← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/240/FWMA/PSAR/5996

Strategy
XMR/USDT/240/FWMA/PSAR/5996
Pair
XMR_USDT
Interval
4h
Score
359056
Daily Profit
0.197772
Profit Factor
1.214597
Profitability
61.968912
Streak
601.372666
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-01 03:56
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 356451.2717 294668.2311 61783.0406 660425.7057 523819.4979 136606.2078
Total P&L (%) 356.4513 294.6682 61.783 660.4257 523.8195 136.6062
Avg Daily Profit (%) 0.1978 0.1635 0.0343 0.1126 0.1016 0.0478
Buy And Hold Return (%) 132.8364 132.8364 132.8364 132.8364 132.8364 132.8364
Max Trade Drawdown -133596 -100612 -107251 -382025 -310074 -292173
Profit Factor 1.2146 1.3809 1.0696 1.1232 1.2002 1.0498
Total Trades 965 482 483 965 482 483
Winning Trades 598 317 281 598 317 281
Losing Trades 367 165 202 367 165 202
Profitability (%) 61.9689 65.7676 58.1781 61.9689 65.7676 58.1781
Ratio Avg Win / Avg Loss 0.7454 0.7188 0.7689 0.6893 0.6247 0.7547
Largest Winning Trade 25972 25972 22958 48092 46455 48092
Largest Losing Trade -36678 -36678 -26711 -188677 -188677 -87914
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 10722 5250 5472 10722 5250 5472
Profit Streak 601.3727 0 609.5393 601.3727 0 609.5393
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359056 182599 -454230 -122370 -57069 -449179
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": 1553616000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759280198336,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 70,
            "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": [
        [
            356451.2717080678,
            294668.2310692231,
            61783.040638845,
            660425.7056787692,
            523819.4979264692,
            136606.2077522996
        ],
        [
            356.451272,
            294.668231,
            61.783041,
            660.425706,
            523.819498,
            136.606208
        ],
        [
            0.197772,
            0.163493,
            0.03428,
            0.112624,
            0.101625,
            0.047796
        ],
        [
            132.836406,
            132.836406,
            132.836406,
            132.836406,
            132.836406,
            132.836406
        ],
        [
            -133596,
            -100612,
            -107251,
            -382025,
            -310074,
            -292173
        ],
        [
            1.214597,
            1.380936,
            1.069615,
            1.123216,
            1.20019,
            1.049797
        ],
        [
            965,
            482,
            483,
            965,
            482,
            483
        ],
        [
            598,
            317,
            281,
            598,
            317,
            281
        ],
        [
            367,
            165,
            202,
            367,
            165,
            202
        ],
        [
            61.968912,
            65.767635,
            58.178054,
            61.968912,
            65.767635,
            58.178054
        ],
        [
            0.745413,
            0.718784,
            0.768905,
            0.689332,
            0.624705,
            0.754658
        ],
        [
            25972,
            25972,
            22958,
            48092,
            46455,
            48092
        ],
        [
            -36678,
            -36678,
            -26711,
            -188677,
            -188677,
            -87914
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10722,
            5250,
            5472,
            10722,
            5250,
            5472
        ],
        [
            601.372666,
            0,
            609.539332,
            601.372666,
            0,
            609.539333
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359056,
            182599,
            -454230,
            -122370,
            -57069,
            -449179
        ]
    ]
}
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": 1553616000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759280198336,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 70,
            "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)