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Trade: XMR/USDT/120/MIDPOINT/EMA/3794

Strategy
XMR/USDT/120/MIDPOINT/EMA/3794
Pair
XMR_USDT
Interval
2h
Score
395172
Daily Profit
0.253091
Profit Factor
1.913082
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-06 06:34
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 379636.8224 273161.7448 106475.0776 1332106.1422 732321.6157 599784.5265
Total P&L (%) 379.6368 273.1617 106.4751 1332.1061 732.3216 599.7845
Avg Daily Profit (%) 0.2531 0.1821 0.071 0.1776 0.1414 0.1298
Buy And Hold Return (%) 64.9298 64.9298 64.9298 64.9298 64.9298 64.9298
Max Trade Drawdown -54095 -37650 -44730 -871448 -736653 -409455
Profit Factor 1.9131 2.3382 1.5031 1.3395 1.3418 1.3367
Total Trades 128 64 64 128 64 64
Winning Trades 72 35 37 72 35 37
Losing Trades 56 29 27 56 29 27
Profitability (%) 56.25 54.6875 57.8125 56.25 54.6875 57.8125
Ratio Avg Win / Avg Loss 1.488 1.9374 1.0968 1.0418 1.1118 0.9755
Largest Winning Trade 62628 62628 44544 359105 359105 249867
Largest Losing Trade -24185 -23704 -24185 -444954 -444954 -252099
Avg Bars in Trades 135 148 123 135 148 123
Avg Bars in Winners 158 188 130 158 188 130
Avg Bars in Losers 106 100 112 106 100 112
Bars Traded 17398 9519 7879 17398 9519 7879
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395172 -128689 -244294 335558 -142129 -158860
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759721673051,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 93,
            "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": [
        [
            379636.8224450291,
            273161.7448096006,
            106475.0776354285,
            1332106.1421565968,
            732321.6156880228,
            599784.5264685737
        ],
        [
            379.636822,
            273.161745,
            106.475078,
            1332.106142,
            732.321616,
            599.784526
        ],
        [
            0.253091,
            0.182108,
            0.070983,
            0.177606,
            0.14137,
            0.129791
        ],
        [
            64.929832,
            64.929832,
            64.929832,
            64.929832,
            64.929832,
            64.929832
        ],
        [
            -54095,
            -37650,
            -44730,
            -871448,
            -736653,
            -409455
        ],
        [
            1.913082,
            2.338219,
            1.503068,
            1.339492,
            1.341779,
            1.336741
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            56.25,
            54.6875,
            57.8125,
            56.25,
            54.6875,
            57.8125
        ],
        [
            1.487953,
            1.937381,
            1.096833,
            1.041827,
            1.11176,
            0.97546
        ],
        [
            62628,
            62628,
            44544,
            359105,
            359105,
            249867
        ],
        [
            -24185,
            -23704,
            -24185,
            -444954,
            -444954,
            -252099
        ],
        [
            135,
            148,
            123,
            135,
            148,
            123
        ],
        [
            158,
            188,
            130,
            158,
            188,
            130
        ],
        [
            106,
            100,
            112,
            106,
            100,
            112
        ],
        [
            17398,
            9519,
            7879,
            17398,
            9519,
            7879
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395172,
            -128689,
            -244294,
            335558,
            -142129,
            -158860
        ]
    ]
}
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": 1580500800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759721673051,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 93,
            "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)