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Trade: XMR/USDT/60/HLC3/SSF/5693

Strategy
XMR/USDT/60/HLC3/SSF/5693
Pair
XMR_USDT
Interval
1h
Score
466955
Daily Profit
0.177831
Profit Factor
1.428773
Profitability
78.937008
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 06:37
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 81638.8817 43380.1264 38258.7553 98688.3104 35262.9931 63425.3173
Total P&L (%) 81.6389 43.3801 38.2588 98.6883 35.263 63.4253
Avg Daily Profit (%) 0.1778 0.0945 0.0833 0.1497 0.0658 0.1071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28941 -27665 -20498 -79465 -78153 -34905
Profit Factor 1.4288 1.4533 1.404 1.2863 1.1848 1.4119
Total Trades 508 254 254 508 254 254
Winning Trades 401 202 199 401 202 199
Losing Trades 107 52 55 107 52 55
Profitability (%) 78.937 79.5276 78.3465 78.937 79.5276 78.3465
Ratio Avg Win / Avg Loss 0.3812 0.3741 0.388 0.3432 0.305 0.3902
Largest Winning Trade 6292 4814 6292 7393 7393 7133
Largest Losing Trade -27357 -27357 -20498 -76097 -76097 -34905
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 59 57 62 59 57 62
Bars Traded 10931 5261 5670 10931 5261 5670
Profit Streak 0 595.9846 0 0 595.9846 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466955 -64406 -81052 410958 -121870 -47448
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203466982,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            81638.8816974129,
            43380.1263697741,
            38258.7553276389,
            98688.31039067,
            35262.9931018969,
            63425.3172887733
        ],
        [
            81.638882,
            43.380126,
            38.258755,
            98.68831,
            35.262993,
            63.425317
        ],
        [
            0.177831,
            0.094494,
            0.083338,
            0.149665,
            0.065816,
            0.107051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28941,
            -27665,
            -20498,
            -79465,
            -78153,
            -34905
        ],
        [
            1.428773,
            1.453328,
            1.403962,
            1.286253,
            1.184837,
            1.411906
        ],
        [
            508,
            254,
            254,
            508,
            254,
            254
        ],
        [
            401,
            202,
            199,
            401,
            202,
            199
        ],
        [
            107,
            52,
            55,
            107,
            52,
            55
        ],
        [
            78.937008,
            79.527559,
            78.346457,
            78.937008,
            79.527559,
            78.346457
        ],
        [
            0.381244,
            0.374124,
            0.38803,
            0.343215,
            0.305008,
            0.390225
        ],
        [
            6292,
            4814,
            6292,
            7393,
            7393,
            7133
        ],
        [
            -27357,
            -27357,
            -20498,
            -76097,
            -76097,
            -34905
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            59,
            57,
            62,
            59,
            57,
            62
        ],
        [
            10931,
            5261,
            5670,
            10931,
            5261,
            5670
        ],
        [
            0,
            595.984571,
            0,
            0,
            595.984572,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466955,
            -64406,
            -81052,
            410958,
            -121870,
            -47448
        ]
    ]
}
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203466982,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    }
}

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)