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Trade: XRP/USDT/360/HMA/PSAR/3470

Strategy
XRP/USDT/360/HMA/PSAR/3470
Pair
XRP_USDT
Interval
6h
Score
365001
Daily Profit
0.155809
Profit Factor
1.473636
Profitability
56.930693
Streak
18.931712
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-18 07:21
Expiration Time
2025-12-02 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 827105.9579 752466.8699 74639.0881 3621209.5978 4801774.4618 -1180564.864
Total P&L (%) 827.106 752.4669 74.6391 3621.2096 4801.7745 -1180.5649
Avg Daily Profit (%) 0.3308 0.301 0.0299 0.1448 0.1558 0
Buy And Hold Return (%) 850.8418 850.8418 850.8418 850.8418 850.8418 850.8418
Max Trade Drawdown -106943 -76672 -90156 -4876168 -2850059 -3352896
Profit Factor 1.6756 2.1531 1.1305 1.18 1.4736 0.8818
Total Trades 404 202 202 404 202 202
Winning Trades 223 115 108 223 115 108
Losing Trades 181 87 94 181 87 94
Profitability (%) 55.198 56.9307 53.4653 55.198 56.9307 53.4653
Ratio Avg Win / Avg Loss 1.36 1.6289 0.984 0.9577 1.1148 0.7675
Largest Winning Trade 195467 195467 44131 1831398 1831398 871317
Largest Losing Trade -67275 -35117 -67275 -2580032 -982659 -2580032
Avg Bars in Trades 23 25 22 23 25 22
Avg Bars in Winners 26 27 24 26 27 24
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 9639 5115 4524 9639 5115 4524
Profit Streak 0 18.9317 0 0 18.9317 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151495 -150542 -396147 -22528 365001 -579549

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758169299916,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "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": [
        [
            827105.9579490996,
            752466.8698795018,
            74639.0880695974,
            3621209.597822102,
            4801774.461805462,
            -1180564.8639833608
        ],
        [
            827.105958,
            752.46687,
            74.639088,
            3621.209598,
            4801.774462,
            -1180.564864
        ],
        [
            0.330842,
            0.300987,
            0.029856,
            0.14477,
            0.155809,
            0
        ],
        [
            850.841792,
            850.841792,
            850.841792,
            850.841792,
            850.841792,
            850.841792
        ],
        [
            -106943,
            -76672,
            -90156,
            -4876168,
            -2850059,
            -3352896
        ],
        [
            1.675556,
            2.153096,
            1.13054,
            1.179963,
            1.473636,
            0.881753
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            223,
            115,
            108,
            223,
            115,
            108
        ],
        [
            181,
            87,
            94,
            181,
            87,
            94
        ],
        [
            55.19802,
            56.930693,
            53.465347,
            55.19802,
            56.930693,
            53.465347
        ],
        [
            1.359981,
            1.628864,
            0.983989,
            0.957727,
            1.114838,
            0.767452
        ],
        [
            195467,
            195467,
            44131,
            1831398,
            1831398,
            871317
        ],
        [
            -67275,
            -35117,
            -67275,
            -2580032,
            -982659,
            -2580032
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            26,
            27,
            24,
            26,
            27,
            24
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            9639,
            5115,
            4524,
            9639,
            5115,
            4524
        ],
        [
            0,
            18.931712,
            0,
            0,
            18.931712,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151495,
            -150542,
            -396147,
            -22528,
            365001,
            -579549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758169299916,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "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)