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Trade: XMR/USDT/60/HL2/MIDPRICE/4824

Strategy
XMR/USDT/60/HL2/MIDPRICE/4824
Pair
XMR_USDT
Interval
1h
Score
482987
Daily Profit
0.229402
Profit Factor
1.696965
Profitability
71.875000
Streak
601.645752
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105313.9633 51499.0035 53814.9599 160382.2039 55436.2951 104945.9088
Total P&L (%) 105.314 51.499 53.815 160.3822 55.4363 104.9459
Avg Daily Profit (%) 0.2294 0.1122 0.1172 0.2087 0.0961 0.1564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21172 -16067 -21517 -48920 -48920 -30684
Profit Factor 1.697 1.7007 1.6935 1.7003 1.4424 2.0119
Total Trades 416 208 208 416 208 208
Winning Trades 299 152 147 299 152 147
Losing Trades 117 56 61 117 56 61
Profitability (%) 71.875 73.0769 70.6731 71.875 73.0769 70.6731
Ratio Avg Win / Avg Loss 0.664 0.6266 0.7027 0.6653 0.5314 0.8349
Largest Winning Trade 10667 6174 10667 29347 7941 29347
Largest Losing Trade -20249 -16067 -20249 -48920 -48920 -29041
Avg Bars in Trades 25 23 28 25 23 28
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 54 50 57 54 50 57
Bars Traded 10657 4819 5838 10657 4819 5838
Profit Streak 601.6458 0 611.5624 601.6458 0 611.5624
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482987 -40985 -33081 476840 -63289 445309
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669363200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822192950,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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": [
        [
            105313.9633416657,
            51499.0034760753,
            53814.9598655904,
            160382.2039046301,
            55436.2951396541,
            104945.908764976
        ],
        [
            105.313963,
            51.499003,
            53.81496,
            160.382204,
            55.436295,
            104.945909
        ],
        [
            0.229402,
            0.112179,
            0.117223,
            0.208674,
            0.096122,
            0.15643
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21172,
            -16067,
            -21517,
            -48920,
            -48920,
            -30684
        ],
        [
            1.696965,
            1.70066,
            1.693465,
            1.700279,
            1.442368,
            2.011929
        ],
        [
            416,
            208,
            208,
            416,
            208,
            208
        ],
        [
            299,
            152,
            147,
            299,
            152,
            147
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            71.875,
            73.076923,
            70.673077,
            71.875,
            73.076923,
            70.673077
        ],
        [
            0.66403,
            0.626559,
            0.70273,
            0.665327,
            0.531399,
            0.834882
        ],
        [
            10667,
            6174,
            10667,
            29347,
            7941,
            29347
        ],
        [
            -20249,
            -16067,
            -20249,
            -48920,
            -48920,
            -29041
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            54,
            50,
            57,
            54,
            50,
            57
        ],
        [
            10657,
            4819,
            5838,
            10657,
            4819,
            5838
        ],
        [
            601.645752,
            0,
            611.562418,
            601.645752,
            0,
            611.562418
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482987,
            -40985,
            -33081,
            476840,
            -63289,
            445309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669363200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822192950,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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)