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Trade: XMR/USDT/240/JMA/PSAR/8389

Strategy
XMR/USDT/240/JMA/PSAR/8389
Pair
XMR_USDT
Interval
4h
Score
372601
Daily Profit
0.204760
Profit Factor
1.222419
Profitability
62.164948
Streak
599.326792
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-29 02:50
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 369044.9284 301472.4322 67572.4962 763074.2488 606820.3682 156253.8806
Total P&L (%) 369.0449 301.4724 67.5725 763.0742 606.8204 156.2539
Avg Daily Profit (%) 0.2048 0.1673 0.0375 0.1197 0.1086 0.0522
Buy And Hold Return (%) 126.0522 126.0522 126.0522 126.0522 126.0522 126.0522
Max Trade Drawdown -133596 -100612 -102709 -438286 -355739 -326843
Profit Factor 1.2224 1.3894 1.0764 1.1251 1.204 1.05
Total Trades 970 485 485 970 485 485
Winning Trades 603 320 283 603 320 283
Losing Trades 367 165 202 367 165 202
Profitability (%) 62.1649 65.9794 58.3505 62.1649 65.9794 58.3505
Ratio Avg Win / Avg Loss 0.744 0.7164 0.7683 0.6848 0.6208 0.7495
Largest Winning Trade 25972 25972 22958 54584 53296 54584
Largest Losing Trade -36678 -36678 -26711 -214147 -214147 -102461
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 10775 5295 5480 10775 5295 5480
Profit Streak 599.3268 0 607.4935 599.3268 0 607.4935
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372601 228780 -442504 -110129 -46979 -377290
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": 1552838400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759103434822,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "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": [
        [
            369044.9283705031,
            301472.4321850428,
            67572.4961854607,
            763074.2488019849,
            606820.3681657771,
            156253.8806362088
        ],
        [
            369.044928,
            301.472432,
            67.572496,
            763.074249,
            606.820368,
            156.253881
        ],
        [
            0.20476,
            0.167268,
            0.037492,
            0.119657,
            0.108563,
            0.052224
        ],
        [
            126.052181,
            126.052181,
            126.052181,
            126.052181,
            126.052181,
            126.052181
        ],
        [
            -133596,
            -100612,
            -102709,
            -438286,
            -355739,
            -326843
        ],
        [
            1.222419,
            1.389389,
            1.076352,
            1.125111,
            1.203971,
            1.050015
        ],
        [
            970,
            485,
            485,
            970,
            485,
            485
        ],
        [
            603,
            320,
            283,
            603,
            320,
            283
        ],
        [
            367,
            165,
            202,
            367,
            165,
            202
        ],
        [
            62.164948,
            65.979381,
            58.350515,
            62.164948,
            65.979381,
            58.350515
        ],
        [
            0.743993,
            0.716404,
            0.768279,
            0.684769,
            0.620798,
            0.74948
        ],
        [
            25972,
            25972,
            22958,
            54584,
            53296,
            54584
        ],
        [
            -36678,
            -36678,
            -26711,
            -214147,
            -214147,
            -102461
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10775,
            5295,
            5480,
            10775,
            5295,
            5480
        ],
        [
            599.326792,
            0,
            607.493458,
            599.326792,
            0,
            607.493459
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            372601,
            228780,
            -442504,
            -110129,
            -46979,
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        ]
    ]
}
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": 1552838400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759103434822,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "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)