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Trade: XMR/USDT/240/FWMA/PSAR/6148

Strategy
XMR/USDT/240/FWMA/PSAR/6148
Pair
XMR_USDT
Interval
4h
Score
366341
Daily Profit
0.197892
Profit Factor
1.214930
Profitability
61.993769
Streak
606.845139
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-06 15:17
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 356667.1136 293308.6531 63358.4605 662234.19 523723.9316 138510.2584
Total P&L (%) 356.6671 293.3087 63.3585 662.2342 523.7239 138.5103
Avg Daily Profit (%) 0.1979 0.1627 0.0352 0.1128 0.1016 0.0482
Buy And Hold Return (%) 122.3263 122.3263 122.3263 122.3263 122.3263 122.3263
Max Trade Drawdown -133596 -100612 -107251 -382934 -310812 -292868
Profit Factor 1.2149 1.3792 1.0715 1.1233 1.1997 1.0504
Total Trades 963 481 482 963 481 482
Winning Trades 597 316 281 597 316 281
Losing Trades 366 165 201 366 165 201
Profitability (%) 61.9938 65.6965 58.2988 61.9938 65.6965 58.2988
Ratio Avg Win / Avg Loss 0.7448 0.7201 0.7665 0.6887 0.6264 0.7514
Largest Winning Trade 25972 25972 22958 48206 46565 48206
Largest Losing Trade -36678 -36678 -26711 -189126 -189126 -88124
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 10696 5243 5453 10696 5243 5453
Profit Streak 606.8451 0 615.0118 606.8451 0 615.0118
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366341 224535 -450962 -121811 -57148 -415582
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": 1554004800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759753020074,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 97,
            "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": [
        [
            356667.1136333182,
            293308.6531471451,
            63358.4604861732,
            662234.1900311856,
            523723.9316272072,
            138510.2584039788
        ],
        [
            356.667114,
            293.308653,
            63.35846,
            662.23419,
            523.723932,
            138.510258
        ],
        [
            0.197892,
            0.162739,
            0.035154,
            0.112756,
            0.101617,
            0.04824
        ],
        [
            122.326278,
            122.326278,
            122.326278,
            122.326278,
            122.326278,
            122.326278
        ],
        [
            -133596,
            -100612,
            -107251,
            -382934,
            -310812,
            -292868
        ],
        [
            1.21493,
            1.379179,
            1.071517,
            1.123297,
            1.199679,
            1.0504
        ],
        [
            963,
            481,
            482,
            963,
            481,
            482
        ],
        [
            597,
            316,
            281,
            597,
            316,
            281
        ],
        [
            366,
            165,
            201,
            366,
            165,
            201
        ],
        [
            61.993769,
            65.696466,
            58.298755,
            61.993769,
            65.696466,
            58.298755
        ],
        [
            0.744832,
            0.720141,
            0.766459,
            0.688654,
            0.626415,
            0.751354
        ],
        [
            25972,
            25972,
            22958,
            48206,
            46565,
            48206
        ],
        [
            -36678,
            -36678,
            -26711,
            -189126,
            -189126,
            -88124
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10696,
            5243,
            5453,
            10696,
            5243,
            5453
        ],
        [
            606.845139,
            0,
            615.011806,
            606.84514,
            0,
            615.011806
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366341,
            224535,
            -450962,
            -121811,
            -57148,
            -415582
        ]
    ]
}
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": 1554004800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759753020074,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 97,
            "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)