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Trade: XMR/USDT/120/ZLMA/JMA/3541

Strategy
XMR/USDT/120/ZLMA/JMA/3541
Pair
XMR_USDT
Interval
2h
Score
413025
Daily Profit
0.204788
Profit Factor
1.306982
Profitability
74.535316
Streak
596.518967
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-28 19:27
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 307181.9073 236479.4488 70702.4585 400601.4533 196484.0206 204117.4327
Total P&L (%) 307.1819 236.4794 70.7025 400.6015 196.484 204.1174
Avg Daily Profit (%) 0.2048 0.1577 0.0471 0.1074 0.0725 0.0742
Buy And Hold Return (%) 80.6147 80.6147 80.6147 80.6147 80.6147 80.6147
Max Trade Drawdown -118656 -64547 -99390 -286199 -178954 -141629
Profit Factor 1.307 1.5321 1.1271 1.1701 1.1631 1.1774
Total Trades 538 269 269 538 269 269
Winning Trades 401 211 190 401 211 190
Losing Trades 137 58 79 137 58 79
Profitability (%) 74.5353 78.4387 70.632 74.5353 78.4387 70.632
Ratio Avg Win / Avg Loss 0.4465 0.4212 0.4686 0.3998 0.3197 0.4896
Largest Winning Trade 21890 21433 21890 34243 26413 34243
Largest Losing Trade -41192 -41192 -36796 -159088 -159088 -75808
Avg Bars in Trades 32 29 36 32 29 36
Avg Bars in Winners 18 17 20 18 17 20
Avg Bars in Losers 73 72 74 73 72 74
Bars Traded 17623 7864 9759 17623 7864 9759
Profit Streak 596.519 596.519 606.769 596.519 596.519 606.769
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413025 335661 -373257 -78243 -137475 -119603
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759076838767,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 205,
            "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": [
        [
            307181.9073426586,
            236479.4488302427,
            70702.4585124156,
            400601.4533253377,
            196484.0206030543,
            204117.4327222838
        ],
        [
            307.181907,
            236.479449,
            70.702459,
            400.601453,
            196.484021,
            204.117433
        ],
        [
            0.204788,
            0.157653,
            0.047135,
            0.107434,
            0.072481,
            0.074177
        ],
        [
            80.614729,
            80.614729,
            80.614729,
            80.614729,
            80.614729,
            80.614729
        ],
        [
            -118656,
            -64547,
            -99390,
            -286199,
            -178954,
            -141629
        ],
        [
            1.306982,
            1.532136,
            1.127104,
            1.170118,
            1.163143,
            1.17742
        ],
        [
            538,
            269,
            269,
            538,
            269,
            269
        ],
        [
            401,
            211,
            190,
            401,
            211,
            190
        ],
        [
            137,
            58,
            79,
            137,
            58,
            79
        ],
        [
            74.535316,
            78.438662,
            70.63197,
            74.535316,
            78.438662,
            70.63197
        ],
        [
            0.446525,
            0.421156,
            0.468638,
            0.399766,
            0.319726,
            0.489559
        ],
        [
            21890,
            21433,
            21890,
            34243,
            26413,
            34243
        ],
        [
            -41192,
            -41192,
            -36796,
            -159088,
            -159088,
            -75808
        ],
        [
            32,
            29,
            36,
            32,
            29,
            36
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            73,
            72,
            74,
            73,
            72,
            74
        ],
        [
            17623,
            7864,
            9759,
            17623,
            7864,
            9759
        ],
        [
            596.518967,
            596.518967,
            606.768967,
            596.518967,
            596.518967,
            606.768967
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413025,
            335661,
            -373257,
            -78243,
            -137475,
            -119603
        ]
    ]
}
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": 1580198400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759076838767,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 205,
            "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)