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Trade: XRP/USDT/360/JMA/PSAR/1001

Strategy
XRP/USDT/360/JMA/PSAR/1001
Pair
XRP_USDT
Interval
6h
Score
335788
Daily Profit
0.151877
Profit Factor
1.432516
Profitability
49.738220
Streak
88.752087
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-17 15:03
Expiration Time
2025-12-01 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790295.3646 717167.812 73127.5526 2674427.4629 4345262.6679 -1670835.205
Total P&L (%) 790.2954 717.1678 73.1276 2674.4275 4345.2627 -1670.8352
Avg Daily Profit (%) 0.3161 0.2868 0.0292 0.133 0.1519 0
Buy And Hold Return (%) 744.0593 744.0593 744.0593 744.0593 744.0593 744.0593
Max Trade Drawdown -109153 -60103 -117125 -4596465 -2070998 -4640677
Profit Factor 1.6547 2.1826 1.1217 1.1285 1.4325 0.8449
Total Trades 383 191 192 383 191 192
Winning Trades 197 95 102 197 95 102
Losing Trades 186 96 90 186 96 90
Profitability (%) 51.436 49.7382 53.125 51.436 49.7382 53.125
Ratio Avg Win / Avg Loss 1.5623 2.2055 0.9898 1.0655 1.4476 0.7455
Largest Winning Trade 177682 177682 48120 1505336 1505336 852899
Largest Losing Trade -71543 -24925 -71543 -3697501 -954433 -3697501
Avg Bars in Trades 25 24 25 25 24 25
Avg Bars in Winners 27 26 29 27 26 29
Avg Bars in Losers 23 23 22 23 23 22
Bars Traded 9754 4772 4982 9754 4772 4982
Profit Streak 79.0021 88.7521 79.0021 79.0021 88.7521 79.0021
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130852 -151264 -406176 -93428 335788 -579087

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758110580281,
    "expiration_time": 1764591048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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": [
        [
            790295.3645972769,
            717167.8119835596,
            73127.5526137174,
            2674427.4628733145,
            4345262.66789705,
            -1670835.2050237323
        ],
        [
            790.295365,
            717.167812,
            73.127553,
            2674.427463,
            4345.262668,
            -1670.835205
        ],
        [
            0.316087,
            0.286838,
            0.029248,
            0.132996,
            0.151877,
            0
        ],
        [
            744.059337,
            744.059337,
            744.059337,
            744.059337,
            744.059337,
            744.059337
        ],
        [
            -109153,
            -60103,
            -117125,
            -4596465,
            -2070998,
            -4640677
        ],
        [
            1.654687,
            2.182571,
            1.12174,
            1.128467,
            1.432516,
            0.844884
        ],
        [
            383,
            191,
            192,
            383,
            191,
            192
        ],
        [
            197,
            95,
            102,
            197,
            95,
            102
        ],
        [
            186,
            96,
            90,
            186,
            96,
            90
        ],
        [
            51.436031,
            49.73822,
            53.125,
            51.436031,
            49.73822,
            53.125
        ],
        [
            1.562294,
            2.205546,
            0.989771,
            1.065456,
            1.447595,
            0.745486
        ],
        [
            177682,
            177682,
            48120,
            1505336,
            1505336,
            852899
        ],
        [
            -71543,
            -24925,
            -71543,
            -3697501,
            -954433,
            -3697501
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            23,
            23,
            22,
            23,
            23,
            22
        ],
        [
            9754,
            4772,
            4982,
            9754,
            4772,
            4982
        ],
        [
            79.002086,
            88.752086,
            79.002086,
            79.002087,
            88.752087,
            79.002087
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130852,
            -151264,
            -406176,
            -93428,
            335788,
            -579087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758110580281,
    "expiration_time": 1764591048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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)