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Trade: XMR/USDT/120/HLC3/SSF/1343

Strategy
XMR/USDT/120/HLC3/SSF/1343
Pair
XMR_USDT
Interval
2h
Score
310784
Daily Profit
0.153811
Profit Factor
1.345091
Profitability
77.071823
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-04 17:41
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 274461.4712 230715.8041 43745.6672 330356.2676 238959.5005 91396.767
Total P&L (%) 274.4615 230.7158 43.7457 330.3563 238.9595 91.3968
Avg Daily Profit (%) 0.183 0.1538 0.0292 0.0973 0.0814 0.0433
Buy And Hold Return (%) 99.1945 99.1945 99.1945 99.1945 99.1945 99.1945
Max Trade Drawdown -111664 -79112 -64513 -330629 -282999 -188985
Profit Factor 1.1851 1.3451 1.0537 1.0998 1.1532 1.0522
Total Trades 1449 724 725 1449 724 725
Winning Trades 1076 558 518 1076 558 518
Losing Trades 373 166 207 373 166 207
Profitability (%) 74.2581 77.0718 71.4483 74.2581 77.0718 71.4483
Ratio Avg Win / Avg Loss 0.4108 0.4002 0.4211 0.3812 0.3431 0.4205
Largest Winning Trade 12612 11556 12612 40561 27515 40561
Largest Losing Trade -40595 -40595 -37063 -116211 -116211 -102117
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 29 27 30 29 27 30
Bars Traded 17955 8224 9731 17955 8224 9731
Profit Streak 593.8623 0 597.4456 593.8623 0 597.4456
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3453 310784 -474762 -167274 -134653 -457607
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759588902327,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            274461.471247149,
            230715.8040738644,
            43745.6671732845,
            330356.2675892159,
            238959.5005441541,
            91396.7670450624
        ],
        [
            274.461471,
            230.715804,
            43.745667,
            330.356268,
            238.959501,
            91.396767
        ],
        [
            0.182974,
            0.153811,
            0.029164,
            0.097344,
            0.081414,
            0.043288
        ],
        [
            99.194496,
            99.194496,
            99.194496,
            99.194496,
            99.194496,
            99.194496
        ],
        [
            -111664,
            -79112,
            -64513,
            -330629,
            -282999,
            -188985
        ],
        [
            1.185083,
            1.345091,
            1.053719,
            1.099781,
            1.153206,
            1.052194
        ],
        [
            1449,
            724,
            725,
            1449,
            724,
            725
        ],
        [
            1076,
            558,
            518,
            1076,
            558,
            518
        ],
        [
            373,
            166,
            207,
            373,
            166,
            207
        ],
        [
            74.258109,
            77.071823,
            71.448276,
            74.258109,
            77.071823,
            71.448276
        ],
        [
            0.410814,
            0.400152,
            0.421081,
            0.381244,
            0.343068,
            0.420471
        ],
        [
            12612,
            11556,
            12612,
            40561,
            27515,
            40561
        ],
        [
            -40595,
            -40595,
            -37063,
            -116211,
            -116211,
            -102117
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            29,
            27,
            30,
            29,
            27,
            30
        ],
        [
            17955,
            8224,
            9731,
            17955,
            8224,
            9731
        ],
        [
            593.862295,
            0,
            597.445628,
            593.862295,
            0,
            597.445629
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3453,
            310784,
            -474762,
            -167274,
            -134653,
            -457607
        ]
    ]
}
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": 1578729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759588902327,
    "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": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    }
}

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)