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Trade: XMR/USDT/60/TEMA/SSF/7047

Strategy
XMR/USDT/60/TEMA/SSF/7047
Pair
XMR_USDT
Interval
1h
Score
426968
Daily Profit
0.165012
Profit Factor
1.931687
Profitability
69.230769
Streak
637.446741
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 16:43
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 75753.917 46130.1368 29623.7802 99351.8385 56568.5647 42783.2737
Total P&L (%) 75.7539 46.1301 29.6238 99.3518 56.5686 42.7833
Avg Daily Profit (%) 0.165 0.1005 0.0645 0.1504 0.0977 0.0776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27049 -15561 -20928 -38838 -20899 -31068
Profit Factor 1.9317 2.4853 1.5895 1.949 2.4228 1.6589
Total Trades 104 52 52 104 52 52
Winning Trades 72 33 39 72 33 39
Losing Trades 32 19 13 32 19 13
Profitability (%) 69.2308 63.4615 75 69.2308 63.4615 75
Ratio Avg Win / Avg Loss 0.8585 1.4309 0.5298 0.8662 1.395 0.553
Largest Winning Trade 9178 7017 9178 14020 7789 14020
Largest Losing Trade -19270 -5009 -19270 -27988 -6986 -27988
Avg Bars in Trades 100 97 103 100 97 103
Avg Bars in Winners 59 49 68 59 49 68
Avg Bars in Losers 192 180 210 192 180 210
Bars Traded 10445 5049 5396 10445 5049 5396
Profit Streak 637.4467 637.4467 669.0301 637.4467 637.4467 669.0301
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426968 -234996 -285909 423671 -238040 -267118
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": 1669413600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103798452,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            75753.9169772262,
            46130.1367733433,
            29623.7802038829,
            99351.8384741321,
            56568.5647469148,
            42783.2737272173
        ],
        [
            75.753917,
            46.130137,
            29.62378,
            99.351838,
            56.568565,
            42.783274
        ],
        [
            0.165012,
            0.100484,
            0.064529,
            0.150392,
            0.097705,
            0.077611
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27049,
            -15561,
            -20928,
            -38838,
            -20899,
            -31068
        ],
        [
            1.931687,
            2.485287,
            1.589524,
            1.948985,
            2.422819,
            1.658867
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            69.230769,
            63.461538,
            75,
            69.230769,
            63.461538,
            75
        ],
        [
            0.858527,
            1.430923,
            0.529841,
            0.866216,
            1.394956,
            0.552956
        ],
        [
            9178,
            7017,
            9178,
            14020,
            7789,
            14020
        ],
        [
            -19270,
            -5009,
            -19270,
            -27988,
            -6986,
            -27988
        ],
        [
            100,
            97,
            103,
            100,
            97,
            103
        ],
        [
            59,
            49,
            68,
            59,
            49,
            68
        ],
        [
            192,
            180,
            210,
            192,
            180,
            210
        ],
        [
            10445,
            5049,
            5396,
            10445,
            5049,
            5396
        ],
        [
            637.446741,
            637.446741,
            669.030075,
            637.446741,
            637.446741,
            669.030075
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426968,
            -234996,
            -285909,
            423671,
            -238040,
            -267118
        ]
    ]
}
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": 1669413600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103798452,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    }
}

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)