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Trade: XMR/USDT/360/KCL/PSAR/6412

Strategy
XMR/USDT/360/KCL/PSAR/6412
Pair
XMR_USDT
Interval
6h
Score
351036
Daily Profit
0.211354
Profit Factor
3.030192
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-10-04 13:34
Expiration Time
2024-04-14 05:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353890.096 381070.9718 -27180.8757 9390.0915 26727.2422 -17337.1507
Total P&L (%) 353.8901 381.071 -27.1809 9.3901 26.7272 -17.3372
Avg Daily Profit (%) 0.1963 0.2114 -0.0151 0.005 0.0131 -0.0106
Buy And Hold Return (%) 82.8404 82.8404 82.8404 82.8404 82.8404 82.8404
Max Trade Drawdown -100350 -76485 -41577 -241290 -205187 -67798
Profit Factor 2.2493 3.0302 0.7156 1.0201 1.0771 0.8566
Total Trades 59 29 30 59 29 30
Winning Trades 26 13 13 26 13 13
Losing Trades 33 16 17 33 16 17
Profitability (%) 44.0678 44.8276 43.3333 44.0678 44.8276 43.3333
Ratio Avg Win / Avg Loss 2.8549 3.7295 0.9357 1.2947 1.3257 1.1201
Largest Winning Trade 485644 485644 23127 235270 235270 31889
Largest Losing Trade -29030 -29030 -26993 -62902 -62902 -25734
Avg Bars in Trades 110 213 10 110 213 10
Avg Bars in Winners 177 343 11 177 343 11
Avg Bars in Losers 57 109 9 57 109 9
Bars Traded 6515 6203 312 6515 6203 312
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171916 351036 -583140 -732186 -478845 -581473
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555394400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759574091288,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    },
    "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": [
        [
            353890.0960360894,
            381070.9717736826,
            -27180.8757375936,
            9390.0914543825,
            26727.2421683409,
            -17337.1507139583
        ],
        [
            353.890096,
            381.070972,
            -27.180876,
            9.390091,
            26.727242,
            -17.337151
        ],
        [
            0.196278,
            0.211354,
            -0.015075,
            0.004978,
            0.013138,
            -0.01056
        ],
        [
            82.840419,
            82.840419,
            82.840419,
            82.840419,
            82.840419,
            82.840419
        ],
        [
            -100350,
            -76485,
            -41577,
            -241290,
            -205187,
            -67798
        ],
        [
            2.249325,
            3.030192,
            0.715571,
            1.020086,
            1.077105,
            0.856564
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            44.067797,
            44.827586,
            43.333333,
            44.067797,
            44.827586,
            43.333333
        ],
        [
            2.854913,
            3.729468,
            0.935747,
            1.294724,
            1.325668,
            1.120122
        ],
        [
            485644,
            485644,
            23127,
            235270,
            235270,
            31889
        ],
        [
            -29030,
            -29030,
            -26993,
            -62902,
            -62902,
            -25734
        ],
        [
            110,
            213,
            10,
            110,
            213,
            10
        ],
        [
            177,
            343,
            11,
            177,
            343,
            11
        ],
        [
            57,
            109,
            9,
            57,
            109,
            9
        ],
        [
            6515,
            6203,
            312,
            6515,
            6203,
            312
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171916,
            351036,
            -583140,
            -732186,
            -478845,
            -581473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555394400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759574091288,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    },
    "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)