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Trade: XMR/USDT/720/RMA/PSAR/6824

Strategy
XMR/USDT/720/RMA/PSAR/6824
Pair
XMR_USDT
Interval
12h
Score
399819
Daily Profit
0.153333
Profit Factor
1.770958
Profitability
51.960784
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-09-26 12:58
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276535.2974 279294.1009 -2758.8035 41960.3057 116219.0554 -74258.7497
Total P&L (%) 276.5353 279.2941 -2.7588 41.9603 116.2191 -74.2588
Avg Daily Profit (%) 0.1533 0.1549 -0.0015 0.0194 0.0428 -0.0752
Buy And Hold Return (%) 10.9449 10.9449 10.9449 10.9449 10.9449 10.9449
Max Trade Drawdown -117340 -79346 -42451 -491106 -322830 -172344
Profit Factor 1.771 2.4933 0.9839 1.0404 1.2087 0.8459
Total Trades 102 51 51 102 51 51
Winning Trades 53 23 30 53 23 30
Losing Trades 49 28 21 49 28 21
Profitability (%) 51.9608 45.098 58.8235 51.9608 45.098 58.8235
Ratio Avg Win / Avg Loss 1.6373 3.0354 0.6888 0.9619 1.4714 0.5921
Largest Winning Trade 346908 346908 19134 427111 427111 82835
Largest Losing Trade -32001 -32000 -32001 -129759 -129759 -88968
Avg Bars in Trades 32 32 33 32 32 33
Avg Bars in Winners 36 40 34 36 40 34
Avg Bars in Losers 28 25 31 28 25 31
Bars Traded 3331 1639 1693 3331 1639 1693
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 399819 -169974 -759689 -346507 -318221 -759689

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758880683882,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 230,
            "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": [
        [
            276535.297371121,
            279294.1009148686,
            -2758.8035437475,
            41960.3057297134,
            116219.0554230686,
            -74258.7496933553
        ],
        [
            276.535297,
            279.294101,
            -2.758804,
            41.960306,
            116.219055,
            -74.25875
        ],
        [
            0.153333,
            0.154862,
            -0.00153,
            0.01943,
            0.042766,
            -0.075218
        ],
        [
            10.944948,
            10.944948,
            10.944948,
            10.944948,
            10.944948,
            10.944948
        ],
        [
            -117340,
            -79346,
            -42451,
            -491106,
            -322830,
            -172344
        ],
        [
            1.770958,
            2.493348,
            0.983929,
            1.040391,
            1.20865,
            0.845888
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            51.960784,
            45.098039,
            58.823529,
            51.960784,
            45.098039,
            58.823529
        ],
        [
            1.6373,
            3.03538,
            0.68875,
            0.961871,
            1.4714,
            0.592121
        ],
        [
            346908,
            346908,
            19134,
            427111,
            427111,
            82835
        ],
        [
            -32001,
            -32000,
            -32001,
            -129759,
            -129759,
            -88968
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            36,
            40,
            34,
            36,
            40,
            34
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            3331,
            1639,
            1693,
            3331,
            1639,
            1693
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399819,
            -169974,
            -759689,
            -346507,
            -318221,
            -759689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758880683882,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 230,
            "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)