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Trade: XMR/USDT/240/FWMA/PSAR/3746

Strategy
XMR/USDT/240/FWMA/PSAR/3746
Pair
XMR_USDT
Interval
4h
Score
369392
Daily Profit
0.198195
Profit Factor
1.215055
Profitability
62.008282
Streak
596.998875
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-26 18:58
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357212.9378 295429.8971 61783.0406 666217.6103 528570.9194 137646.6909
Total P&L (%) 357.2129 295.4299 61.783 666.2176 528.5709 137.6467
Avg Daily Profit (%) 0.1982 0.1639 0.0343 0.113 0.102 0.048
Buy And Hold Return (%) 119.5708 119.5708 119.5708 119.5708 119.5708 119.5708
Max Trade Drawdown -133596 -100612 -107251 -384935 -312436 -294399
Profit Factor 1.2151 1.3819 1.0696 1.1234 1.2005 1.0498
Total Trades 966 483 483 966 483 483
Winning Trades 599 318 281 599 318 281
Losing Trades 367 165 202 367 165 202
Profitability (%) 62.0083 65.8385 58.1781 62.0083 65.8385 58.1781
Ratio Avg Win / Avg Loss 0.7444 0.717 0.7689 0.6883 0.6229 0.7547
Largest Winning Trade 25972 25972 22958 48458 46809 48458
Largest Losing Trade -36678 -36678 -26711 -190114 -190114 -88584
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 10755 5283 5472 10755 5283 5472
Profit Streak 596.9989 0 605.1655 596.9989 0 605.1655
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369392 244058 -454230 -121236 -56066 -410653

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1553097600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758902302868,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "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": [
        [
            357212.937787653,
            295429.8971488083,
            61783.040638845,
            666217.6103393674,
            528570.9194400134,
            137646.6908993541
        ],
        [
            357.212938,
            295.429897,
            61.783041,
            666.21761,
            528.570919,
            137.646691
        ],
        [
            0.198195,
            0.163916,
            0.03428,
            0.113045,
            0.102047,
            0.048039
        ],
        [
            119.570847,
            119.570847,
            119.570847,
            119.570847,
            119.570847,
            119.570847
        ],
        [
            -133596,
            -100612,
            -107251,
            -384935,
            -312436,
            -294399
        ],
        [
            1.215055,
            1.381921,
            1.069615,
            1.123357,
            1.200479,
            1.049797
        ],
        [
            966,
            483,
            483,
            966,
            483,
            483
        ],
        [
            599,
            318,
            281,
            599,
            318,
            281
        ],
        [
            367,
            165,
            202,
            367,
            165,
            202
        ],
        [
            62.008282,
            65.838509,
            58.178054,
            62.008282,
            65.838509,
            58.178054
        ],
        [
            0.744449,
            0.717035,
            0.768905,
            0.688267,
            0.62289,
            0.754658
        ],
        [
            25972,
            25972,
            22958,
            48458,
            46809,
            48458
        ],
        [
            -36678,
            -36678,
            -26711,
            -190114,
            -190114,
            -88584
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10755,
            5283,
            5472,
            10755,
            5283,
            5472
        ],
        [
            596.998875,
            0,
            605.165542,
            596.998876,
            0,
            605.165542
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369392,
            244058,
            -454230,
            -121236,
            -56066,
            -410653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1553097600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758902302868,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "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)