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Trade: XMR/USDT/60/TEMA/MIDPRICE/2021

Strategy
XMR/USDT/60/TEMA/MIDPRICE/2021
Pair
XMR_USDT
Interval
1h
Score
435221
Daily Profit
0.264715
Profit Factor
1.909637
Profitability
69.127517
Streak
596.753723
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 03:05
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 121525.1848 62974.3557 58550.8292 188037.6088 94048.3625 93989.2464
Total P&L (%) 121.5252 62.9744 58.5508 188.0376 94.0484 93.9892
Avg Daily Profit (%) 0.2647 0.1372 0.1275 0.2307 0.1445 0.1444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25523 -12513 -21644 -41966 -18801 -34206
Profit Factor 1.9096 2.0385 1.8026 1.994 2.0633 1.9331
Total Trades 149 74 75 149 74 75
Winning Trades 103 50 53 103 50 53
Losing Trades 46 24 22 46 24 22
Profitability (%) 69.1275 67.5676 70.6667 69.1275 67.5676 70.6667
Ratio Avg Win / Avg Loss 0.8528 0.9785 0.7482 0.8905 0.9904 0.8024
Largest Winning Trade 30818 19075 30818 52449 42468 52449
Largest Losing Trade -20731 -9948 -20731 -32599 -18801 -32599
Avg Bars in Trades 72 64 80 72 64 80
Avg Bars in Winners 52 45 58 52 45 58
Avg Bars in Losers 117 105 131 117 105 131
Bars Traded 10816 4792 6023 10816 4792 6023
Profit Streak 596.7537 602.7121 596.7537 596.7537 602.7121 596.7537
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435221 -70987 -77058 430617 -60691 -53505
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": 1669176000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759277121662,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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": [
        [
            121525.1848388322,
            62974.3556543611,
            58550.8291844711,
            188037.608849359,
            94048.3624878464,
            93989.2463615127
        ],
        [
            121.525185,
            62.974356,
            58.550829,
            188.037609,
            94.048362,
            93.989246
        ],
        [
            0.264715,
            0.137175,
            0.127539,
            0.230709,
            0.14451,
            0.144443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25523,
            -12513,
            -21644,
            -41966,
            -18801,
            -34206
        ],
        [
            1.909637,
            2.03845,
            1.802562,
            1.993978,
            2.063321,
            1.93309
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            69.127517,
            67.567568,
            70.666667,
            69.127517,
            67.567568,
            70.666667
        ],
        [
            0.852847,
            0.978456,
            0.748233,
            0.890515,
            0.990394,
            0.802415
        ],
        [
            30818,
            19075,
            30818,
            52449,
            42468,
            52449
        ],
        [
            -20731,
            -9948,
            -20731,
            -32599,
            -18801,
            -32599
        ],
        [
            72,
            64,
            80,
            72,
            64,
            80
        ],
        [
            52,
            45,
            58,
            52,
            45,
            58
        ],
        [
            117,
            105,
            131,
            117,
            105,
            131
        ],
        [
            10816,
            4792,
            6023,
            10816,
            4792,
            6023
        ],
        [
            596.753723,
            602.712056,
            596.753723,
            596.753723,
            602.712056,
            596.753723
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435221,
            -70987,
            -77058,
            430617,
            -60691,
            -53505
        ]
    ]
}
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": 1669176000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759277121662,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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)