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Trade: XMR/USDT/60/SSF/MIDPRICE/5216

Strategy
XMR/USDT/60/SSF/MIDPRICE/5216
Pair
XMR_USDT
Interval
1h
Score
446772
Daily Profit
0.211774
Profit Factor
1.632954
Profitability
76.666667
Streak
598.686276
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 21:28
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 97221.1888 47040.3325 50180.8564 135106.6418 50803.0356 84303.6063
Total P&L (%) 97.2212 47.0403 50.1809 135.1066 50.803 84.3036
Avg Daily Profit (%) 0.2118 0.1025 0.1093 0.1864 0.0895 0.1333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25442 -12428 -23019 -43797 -21412 -37094
Profit Factor 1.633 1.659 1.6104 1.6072 1.4672 1.7409
Total Trades 210 105 105 210 105 105
Winning Trades 161 83 78 161 83 78
Losing Trades 49 22 27 49 22 27
Profitability (%) 76.6667 79.0476 74.2857 76.6667 79.0476 74.2857
Ratio Avg Win / Avg Loss 0.497 0.4397 0.5574 0.4891 0.3889 0.6026
Largest Winning Trade 15431 4531 15431 32812 7464 32812
Largest Losing Trade -21964 -9781 -21964 -34934 -21412 -34934
Avg Bars in Trades 50 43 58 50 43 58
Avg Bars in Winners 30 29 31 30 29 31
Avg Bars in Losers 117 93 135 117 93 135
Bars Traded 10634 4524 6110 10634 4524 6110
Profit Streak 598.6863 0 608.7696 598.6863 0 608.7696
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446772 -54134 -44394 437172 -72277 -10869
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": 1669399200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759602494269,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 17,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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": [
        [
            97221.1888278167,
            47040.3324626154,
            50180.8563652013,
            135106.6418114959,
            50803.0355579834,
            84303.6062535125
        ],
        [
            97.221189,
            47.040332,
            50.180856,
            135.106642,
            50.803036,
            84.303606
        ],
        [
            0.211774,
            0.102467,
            0.109307,
            0.186387,
            0.089524,
            0.133271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25442,
            -12428,
            -23019,
            -43797,
            -21412,
            -37094
        ],
        [
            1.632954,
            1.658982,
            1.610354,
            1.607198,
            1.467245,
            1.740938
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            161,
            83,
            78,
            161,
            83,
            78
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            76.666667,
            79.047619,
            74.285714,
            76.666667,
            79.047619,
            74.285714
        ],
        [
            0.496986,
            0.43973,
            0.55743,
            0.489147,
            0.388908,
            0.602632
        ],
        [
            15431,
            4531,
            15431,
            32812,
            7464,
            32812
        ],
        [
            -21964,
            -9781,
            -21964,
            -34934,
            -21412,
            -34934
        ],
        [
            50,
            43,
            58,
            50,
            43,
            58
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            117,
            93,
            135,
            117,
            93,
            135
        ],
        [
            10634,
            4524,
            6110,
            10634,
            4524,
            6110
        ],
        [
            598.686276,
            0,
            608.76961,
            598.686276,
            0,
            608.76961
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446772,
            -54134,
            -44394,
            437172,
            -72277,
            -10869
        ]
    ]
}
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": 1669399200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759602494269,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 17,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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)