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Trade: XMR/USDT/60/LINREG/HILO/7468

Strategy
XMR/USDT/60/LINREG/HILO/7468
Pair
XMR_USDT
Interval
1h
Score
471431
Daily Profit
0.171483
Profit Factor
1.308763
Profitability
68.584071
Streak
591.975168
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 23:24
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 91003.9756 46908.6633 44095.3123 119585.0225 48396.0895 71188.933
Total P&L (%) 91.004 46.9087 44.0953 119.585 48.3961 71.1889
Avg Daily Profit (%) 0.1982 0.1022 0.0961 0.1715 0.086 0.1172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35344 -17285 -27959 -36482 -29058 -29926
Profit Factor 1.2708 1.2796 1.2621 1.3088 1.2359 1.3908
Total Trades 678 339 339 678 339 339
Winning Trades 465 234 231 465 234 231
Losing Trades 213 105 108 213 105 108
Profitability (%) 68.5841 69.0265 68.1416 68.5841 69.0265 68.1416
Ratio Avg Win / Avg Loss 0.5821 0.5742 0.5901 0.5995 0.5546 0.6502
Largest Winning Trade 11042 5586 11042 19706 10193 19706
Largest Losing Trade -20813 -13704 -20813 -27157 -27157 -19638
Avg Bars in Trades 16 14 17 16 14 17
Avg Bars in Winners 9 8 9 9 8 9
Avg Bars in Losers 31 27 34 31 27 34
Bars Traded 10968 5002 5966 10968 5002 5966
Profit Streak 591.9752 591.9752 595.1002 591.9752 591.9752 595.1002
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471318 -55726 -63946 471431 -77413 -33140
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": 1668837600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759350254498,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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": [
        [
            91003.9755724961,
            46908.6632594925,
            44095.3123130037,
            119585.0225274701,
            48396.0895014234,
            71188.9330260466
        ],
        [
            91.003976,
            46.908663,
            44.095312,
            119.585023,
            48.39609,
            71.188933
        ],
        [
            0.198231,
            0.10218,
            0.096051,
            0.171483,
            0.086016,
            0.117172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35344,
            -17285,
            -27959,
            -36482,
            -29058,
            -29926
        ],
        [
            1.270841,
            1.27964,
            1.262069,
            1.308763,
            1.235927,
            1.390778
        ],
        [
            678,
            339,
            339,
            678,
            339,
            339
        ],
        [
            465,
            234,
            231,
            465,
            234,
            231
        ],
        [
            213,
            105,
            108,
            213,
            105,
            108
        ],
        [
            68.584071,
            69.026549,
            68.141593,
            68.584071,
            69.026549,
            68.141593
        ],
        [
            0.582127,
            0.574198,
            0.590058,
            0.599498,
            0.554582,
            0.650234
        ],
        [
            11042,
            5586,
            11042,
            19706,
            10193,
            19706
        ],
        [
            -20813,
            -13704,
            -20813,
            -27157,
            -27157,
            -19638
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            31,
            27,
            34,
            31,
            27,
            34
        ],
        [
            10968,
            5002,
            5966,
            10968,
            5002,
            5966
        ],
        [
            591.975168,
            591.975168,
            595.100168,
            591.975168,
            591.975168,
            595.100168
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471318,
            -55726,
            -63946,
            471431,
            -77413,
            -33140
        ]
    ]
}
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": 1668837600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759350254498,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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)