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Trade: XMR/USDT/240/JMA/PSAR/3037

Strategy
XMR/USDT/240/JMA/PSAR/3037
Pair
XMR_USDT
Interval
4h
Score
358259
Daily Profit
0.174458
Profit Factor
1.222147
Profitability
53.138686
Streak
601.680670
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-30 03:20
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 314430.7352 272053.9519 42376.7833 384921.4961 800368.1318 -415446.6357
Total P&L (%) 314.4307 272.054 42.3768 384.9215 800.3681 -415.4466
Avg Daily Profit (%) 0.1745 0.1509 0.0235 0.0876 0.122 0
Buy And Hold Return (%) 72.1787 72.1787 72.1787 72.1787 72.1787 72.1787
Max Trade Drawdown -170318 -106903 -168938 -675283 -421866 -775829
Profit Factor 1.2221 1.4199 1.0552 1.0607 1.2806 0.881
Total Trades 685 342 343 685 342 343
Winning Trades 364 191 173 364 191 173
Losing Trades 321 151 170 321 151 170
Profitability (%) 53.1387 55.848 50.4373 53.1387 55.848 50.4373
Ratio Avg Win / Avg Loss 1.0778 1.1226 1.0369 0.9354 1.0124 0.8657
Largest Winning Trade 44757 44757 42524 196424 166568 196424
Largest Losing Trade -22064 -20359 -22064 -139066 -121042 -139066
Avg Bars in Trades 15 16 14 15 16 14
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 15 15 14 15 15 14
Bars Traded 10641 5581 5059 10641 5581 5059
Profit Streak 601.6807 0 612.514 601.6807 0 612.514
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358259 282944 -484499 -227669 -27480 -578247
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": 1554235200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759191609936,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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": [
        [
            314430.7352331983,
            272053.9519419495,
            42376.7832912488,
            384921.4960691505,
            800368.1317757572,
            -415446.6357066057
        ],
        [
            314.430735,
            272.053952,
            42.376783,
            384.921496,
            800.368132,
            -415.446636
        ],
        [
            0.174458,
            0.150946,
            0.023512,
            0.087637,
            0.122007,
            0
        ],
        [
            72.178706,
            72.178706,
            72.178706,
            72.178706,
            72.178706,
            72.178706
        ],
        [
            -170318,
            -106903,
            -168938,
            -675283,
            -421866,
            -775829
        ],
        [
            1.222147,
            1.419918,
            1.055211,
            1.060679,
            1.280558,
            0.880987
        ],
        [
            685,
            342,
            343,
            685,
            342,
            343
        ],
        [
            364,
            191,
            173,
            364,
            191,
            173
        ],
        [
            321,
            151,
            170,
            321,
            151,
            170
        ],
        [
            53.138686,
            55.847953,
            50.437318,
            53.138686,
            55.847953,
            50.437318
        ],
        [
            1.077772,
            1.122553,
            1.036912,
            0.935379,
            1.012379,
            0.86571
        ],
        [
            44757,
            44757,
            42524,
            196424,
            166568,
            196424
        ],
        [
            -22064,
            -20359,
            -22064,
            -139066,
            -121042,
            -139066
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            10641,
            5581,
            5059,
            10641,
            5581,
            5059
        ],
        [
            601.68067,
            0,
            612.514004,
            601.680671,
            0,
            612.514004
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358259,
            282944,
            -484499,
            -227669,
            -27480,
            -578247
        ]
    ]
}
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": 1554235200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759191609936,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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)