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Trade: XMR/USDT/60/ZLMA/KCU/7337

Strategy
XMR/USDT/60/ZLMA/KCU/7337
Pair
XMR_USDT
Interval
1h
Score
468587
Daily Profit
0.199660
Profit Factor
1.868778
Profitability
79.054054
Streak
610.854102
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
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 91659.8805 59120.7264 32539.1541 132227.5917 79364.5573 52863.0344
Total P&L (%) 91.6599 59.1207 32.5392 132.2276 79.3646 52.863
Avg Daily Profit (%) 0.1997 0.1288 0.0709 0.1837 0.1273 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25252 -14362 -19501 -38858 -21614 -28956
Profit Factor 1.8688 2.177 1.5887 1.8969 2.0752 1.7181
Total Trades 148 74 74 148 74 74
Winning Trades 117 58 59 117 58 59
Losing Trades 31 16 15 31 16 15
Profitability (%) 79.0541 78.3784 79.7297 79.0541 78.3784 79.7297
Ratio Avg Win / Avg Loss 0.4951 0.6006 0.4039 0.5026 0.5725 0.4368
Largest Winning Trade 6437 6437 5240 8564 8564 7464
Largest Losing Trade -16548 -9426 -16548 -24590 -15021 -24590
Avg Bars in Trades 70 85 55 70 85 55
Avg Bars in Winners 34 39 29 34 39 29
Avg Bars in Losers 206 249 159 206 249 159
Bars Traded 10420 6296 4124 10420 6296 4124
Profit Streak 610.8541 620.4791 610.8541 610.8541 620.4791 610.8541
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468587 -80767 -161513 465631 -82152 -130669
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": 1669604400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822194428,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            91659.8805009968,
            59120.726448521,
            32539.1540524757,
            132227.5916760237,
            79364.5572974039,
            52863.0343786199
        ],
        [
            91.659881,
            59.120726,
            32.539154,
            132.227592,
            79.364557,
            52.863034
        ],
        [
            0.19966,
            0.128781,
            0.070879,
            0.183698,
            0.127346,
            0.092482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25252,
            -14362,
            -19501,
            -38858,
            -21614,
            -28956
        ],
        [
            1.868778,
            2.177038,
            1.588667,
            1.896912,
            2.075195,
            1.718137
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            79.054054,
            78.378378,
            79.72973,
            79.054054,
            78.378378,
            79.72973
        ],
        [
            0.495146,
            0.600562,
            0.403898,
            0.502601,
            0.572468,
            0.436814
        ],
        [
            6437,
            6437,
            5240,
            8564,
            8564,
            7464
        ],
        [
            -16548,
            -9426,
            -16548,
            -24590,
            -15021,
            -24590
        ],
        [
            70,
            85,
            55,
            70,
            85,
            55
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            206,
            249,
            159,
            206,
            249,
            159
        ],
        [
            10420,
            6296,
            4124,
            10420,
            6296,
            4124
        ],
        [
            610.854102,
            620.479102,
            610.854102,
            610.854102,
            620.479102,
            610.854102
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468587,
            -80767,
            -161513,
            465631,
            -82152,
            -130669
        ]
    ]
}
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": 1669604400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822194428,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)