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Trade: XMR/USDT/240/BBL/DCL/5398

Strategy
XMR/USDT/240/BBL/DCL/5398
Pair
XMR_USDT
Interval
4h
Score
314575
Daily Profit
0.165810
Profit Factor
1.669889
Profitability
48.543689
Streak
609.676509
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-08 03:14
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298844.851 262156.8233 36688.0278 274378.1523 254972.3281 19405.8242
Total P&L (%) 298.8449 262.1568 36.688 274.3782 254.9723 19.4058
Avg Daily Profit (%) 0.1658 0.1455 0.0204 0.0733 0.0703 0.0098
Buy And Hold Return (%) 71.1608 71.1608 71.1608 71.1608 71.1608 71.1608
Max Trade Drawdown -83319 -57910 -45938 -424269 -255338 -191597
Profit Factor 1.6699 2.0099 1.1967 1.2024 1.3229 1.0343
Total Trades 103 51 52 103 51 52
Winning Trades 50 24 26 50 24 26
Losing Trades 53 27 26 53 27 26
Profitability (%) 48.5437 47.0588 50 48.5437 47.0588 50
Ratio Avg Win / Avg Loss 1.7701 2.2611 1.1967 1.2746 1.4883 1.0343
Largest Winning Trade 76493 76493 37363 180975 180975 101563
Largest Losing Trade -50170 -50170 -23166 -162680 -162680 -135377
Avg Bars in Trades 102 156 48 102 156 48
Avg Bars in Winners 108 176 46 108 176 46
Avg Bars in Losers 95 138 51 95 138 51
Bars Traded 10514 7974 2540 10514 7974 2540
Profit Streak 609.6765 0 649.0098 609.6765 0 649.0098
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314575 -178750 -514694 -97683 -282621 -707373
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1555790400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759882450370,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 3.86953
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 221,
            "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": [
        [
            298844.8510488168,
            262156.8232703135,
            36688.0277785032,
            274378.1522813505,
            254972.3280761979,
            19405.8242051528
        ],
        [
            298.844851,
            262.156823,
            36.688028,
            274.378152,
            254.972328,
            19.405824
        ],
        [
            0.16581,
            0.145454,
            0.020356,
            0.073271,
            0.070315,
            0.009841
        ],
        [
            71.160779,
            71.160779,
            71.160779,
            71.160779,
            71.160779,
            71.160779
        ],
        [
            -83319,
            -57910,
            -45938,
            -424269,
            -255338,
            -191597
        ],
        [
            1.669889,
            2.009862,
            1.196703,
            1.202405,
            1.322916,
            1.034286
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            48.543689,
            47.058824,
            50,
            48.543689,
            47.058824,
            50
        ],
        [
            1.770082,
            2.261095,
            1.196703,
            1.27455,
            1.48828,
            1.034286
        ],
        [
            76493,
            76493,
            37363,
            180975,
            180975,
            101563
        ],
        [
            -50170,
            -50170,
            -23166,
            -162680,
            -162680,
            -135377
        ],
        [
            102,
            156,
            48,
            102,
            156,
            48
        ],
        [
            108,
            176,
            46,
            108,
            176,
            46
        ],
        [
            95,
            138,
            51,
            95,
            138,
            51
        ],
        [
            10514,
            7974,
            2540,
            10514,
            7974,
            2540
        ],
        [
            609.676509,
            0,
            649.009842,
            609.676509,
            0,
            649.009842
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314575,
            -178750,
            -514694,
            -97683,
            -282621,
            -707373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1555790400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759882450370,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 3.86953
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 221,
            "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)