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Trade: XRP/USDT/360/JMA/PSAR/1850

Strategy
XRP/USDT/360/JMA/PSAR/1850
Pair
XRP_USDT
Interval
6h
Score
468612
Daily Profit
0.197568
Profit Factor
1.730065
Profitability
55.376344
Streak
176.631479
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 12:09
Expiration Time
2025-12-06 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877111.9928 758295.9071 118816.0857 9770077.2628 13797833.9773 -4027756.7146
Total P&L (%) 877.112 758.2959 118.8161 9770.0773 13797.834 -4027.7567
Avg Daily Profit (%) 0.3508 0.3033 0.0475 0.1839 0.1976 0
Buy And Hold Return (%) 764.0467 764.0467 764.0467 764.0467 764.0467 764.0467
Max Trade Drawdown -87802 -47907 -101228 -8042161 -2953697 -9847760
Profit Factor 1.8088 2.4636 1.2098 1.2276 1.7301 0.8324
Total Trades 372 186 186 372 186 186
Winning Trades 206 103 103 206 103 103
Losing Trades 166 83 83 166 83 83
Profitability (%) 55.3763 55.3763 55.3763 55.3763 55.3763 55.3763
Ratio Avg Win / Avg Loss 1.4576 1.9852 0.9749 0.9892 1.3941 0.6708
Largest Winning Trade 176983 176983 49126 4586195 4586195 2109209
Largest Losing Trade -66267 -24907 -66267 -6545714 -1656912 -6545714
Avg Bars in Trades 25 25 26 25 25 26
Avg Bars in Winners 27 25 30 27 25 30
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 9656 4660 4996 9656 4660 4996
Profit Streak 0 176.6315 0 0 176.6315 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105172 -149330 -295956 316572 468612 -579384

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547661600000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758532159787,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 239,
            "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": [
        [
            877111.9928373325,
            758295.907133061,
            118816.0857042714,
            9770077.262778686,
            13797833.977342015,
            -4027756.714563331
        ],
        [
            877.111993,
            758.295907,
            118.816086,
            9770.077263,
            13797.833977,
            -4027.756715
        ],
        [
            0.350845,
            0.303318,
            0.047526,
            0.183853,
            0.197568,
            0
        ],
        [
            764.046669,
            764.046669,
            764.046669,
            764.046669,
            764.046669,
            764.046669
        ],
        [
            -87802,
            -47907,
            -101228,
            -8042161,
            -2953697,
            -9847760
        ],
        [
            1.80881,
            2.46359,
            1.209796,
            1.227554,
            1.730065,
            0.832426
        ],
        [
            372,
            186,
            186,
            372,
            186,
            186
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            55.376344,
            55.376344,
            55.376344,
            55.376344,
            55.376344,
            55.376344
        ],
        [
            1.457585,
            1.985223,
            0.974884,
            0.989194,
            1.39413,
            0.67079
        ],
        [
            176983,
            176983,
            49126,
            4586195,
            4586195,
            2109209
        ],
        [
            -66267,
            -24907,
            -66267,
            -6545714,
            -1656912,
            -6545714
        ],
        [
            25,
            25,
            26,
            25,
            25,
            26
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            9656,
            4660,
            4996,
            9656,
            4660,
            4996
        ],
        [
            0,
            176.631479,
            0,
            0,
            176.631479,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105172,
            -149330,
            -295956,
            316572,
            468612,
            -579384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547661600000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758532159787,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 239,
            "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)