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Trade: XTZ/USDT/480/JMA/PSAR/3268

Strategy
XTZ/USDT/480/JMA/PSAR/3268
Pair
XTZ_USDT
Interval
8h
Score
392878
Daily Profit
0.158453
Profit Factor
1.437445
Profitability
57.706093
Streak
25.163181
Best Strategy
Training Data Length
2195.000000
Evaluation Time
2025-09-27 06:54
Expiration Time
2025-12-01 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420660.5477 347805.2169 72855.3307 128891.4099 189304.0818 -60412.6719
Total P&L (%) 420.6605 347.8052 72.8553 128.8914 189.3041 -60.4127
Avg Daily Profit (%) 0.1916 0.1585 0.0332 0.0377 0.0484 -0.0422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155415 -99235 -113956 -2618333 -1899567 -1798425
Profit Factor 1.2392 1.4374 1.0756 1.0066 1.02 0.994
Total Trades 558 279 279 558 279 279
Winning Trades 316 161 155 316 161 155
Losing Trades 242 118 124 242 118 124
Profitability (%) 56.6308 57.7061 55.5556 56.6308 57.7061 55.5556
Ratio Avg Win / Avg Loss 0.949 1.0535 0.8605 0.7709 0.7476 0.7952
Largest Winning Trade 47287 40690 47287 450183 450183 320867
Largest Losing Trade -76427 -30617 -76427 -1038891 -604537 -1038891
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 10 9 9 10 9
Avg Bars in Losers 13 15 12 13 15 12
Bars Traded 6496 3448 3047 6496 3448 3047
Profit Streak 17.1632 25.1632 17.1632 17.1632 25.1632 17.1632
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385762 392878 -285109 -352346 -325771 -578306
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6585,
    "evaluation_days": 2195,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570665600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945298865,
    "expiration_time": 1764620640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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": [
        [
            420660.5476807757,
            347805.2169342678,
            72855.3307465073,
            128891.4099439596,
            189304.0818385927,
            -60412.6718946344
        ],
        [
            420.660548,
            347.805217,
            72.855331,
            128.89141,
            189.304082,
            -60.412672
        ],
        [
            0.191645,
            0.158453,
            0.033191,
            0.037733,
            0.048408,
            -0.042208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155415,
            -99235,
            -113956,
            -2618333,
            -1899567,
            -1798425
        ],
        [
            1.239185,
            1.437445,
            1.075604,
            1.006566,
            1.019965,
            0.994046
        ],
        [
            558,
            279,
            279,
            558,
            279,
            279
        ],
        [
            316,
            161,
            155,
            316,
            161,
            155
        ],
        [
            242,
            118,
            124,
            242,
            118,
            124
        ],
        [
            56.630824,
            57.706093,
            55.555556,
            56.630824,
            57.706093,
            55.555556
        ],
        [
            0.948996,
            1.053531,
            0.860484,
            0.770852,
            0.747552,
            0.795237
        ],
        [
            47287,
            40690,
            47287,
            450183,
            450183,
            320867
        ],
        [
            -76427,
            -30617,
            -76427,
            -1038891,
            -604537,
            -1038891
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            13,
            15,
            12,
            13,
            15,
            12
        ],
        [
            6496,
            3448,
            3047,
            6496,
            3448,
            3047
        ],
        [
            17.163181,
            25.163181,
            17.163181,
            17.163181,
            25.163181,
            17.163181
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
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        ],
        [
            385762,
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            -285109,
            -352346,
            -325771,
            -578306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6585,
    "evaluation_days": 2195,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570665600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945298865,
    "expiration_time": 1764620640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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)