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Trade: XMR/USDT/60/MIDPOINT/SMA/8957

Strategy
XMR/USDT/60/MIDPOINT/SMA/8957
Pair
XMR_USDT
Interval
1h
Score
460213
Daily Profit
0.249887
Profit Factor
1.694426
Profitability
58.031088
Streak
593.512782
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 08:18
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 114718.2161 60739.0705 53979.1456 163785.7116 70828.6307 92957.0808
Total P&L (%) 114.7182 60.7391 53.9791 163.7857 70.8286 92.9571
Avg Daily Profit (%) 0.2499 0.1323 0.1176 0.2115 0.1167 0.1433
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32755 -28799 -25560 -107532 -95548 -58962
Profit Factor 1.6944 1.8184 1.5933 1.4725 1.4062 1.5396
Total Trades 193 96 97 193 96 97
Winning Trades 112 58 54 112 58 54
Losing Trades 81 38 43 81 38 43
Profitability (%) 58.0311 60.4167 55.6701 58.0311 60.4167 55.6701
Ratio Avg Win / Avg Loss 1.2254 1.1913 1.2688 1.0649 0.9213 1.226
Largest Winning Trade 9916 9916 9492 27811 27811 25522
Largest Losing Trade -28799 -28799 -21768 -95548 -95548 -50539
Avg Bars in Trades 56 57 54 56 57 54
Avg Bars in Winners 49 55 43 49 55 43
Avg Bars in Losers 65 62 67 65 62 67
Bars Traded 10817 5554 5263 10817 5554 5263
Profit Streak 593.5128 594.3461 593.5128 593.5128 594.3461 593.5128
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460213 -13056 -34590 413796 -36502 14934
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": 1669132800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758950304383,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 113,
            "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": [
        [
            114718.2160560092,
            60739.0704759643,
            53979.1455800449,
            163785.7115768847,
            70828.6307359406,
            92957.0808409441
        ],
        [
            114.718216,
            60.73907,
            53.979146,
            163.785712,
            70.828631,
            92.957081
        ],
        [
            0.249887,
            0.132306,
            0.117581,
            0.211508,
            0.116712,
            0.14328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32755,
            -28799,
            -25560,
            -107532,
            -95548,
            -58962
        ],
        [
            1.694426,
            1.818367,
            1.593316,
            1.472504,
            1.406234,
            1.539573
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            112,
            58,
            54,
            112,
            58,
            54
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            58.031088,
            60.416667,
            55.670103,
            58.031088,
            60.416667,
            55.670103
        ],
        [
            1.225433,
            1.191344,
            1.268752,
            1.064936,
            0.921326,
            1.225957
        ],
        [
            9916,
            9916,
            9492,
            27811,
            27811,
            25522
        ],
        [
            -28799,
            -28799,
            -21768,
            -95548,
            -95548,
            -50539
        ],
        [
            56,
            57,
            54,
            56,
            57,
            54
        ],
        [
            49,
            55,
            43,
            49,
            55,
            43
        ],
        [
            65,
            62,
            67,
            65,
            62,
            67
        ],
        [
            10817,
            5554,
            5263,
            10817,
            5554,
            5263
        ],
        [
            593.512782,
            594.346115,
            593.512782,
            593.512782,
            594.346116,
            593.512782
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460213,
            -13056,
            -34590,
            413796,
            -36502,
            14934
        ]
    ]
}
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": 1669132800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758950304383,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 113,
            "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)