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Trade: XMR/USDT/120/TEMA/JMA/9918

Strategy
XMR/USDT/120/TEMA/JMA/9918
Pair
XMR_USDT
Interval
2h
Score
364560
Daily Profit
0.149719
Profit Factor
1.303625
Profitability
78.342246
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-27 06:15
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 269838.0838 224579.1685 45258.9152 321154.6772 278610.3944 42544.2827
Total P&L (%) 269.8381 224.5792 45.2589 321.1547 278.6104 42.5443
Avg Daily Profit (%) 0.1799 0.1497 0.0302 0.0959 0.0888 0.0236
Buy And Hold Return (%) 68.2256 68.2256 68.2256 68.2256 68.2256 68.2256
Max Trade Drawdown -88500 -62044 -89014 -228727 -170776 -220545
Profit Factor 1.1708 1.3036 1.0539 1.096 1.1703 1.0249
Total Trades 1496 748 748 1496 748 748
Winning Trades 1140 586 554 1140 586 554
Losing Trades 356 162 194 356 162 194
Profitability (%) 76.2032 78.3422 74.0642 76.2032 78.3422 74.0642
Ratio Avg Win / Avg Loss 0.3656 0.3604 0.369 0.3422 0.3235 0.3589
Largest Winning Trade 13185 12342 13185 35937 35937 23822
Largest Losing Trade -36414 -36414 -23027 -102342 -102342 -51012
Avg Bars in Trades 11 10 13 11 10 13
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 29 27 31 29 27 31
Bars Traded 17900 8113 9787 17900 8113 9787
Profit Streak 586.3859 0 588.8859 586.3859 0 588.8859
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17715 364560 -473153 -171789 -103688 -513789
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579276800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758942942106,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            269838.0837656994,
            224579.1685159847,
            45258.9152497145,
            321154.6771814314,
            278610.3944342785,
            42544.2827471536
        ],
        [
            269.838084,
            224.579169,
            45.258915,
            321.154677,
            278.610394,
            42.544283
        ],
        [
            0.179892,
            0.149719,
            0.030173,
            0.095901,
            0.088795,
            0.023635
        ],
        [
            68.225624,
            68.225624,
            68.225624,
            68.225624,
            68.225624,
            68.225624
        ],
        [
            -88500,
            -62044,
            -89014,
            -228727,
            -170776,
            -220545
        ],
        [
            1.170824,
            1.303625,
            1.053882,
            1.095956,
            1.170315,
            1.024865
        ],
        [
            1496,
            748,
            748,
            1496,
            748,
            748
        ],
        [
            1140,
            586,
            554,
            1140,
            586,
            554
        ],
        [
            356,
            162,
            194,
            356,
            162,
            194
        ],
        [
            76.203209,
            78.342246,
            74.064171,
            76.203209,
            78.342246,
            74.064171
        ],
        [
            0.365626,
            0.360388,
            0.369049,
            0.342246,
            0.323534,
            0.358888
        ],
        [
            13185,
            12342,
            13185,
            35937,
            35937,
            23822
        ],
        [
            -36414,
            -36414,
            -23027,
            -102342,
            -102342,
            -51012
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            17900,
            8113,
            9787,
            17900,
            8113,
            9787
        ],
        [
            586.385904,
            0,
            588.885904,
            586.385904,
            0,
            588.885904
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17715,
            364560,
            -473153,
            -171789,
            -103688,
            -513789
        ]
    ]
}
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": 1579276800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758942942106,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)