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Trade: XMR/USDT/60/SSF/MIDPOINT/4109

Strategy
XMR/USDT/60/SSF/MIDPOINT/4109
Pair
XMR_USDT
Interval
1h
Score
453565
Daily Profit
0.239572
Profit Factor
1.782984
Profitability
68.947368
Streak
599.355065
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 06:31
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 109982.5329 53934.785 56047.7478 164126.8354 72346.7864 91780.049
Total P&L (%) 109.9825 53.9348 56.0477 164.1268 72.3468 91.78
Avg Daily Profit (%) 0.2396 0.1175 0.1221 0.2118 0.1186 0.1419
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37652 -18661 -28513 -65767 -33271 -46644
Profit Factor 1.783 1.8492 1.7283 1.8014 1.77 1.8279
Total Trades 190 95 95 190 95 95
Winning Trades 131 66 65 131 66 65
Losing Trades 59 29 30 59 29 30
Profitability (%) 68.9474 69.4737 68.4211 68.9474 69.4737 68.4211
Ratio Avg Win / Avg Loss 0.803 0.8125 0.7977 0.8113 0.7777 0.8437
Largest Winning Trade 28296 5380 28296 54632 11751 54632
Largest Losing Trade -20498 -10013 -20498 -35058 -18671 -35058
Avg Bars in Trades 55 50 59 55 50 59
Avg Bars in Winners 41 41 40 41 41 40
Avg Bars in Losers 86 71 100 86 71 100
Bars Traded 10486 4811 5675 10486 4811 5675
Profit Streak 599.3551 631.0634 599.3551 599.3551 631.0634 599.3551
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453565 -33348 -27896 446292 -30887 -297
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": 1669316400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758943877615,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            109982.5328538399,
            53934.7850158698,
            56047.7478379701,
            164126.8353862453,
            72346.7864019022,
            91780.0489843431
        ],
        [
            109.982533,
            53.934785,
            56.047748,
            164.126835,
            72.346786,
            91.780049
        ],
        [
            0.239572,
            0.117485,
            0.122087,
            0.21179,
            0.118642,
            0.141945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37652,
            -18661,
            -28513,
            -65767,
            -33271,
            -46644
        ],
        [
            1.782984,
            1.849202,
            1.728332,
            1.801359,
            1.769994,
            1.827943
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            68.947368,
            69.473684,
            68.421053,
            68.947368,
            69.473684,
            68.421053
        ],
        [
            0.803023,
            0.812528,
            0.797692,
            0.811299,
            0.777725,
            0.843666
        ],
        [
            28296,
            5380,
            28296,
            54632,
            11751,
            54632
        ],
        [
            -20498,
            -10013,
            -20498,
            -35058,
            -18671,
            -35058
        ],
        [
            55,
            50,
            59,
            55,
            50,
            59
        ],
        [
            41,
            41,
            40,
            41,
            41,
            40
        ],
        [
            86,
            71,
            100,
            86,
            71,
            100
        ],
        [
            10486,
            4811,
            5675,
            10486,
            4811,
            5675
        ],
        [
            599.355065,
            631.063398,
            599.355065,
            599.355065,
            631.063398,
            599.355065
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453565,
            -33348,
            -27896,
            446292,
            -30887,
            -297
        ]
    ]
}
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": 1669316400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758943877615,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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)