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Trade: XMR/USDT/60/JMA/KCL/3920

Strategy
XMR/USDT/60/JMA/KCL/3920
Pair
XMR_USDT
Interval
1h
Score
409098
Daily Profit
0.153280
Profit Factor
1.775904
Profitability
58.139535
Streak
626.738485
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 06:43
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 70367.8181 32588.3583 37779.4599 83451.897 40323.1313 43128.7657
Total P&L (%) 70.3678 32.5884 37.7795 83.4519 40.3231 43.1288
Avg Daily Profit (%) 0.1533 0.071 0.0823 0.1323 0.0738 0.0781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27126 -10764 -25113 -35887 -11368 -33911
Profit Factor 1.7759 1.9345 1.6768 1.7747 2.0288 1.6294
Total Trades 86 43 43 86 43 43
Winning Trades 50 22 28 50 22 28
Losing Trades 36 21 15 36 21 15
Profitability (%) 58.1395 51.1628 65.1163 58.1395 51.1628 65.1163
Ratio Avg Win / Avg Loss 1.2787 1.8466 0.8983 1.2778 1.9366 0.8729
Largest Winning Trade 24825 11410 24825 31044 14076 31044
Largest Losing Trade -19461 -6308 -19461 -26561 -7535 -26561
Avg Bars in Trades 119 82 155 119 82 155
Avg Bars in Winners 90 83 95 90 83 95
Avg Bars in Losers 159 82 267 159 82 267
Bars Traded 10257 3559 6698 10257 3559 6698
Profit Streak 626.7385 626.7385 658.0302 626.7385 626.7385 658.0302
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409098 -96970 -82491 -12318 -92319 -87649
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": 1669305600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203805109,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            70367.8181174085,
            32588.3582504625,
            37779.459866946,
            83451.8970171348,
            40323.1313030923,
            43128.7657140425
        ],
        [
            70.367818,
            32.588358,
            37.77946,
            83.451897,
            40.323131,
            43.128766
        ],
        [
            0.15328,
            0.070986,
            0.082294,
            0.132261,
            0.073822,
            0.078138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27126,
            -10764,
            -25113,
            -35887,
            -11368,
            -33911
        ],
        [
            1.775904,
            1.934518,
            1.676814,
            1.774712,
            2.028844,
            1.629367
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            58.139535,
            51.162791,
            65.116279,
            58.139535,
            51.162791,
            65.116279
        ],
        [
            1.278651,
            1.846585,
            0.898293,
            1.277793,
            1.936624,
            0.872875
        ],
        [
            24825,
            11410,
            24825,
            31044,
            14076,
            31044
        ],
        [
            -19461,
            -6308,
            -19461,
            -26561,
            -7535,
            -26561
        ],
        [
            119,
            82,
            155,
            119,
            82,
            155
        ],
        [
            90,
            83,
            95,
            90,
            83,
            95
        ],
        [
            159,
            82,
            267,
            159,
            82,
            267
        ],
        [
            10257,
            3559,
            6698,
            10257,
            3559,
            6698
        ],
        [
            626.738485,
            626.738485,
            658.030152,
            626.738485,
            626.738485,
            658.030152
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409098,
            -96970,
            -82491,
            -12318,
            -92319,
            -87649
        ]
    ]
}
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": 1669305600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203805109,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)