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Trade: XMR/USDT/60/HL2/RMA/4531

Strategy
XMR/USDT/60/HL2/RMA/4531
Pair
XMR_USDT
Interval
1h
Score
444777
Daily Profit
0.150628
Profit Factor
1.488167
Profitability
67.446809
Streak
624.532198
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 06:46
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 69150.3611 42820.0737 26330.2874 87205.066 48759.0842 38445.9818
Total P&L (%) 69.1504 42.8201 26.3303 87.2051 48.7591 38.446
Avg Daily Profit (%) 0.1506 0.0933 0.0574 0.1367 0.0865 0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29182 -14436 -20577 -39457 -19702 -26676
Profit Factor 1.4882 1.6906 1.3306 1.5107 1.6267 1.4136
Total Trades 470 235 235 470 235 235
Winning Trades 317 161 156 317 161 156
Losing Trades 153 74 79 153 74 79
Profitability (%) 67.4468 68.5106 66.383 67.4468 68.5106 66.383
Ratio Avg Win / Avg Loss 0.7183 0.777 0.6738 0.7291 0.7477 0.7159
Largest Winning Trade 5000 3948 5000 8915 5506 8915
Largest Losing Trade -16811 -7992 -16811 -22054 -12004 -22054
Avg Bars in Trades 22 20 23 22 20 23
Avg Bars in Winners 10 10 11 10 10 11
Avg Bars in Losers 45 43 47 45 43 47
Bars Traded 10444 4906 5538 10444 4906 5538
Profit Streak 624.5322 625.2822 624.5322 624.5322 625.2822 624.5322
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444777 -65773 -117507 -5218 -74613 -97880
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": 1669240800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759549581915,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 143,
            "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": [
        [
            69150.3611379023,
            42820.0736958709,
            26330.2874420314,
            87205.0660045354,
            48759.0841770933,
            38445.9818274422
        ],
        [
            69.150361,
            42.820074,
            26.330287,
            87.205066,
            48.759084,
            38.445982
        ],
        [
            0.150628,
            0.093274,
            0.057354,
            0.136678,
            0.086549,
            0.070886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29182,
            -14436,
            -20577,
            -39457,
            -19702,
            -26676
        ],
        [
            1.488167,
            1.6906,
            1.330579,
            1.510698,
            1.62666,
            1.413625
        ],
        [
            470,
            235,
            235,
            470,
            235,
            235
        ],
        [
            317,
            161,
            156,
            317,
            161,
            156
        ],
        [
            153,
            74,
            79,
            153,
            74,
            79
        ],
        [
            67.446809,
            68.510638,
            66.382979,
            67.446809,
            68.510638,
            66.382979
        ],
        [
            0.718263,
            0.777046,
            0.673819,
            0.729138,
            0.747657,
            0.715874
        ],
        [
            5000,
            3948,
            5000,
            8915,
            5506,
            8915
        ],
        [
            -16811,
            -7992,
            -16811,
            -22054,
            -12004,
            -22054
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            10444,
            4906,
            5538,
            10444,
            4906,
            5538
        ],
        [
            624.532198,
            625.282198,
            624.532198,
            624.532198,
            625.282198,
            624.532198
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444777,
            -65773,
            -117507,
            -5218,
            -74613,
            -97880
        ]
    ]
}
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": 1669240800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759549581915,
    "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": "rma",
        "factors": {
            "length": 143,
            "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)