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Trade: XMR/USDT/60/ZLMA/BBM/6964

Strategy
XMR/USDT/60/ZLMA/BBM/6964
Pair
XMR_USDT
Interval
1h
Score
379897
Daily Profit
0.157487
Profit Factor
1.298063
Profitability
55.137845
Streak
601.826615
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:50
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 72299.057 37923.0003 34376.0567 81661.8015 30500.3724 51161.4291
Total P&L (%) 72.2991 37.923 34.3761 81.6618 30.5004 51.1614
Avg Daily Profit (%) 0.1575 0.0826 0.0749 0.1301 0.058 0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23276 -22013 -19765 -52233 -49160 -34199
Profit Factor 1.2981 1.3206 1.2766 1.2072 1.1521 1.2642
Total Trades 399 199 200 399 199 200
Winning Trades 220 114 106 220 114 106
Losing Trades 179 85 94 179 85 94
Profitability (%) 55.1378 57.2864 53 55.1378 57.2864 53
Ratio Avg Win / Avg Loss 1.0562 0.9847 1.1321 0.9822 0.859 1.121
Largest Winning Trade 11042 8571 11042 21591 8723 21591
Largest Losing Trade -19241 -19241 -19197 -41778 -41778 -33295
Avg Bars in Trades 27 25 28 27 25 28
Avg Bars in Winners 22 19 26 22 19 26
Avg Bars in Losers 32 34 30 32 34 30
Bars Traded 10849 5167 5682 10849 5167 5682
Profit Streak 601.8266 602.3266 601.8266 601.8266 602.3266 601.8266
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379897 -84625 -94770 -18237 -171480 -73164
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": 1668949200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759823419536,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 4.58456
        }
    }
}
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": [
        [
            72299.0570054459,
            37923.0002810579,
            34376.0567243879,
            81661.8014866522,
            30500.3724080015,
            51161.4290786511
        ],
        [
            72.299057,
            37.923,
            34.376057,
            81.661801,
            30.500372,
            51.161429
        ],
        [
            0.157487,
            0.082607,
            0.07488,
            0.130122,
            0.058004,
            0.090042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23276,
            -22013,
            -19765,
            -52233,
            -49160,
            -34199
        ],
        [
            1.298063,
            1.320596,
            1.276614,
            1.207179,
            1.152132,
            1.264162
        ],
        [
            399,
            199,
            200,
            399,
            199,
            200
        ],
        [
            220,
            114,
            106,
            220,
            114,
            106
        ],
        [
            179,
            85,
            94,
            179,
            85,
            94
        ],
        [
            55.137845,
            57.286432,
            53,
            55.137845,
            57.286432,
            53
        ],
        [
            1.056151,
            0.984655,
            1.132092,
            0.982205,
            0.859046,
            1.121049
        ],
        [
            11042,
            8571,
            11042,
            21591,
            8723,
            21591
        ],
        [
            -19241,
            -19241,
            -19197,
            -41778,
            -41778,
            -33295
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            22,
            19,
            26,
            22,
            19,
            26
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            10849,
            5167,
            5682,
            10849,
            5167,
            5682
        ],
        [
            601.826615,
            602.326615,
            601.826615,
            601.826615,
            602.326615,
            601.826615
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379897,
            -84625,
            -94770,
            -18237,
            -171480,
            -73164
        ]
    ]
}
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": 1668949200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759823419536,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 4.58456
        }
    }
}

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)