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Trade: XMR/USDT/120/HLC3/MIDPRICE/1128

Strategy
XMR/USDT/120/HLC3/MIDPRICE/1128
Pair
XMR_USDT
Interval
2h
Score
305432
Daily Profit
0.157128
Profit Factor
1.341937
Profitability
75.318066
Streak
585.361014
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 09:39
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278484.6481 235691.8788 42792.7693 319353.4261 209715.3804 109638.0456
Total P&L (%) 278.4846 235.6919 42.7928 319.3534 209.7154 109.638
Avg Daily Profit (%) 0.1857 0.1571 0.0285 0.0956 0.0754 0.0494
Buy And Hold Return (%) 107.1192 107.1192 107.1192 107.1192 107.1192 107.1192
Max Trade Drawdown -129228 -88339 -119870 -189326 -172237 -147962
Profit Factor 1.1827 1.3419 1.0513 1.1516 1.2111 1.0985
Total Trades 1573 786 787 1573 786 787
Winning Trades 1130 592 538 1130 592 538
Losing Trades 443 194 249 443 194 249
Profitability (%) 71.8373 75.3181 68.3609 71.8373 75.3181 68.3609
Ratio Avg Win / Avg Loss 0.4637 0.4398 0.4866 0.4515 0.3969 0.5084
Largest Winning Trade 12342 12342 10667 43395 22128 43395
Largest Losing Trade -40465 -39061 -40465 -81712 -77927 -81712
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 6 5 6 6 5 6
Avg Bars in Losers 24 23 26 24 23 26
Bars Traded 17958 7890 10068 17958 7890 10068
Profit Streak 585.361 585.361 589.111 585.361 585.361 589.111
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -5568 305432 -478363 -112275 -93467 -391312

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578931200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868791632,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 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": [
        [
            278484.6480803069,
            235691.8787591799,
            42792.7693211275,
            319353.4260864097,
            209715.3804431451,
            109638.045643265
        ],
        [
            278.484648,
            235.691879,
            42.792769,
            319.353426,
            209.71538,
            109.638046
        ],
        [
            0.185656,
            0.157128,
            0.028529,
            0.095615,
            0.075394,
            0.04936
        ],
        [
            107.119176,
            107.119176,
            107.119176,
            107.119176,
            107.119176,
            107.119176
        ],
        [
            -129228,
            -88339,
            -119870,
            -189326,
            -172237,
            -147962
        ],
        [
            1.182739,
            1.341937,
            1.051269,
            1.151622,
            1.211143,
            1.098506
        ],
        [
            1573,
            786,
            787,
            1573,
            786,
            787
        ],
        [
            1130,
            592,
            538,
            1130,
            592,
            538
        ],
        [
            443,
            194,
            249,
            443,
            194,
            249
        ],
        [
            71.837254,
            75.318066,
            68.360864,
            71.837254,
            75.318066,
            68.360864
        ],
        [
            0.463676,
            0.439757,
            0.486554,
            0.451477,
            0.396895,
            0.508416
        ],
        [
            12342,
            12342,
            10667,
            43395,
            22128,
            43395
        ],
        [
            -40465,
            -39061,
            -40465,
            -81712,
            -77927,
            -81712
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            17958,
            7890,
            10068,
            17958,
            7890,
            10068
        ],
        [
            585.361014,
            585.361014,
            589.111014,
            585.361014,
            585.361014,
            589.111014
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5568,
            305432,
            -478363,
            -112275,
            -93467,
            -391312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578931200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868791632,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 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)