122 61 61
Winning Trades 68 30 38 68 30 38
Losing Trades 54 31 23 54 31 23
Profitability (%) 55.7377 49.1803 62.2951 55.7377 49.1803 62.2951
Ratio Avg Win / Avg Loss 1.3361 1.7669 0.9853 0.8377 0.8509 0.9136
Largest Winning Trade 351602 351602 61013 496342 496342 398557
Largest Losing Trade -30924 -30924 -30800 -350333 -198008 -350333
Avg Bars in Trades 28 34 22 28 34 22
Avg Bars in Winners 28 33 25 28 33 25
Avg Bars in Losers 27 35 17 27 35 17
Bars Traded 3441 2092 1349 3441 2092 1349
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412639 -151373 -249994 -293938 -742777 -236302
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760069411162,
    "expiration_time": 1764774432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 162,
            "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": [
        [
            453586.4908353416,
            313848.5615495626,
            139737.9292857789,
            124948.0525240799,
            -266406.0076073497,
            391354.0601314297
        ],
        [
            453.586491,
            313.848562,
            139.737929,
            124.948053,
            -266.406008,
            391.35406
        ],
        [
            0.249086,
            0.17235,
            0.076737,
            0.044529,
            0,
            0.087462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152244,
            -202668,
            -45682,
            -1019235,
            -890766,
            -350333
        ],
        [
            1.682483,
            1.709937,
            1.627942,
            1.054859,
            0.823492,
            1.509379
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            68,
            30,
            38,
            68,
            30,
            38
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            55.737705,
            49.180328,
            62.295082,
            55.737705,
            49.180328,
            62.295082
        ],
        [
            1.336089,
            1.766935,
            0.985333,
            0.837682,
            0.850941,
            0.913572
        ],
        [
            351602,
            351602,
            61013,
            496342,
            496342,
            398557
        ],
        [
            -30924,
            -30924,
            -30800,
            -350333,
            -198008,
            -350333
        ],
        [
            28,
            34,
            22,
            28,
            34,
            22
        ],
        [
            28,
            33,
            25,
            28,
            33,
            25
        ],
        [
            27,
            35,
            17,
            27,
            35,
            17
        ],
        [
            3441,
            2092,
            1349,
            3441,
            2092,
            1349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412639,
            -151373,
            -249994,
            -293938,
            -742777,
            -236302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760069411162,
    "expiration_time": 1764774432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 162,
            "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)