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Trade: XMR/USDT/60/OHLC4/MIDPRICE/9028

Strategy
XMR/USDT/60/OHLC4/MIDPRICE/9028
Pair
XMR_USDT
Interval
1h
Score
488346
Daily Profit
0.185284
Profit Factor
1.473690
Profitability
76.244344
Streak
607.883652
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 19:12
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 85060.3657 44123.9244 40936.4412 107299.1895 39417.5806 67881.6089
Total P&L (%) 85.0604 44.1239 40.9364 107.2992 39.4176 67.8816
Avg Daily Profit (%) 0.1853 0.0961 0.0892 0.1589 0.0724 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26354 -25180 -23096 -65602 -62360 -23021
Profit Factor 1.4737 1.4871 1.46 1.4312 1.2787 1.632
Total Trades 442 221 221 442 221 221
Winning Trades 337 170 167 337 170 167
Losing Trades 105 51 54 105 51 54
Profitability (%) 76.2443 76.9231 75.5656 76.2443 76.9231 75.5656
Ratio Avg Win / Avg Loss 0.4592 0.4461 0.4721 0.4459 0.3836 0.5277
Largest Winning Trade 6968 4724 6968 8779 8779 6480
Largest Losing Trade -25180 -25180 -19067 -62360 -62360 -20816
Avg Bars in Trades 24 21 26 24 21 26
Avg Bars in Winners 12 11 13 12 11 13
Avg Bars in Losers 60 54 65 60 54 65
Bars Traded 10694 4837 5857 10694 4837 5857
Profit Streak 607.8837 607.8837 618.6753 607.8837 607.8837 618.6753
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488346 -62109 -71878 470886 -95682 -37301
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760199147560,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            85060.3656631454,
            44123.9244290153,
            40936.4412341302,
            107299.1894666815,
            39417.5805768729,
            67881.6088898086
        ],
        [
            85.060366,
            44.123924,
            40.936441,
            107.299189,
            39.417581,
            67.881609
        ],
        [
            0.185284,
            0.096114,
            0.089171,
            0.15892,
            0.072411,
            0.112917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26354,
            -25180,
            -23096,
            -65602,
            -62360,
            -23021
        ],
        [
            1.47369,
            1.48714,
            1.460001,
            1.431202,
            1.278715,
            1.631977
        ],
        [
            442,
            221,
            221,
            442,
            221,
            221
        ],
        [
            337,
            170,
            167,
            337,
            170,
            167
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            76.244344,
            76.923077,
            75.565611,
            76.244344,
            76.923077,
            75.565611
        ],
        [
            0.459162,
            0.446142,
            0.472096,
            0.445923,
            0.383615,
            0.527705
        ],
        [
            6968,
            4724,
            6968,
            8779,
            8779,
            6480
        ],
        [
            -25180,
            -25180,
            -19067,
            -62360,
            -62360,
            -20816
        ],
        [
            24,
            21,
            26,
            24,
            21,
            26
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            60,
            54,
            65,
            60,
            54,
            65
        ],
        [
            10694,
            4837,
            5857,
            10694,
            4837,
            5857
        ],
        [
            607.883652,
            607.883652,
            618.675319,
            607.883652,
            607.883652,
            618.675319
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488346,
            -62109,
            -71878,
            470886,
            -95682,
            -37301
        ]
    ]
}
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760199147560,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)