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Trade: XMR/USDT/60/LINREG/ALMA/6098

Strategy
XMR/USDT/60/LINREG/ALMA/6098
Pair
XMR_USDT
Interval
1h
Score
482076
Daily Profit
0.188807
Profit Factor
1.597871
Profitability
79.824561
Streak
590.744432
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 09:51
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 86677.6356 43136.1322 43541.5034 110609.3688 37064.9108 73544.458
Total P&L (%) 86.6776 43.1361 43.5415 110.6094 37.0649 73.5445
Avg Daily Profit (%) 0.1888 0.094 0.0948 0.1624 0.0687 0.1202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26237 -25135 -18622 -64081 -68112 -32731
Profit Factor 1.5979 1.5583 1.6431 1.4123 1.2337 1.6706
Total Trades 228 114 114 228 114 114
Winning Trades 182 89 93 182 89 93
Losing Trades 46 25 21 46 25 21
Profitability (%) 79.8246 78.0702 81.5789 79.8246 78.0702 81.5789
Ratio Avg Win / Avg Loss 0.4039 0.4377 0.371 0.357 0.3466 0.3772
Largest Winning Trade 7428 7428 6477 8460 8460 7074
Largest Losing Trade -24149 -24149 -18622 -63879 -63879 -32731
Avg Bars in Trades 46 45 48 46 45 48
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 137 126 150 137 126 150
Bars Traded 10688 5208 5480 10688 5208 5480
Profit Streak 590.7444 590.7444 600.4944 590.7444 590.7444 600.4944
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482076 -65987 -63265 433123 -102191 -27562

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": 1669233600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758869518932,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "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": [
        [
            86677.6355695749,
            43136.13217712,
            43541.5033924549,
            110609.3688096445,
            37064.9108014904,
            73544.4580081543
        ],
        [
            86.677636,
            43.136132,
            43.541503,
            110.609369,
            37.064911,
            73.544458
        ],
        [
            0.188807,
            0.093962,
            0.094845,
            0.162377,
            0.068701,
            0.120152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26237,
            -25135,
            -18622,
            -64081,
            -68112,
            -32731
        ],
        [
            1.597871,
            1.558255,
            1.643082,
            1.412326,
            1.23373,
            1.670555
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            182,
            89,
            93,
            182,
            89,
            93
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            79.824561,
            78.070175,
            81.578947,
            79.824561,
            78.070175,
            81.578947
        ],
        [
            0.403858,
            0.437712,
            0.371018,
            0.356961,
            0.346553,
            0.377222
        ],
        [
            7428,
            7428,
            6477,
            8460,
            8460,
            7074
        ],
        [
            -24149,
            -24149,
            -18622,
            -63879,
            -63879,
            -32731
        ],
        [
            46,
            45,
            48,
            46,
            45,
            48
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            137,
            126,
            150,
            137,
            126,
            150
        ],
        [
            10688,
            5208,
            5480,
            10688,
            5208,
            5480
        ],
        [
            590.744432,
            590.744432,
            600.494432,
            590.744432,
            590.744432,
            600.494432
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482076,
            -65987,
            -63265,
            433123,
            -102191,
            -27562
        ]
    ]
}
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": 1669233600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758869518932,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "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)