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Trade: XMR/USDT/360/ZLMA/PSAR/4739

Strategy
XMR/USDT/360/ZLMA/PSAR/4739
Pair
XMR_USDT
Interval
6h
Score
301741
Daily Profit
0.160190
Profit Factor
1.313877
Profitability
51.262626
Streak
611.440608
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-10-10 19:34
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 288823.3151 245096.2575 43727.0576 383826.1815 486531.9073 -102705.7257
Total P&L (%) 288.8233 245.0963 43.7271 383.8262 486.5319 -102.7057
Avg Daily Profit (%) 0.1602 0.1359 0.0243 0.0875 0.0982 0
Buy And Hold Return (%) 71.0128 71.0128 71.0128 71.0128 71.0128 71.0128
Max Trade Drawdown -93655 -55453 -87815 -533903 -287001 -343006
Profit Factor 1.3139 1.5627 1.0902 1.1079 1.2802 0.9436
Total Trades 396 198 198 396 198 198
Winning Trades 203 107 96 203 107 96
Losing Trades 193 91 102 193 91 102
Profitability (%) 51.2626 54.0404 48.4848 51.2626 54.0404 48.4848
Ratio Avg Win / Avg Loss 1.2492 1.329 1.1584 1.0534 1.0888 1.0025
Largest Winning Trade 51770 42762 51770 192982 140531 192982
Largest Losing Trade -23790 -23790 -21089 -150510 -150510 -124458
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 18 20 16 18 20 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 6994 3673 3321 6994 3673 3321
Profit Streak 611.4406 0 615.6906 611.4406 0 615.6906
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301741 -11293 -446771 -175921 -60771 -578358
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555804800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760114068571,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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": [
        [
            288823.3150588791,
            245096.2574636859,
            43727.0575951934,
            383826.1815460745,
            486531.9072693989,
            -102705.7257233246
        ],
        [
            288.823315,
            245.096257,
            43.727058,
            383.826182,
            486.531907,
            -102.705726
        ],
        [
            0.16019,
            0.135938,
            0.024252,
            0.087479,
            0.098166,
            0
        ],
        [
            71.012822,
            71.012822,
            71.012822,
            71.012822,
            71.012822,
            71.012822
        ],
        [
            -93655,
            -55453,
            -87815,
            -533903,
            -287001,
            -343006
        ],
        [
            1.313877,
            1.562726,
            1.090228,
            1.107947,
            1.280231,
            0.943553
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            203,
            107,
            96,
            203,
            107,
            96
        ],
        [
            193,
            91,
            102,
            193,
            91,
            102
        ],
        [
            51.262626,
            54.040404,
            48.484848,
            51.262626,
            54.040404,
            48.484848
        ],
        [
            1.249154,
            1.329047,
            1.158367,
            1.053369,
            1.088794,
            1.002525
        ],
        [
            51770,
            42762,
            51770,
            192982,
            140531,
            192982
        ],
        [
            -23790,
            -23790,
            -21089,
            -150510,
            -150510,
            -124458
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            6994,
            3673,
            3321,
            6994,
            3673,
            3321
        ],
        [
            611.440608,
            0,
            615.690608,
            611.440608,
            0,
            615.690608
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301741,
            -11293,
            -446771,
            -175921,
            -60771,
            -578358
        ]
    ]
}
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": 1555804800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760114068571,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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)