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Trade: XMR/USDT/60/LINREG/HILO/6584

Strategy
XMR/USDT/60/LINREG/HILO/6584
Pair
XMR_USDT
Interval
1h
Score
507677
Daily Profit
0.211778
Profit Factor
1.410672
Profitability
67.801418
Streak
587.074480
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 04:47
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 108720.0818 54979.7971 53740.2847 164111.8401 63090.2176 101021.6225
Total P&L (%) 108.7201 54.9798 53.7403 164.1118 63.0902 101.0216
Avg Daily Profit (%) 0.2368 0.1198 0.1171 0.2118 0.1066 0.1522
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29353 -17435 -25019 -33339 -33339 -26148
Profit Factor 1.3331 1.3374 1.3288 1.4107 1.2932 1.5477
Total Trades 705 352 353 705 352 353
Winning Trades 478 246 232 478 246 232
Losing Trades 227 106 121 227 106 121
Profitability (%) 67.8014 69.8864 65.7224 67.8014 69.8864 65.7224
Ratio Avg Win / Avg Loss 0.6331 0.5763 0.693 0.6699 0.5572 0.8072
Largest Winning Trade 11042 4038 11042 24191 8264 24191
Largest Losing Trade -20813 -13704 -20813 -33339 -33339 -20658
Avg Bars in Trades 15 13 17 15 13 17
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 30 27 32 30 27 32
Bars Traded 10962 4870 6092 10962 4870 6092
Profit Streak 587.0745 587.0745 590.1995 587.0745 587.0745 590.1995
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498307 -30868 -34974 507677 -48419 409857
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": 1668852000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758937635112,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            108720.0818080962,
            54979.7971370529,
            53740.2846710432,
            164111.8400903015,
            63090.2175967261,
            101021.6224935755
        ],
        [
            108.720082,
            54.979797,
            53.740285,
            164.11184,
            63.090218,
            101.021622
        ],
        [
            0.236822,
            0.119761,
            0.117061,
            0.211778,
            0.106603,
            0.152212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29353,
            -17435,
            -25019,
            -33339,
            -33339,
            -26148
        ],
        [
            1.333059,
            1.337378,
            1.328754,
            1.410672,
            1.293187,
            1.547749
        ],
        [
            705,
            352,
            353,
            705,
            352,
            353
        ],
        [
            478,
            246,
            232,
            478,
            246,
            232
        ],
        [
            227,
            106,
            121,
            227,
            106,
            121
        ],
        [
            67.801418,
            69.886364,
            65.72238,
            67.801418,
            69.886364,
            65.72238
        ],
        [
            0.633064,
            0.576268,
            0.693014,
            0.669922,
            0.557227,
            0.807231
        ],
        [
            11042,
            4038,
            11042,
            24191,
            8264,
            24191
        ],
        [
            -20813,
            -13704,
            -20813,
            -33339,
            -33339,
            -20658
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            30,
            27,
            32,
            30,
            27,
            32
        ],
        [
            10962,
            4870,
            6092,
            10962,
            4870,
            6092
        ],
        [
            587.07448,
            587.07448,
            590.19948,
            587.07448,
            587.07448,
            590.19948
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498307,
            -30868,
            -34974,
            507677,
            -48419,
            409857
        ]
    ]
}
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": 1668852000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758937635112,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)