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Trade: XMR/USDT/60/LINREG/SSF/6683

Strategy
XMR/USDT/60/LINREG/SSF/6683
Pair
XMR_USDT
Interval
1h
Score
353731
Daily Profit
0.179004
Profit Factor
1.541122
Profitability
68.789809
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 19:13
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 82177.1027 40490.5435 41686.5592 102982.1859 39166.6889 63815.497
Total P&L (%) 82.1771 40.4905 41.6866 102.9822 39.1667 63.8155
Avg Daily Profit (%) 0.179 0.0882 0.0908 0.1543 0.072 0.1076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23853 -19495 -18590 -48660 -45106 -37322
Profit Factor 1.5411 1.5848 1.5045 1.3738 1.293 1.45
Total Trades 157 78 79 157 78 79
Winning Trades 108 55 53 108 55 53
Losing Trades 49 23 26 49 23 26
Profitability (%) 68.7898 70.5128 67.0886 68.7898 70.5128 67.0886
Ratio Avg Win / Avg Loss 0.6992 0.6628 0.7381 0.6233 0.5407 0.7113
Largest Winning Trade 14629 8309 14629 29493 11237 29493
Largest Losing Trade -18590 -16646 -18590 -38469 -38469 -37322
Avg Bars in Trades 68 66 71 68 66 71
Avg Bars in Winners 43 47 40 43 47 40
Avg Bars in Losers 123 113 133 123 113 133
Bars Traded 10804 5187 5617 10804 5187 5617
Profit Streak 0 604.1763 0 0 604.1763 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353731 -108556 -99368 309335 -132032 -75686
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": 1669266000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940029736,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            82177.1027037206,
            40490.5435171382,
            41686.5591865825,
            102982.1859073401,
            39166.6889126711,
            63815.496994669
        ],
        [
            82.177103,
            40.490544,
            41.686559,
            102.982186,
            39.166689,
            63.815497
        ],
        [
            0.179004,
            0.088199,
            0.090805,
            0.154329,
            0.072018,
            0.107571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23853,
            -19495,
            -18590,
            -48660,
            -45106,
            -37322
        ],
        [
            1.541122,
            1.584846,
            1.504487,
            1.373834,
            1.293004,
            1.450028
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            68.789809,
            70.512821,
            67.088608,
            68.789809,
            70.512821,
            67.088608
        ],
        [
            0.699213,
            0.662754,
            0.73805,
            0.623313,
            0.540711,
            0.711335
        ],
        [
            14629,
            8309,
            14629,
            29493,
            11237,
            29493
        ],
        [
            -18590,
            -16646,
            -18590,
            -38469,
            -38469,
            -37322
        ],
        [
            68,
            66,
            71,
            68,
            66,
            71
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            123,
            113,
            133,
            123,
            113,
            133
        ],
        [
            10804,
            5187,
            5617,
            10804,
            5187,
            5617
        ],
        [
            0,
            604.17627,
            0,
            0,
            604.17627,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353731,
            -108556,
            -99368,
            309335,
            -132032,
            -75686
        ]
    ]
}
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": 1669266000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940029736,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    }
}

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)