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Trade: XMR/USDT/60/ZLMA/MIDPRICE/4409

Strategy
XMR/USDT/60/ZLMA/MIDPRICE/4409
Pair
XMR_USDT
Interval
1h
Score
482871
Daily Profit
0.206595
Profit Factor
1.530652
Profitability
77.348066
Streak
601.544899
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 23:04
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 94843.8443 48084.6883 46759.156 133329.2744 45921.1385 87408.1359
Total P&L (%) 94.8438 48.0847 46.7592 133.3293 45.9211 87.4081
Avg Daily Profit (%) 0.2066 0.1047 0.1019 0.1847 0.0824 0.1369
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23729 -25531 -18639 -64792 -69889 -26804
Profit Factor 1.5307 1.5205 1.5415 1.4557 1.2719 1.7066
Total Trades 362 181 181 362 181 181
Winning Trades 280 142 138 280 142 138
Losing Trades 82 39 43 82 39 43
Profitability (%) 77.3481 78.453 76.2431 77.3481 78.453 76.2431
Ratio Avg Win / Avg Loss 0.4483 0.4176 0.4803 0.4263 0.3493 0.5318
Largest Winning Trade 5234 5234 4629 8912 8912 8515
Largest Losing Trade -18239 -15036 -18239 -39829 -39829 -26322
Avg Bars in Trades 29 25 33 29 25 33
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 80 69 89 80 69 89
Bars Traded 10694 4702 5992 10694 4702 5992
Profit Streak 601.5449 602.2532 601.5449 601.5449 602.2532 601.5449
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482871 -50713 -54838 459649 -82279 -6183
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": 1669179600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759694679334,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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": [
        [
            94843.8443004094,
            48084.6882588555,
            46759.1560415537,
            133329.2744452602,
            45921.1385366509,
            87408.1359086095
        ],
        [
            94.843844,
            48.084688,
            46.759156,
            133.329274,
            45.921139,
            87.408136
        ],
        [
            0.206595,
            0.104741,
            0.101854,
            0.184731,
            0.08235,
            0.136915
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23729,
            -25531,
            -18639,
            -64792,
            -69889,
            -26804
        ],
        [
            1.530652,
            1.520514,
            1.541498,
            1.455679,
            1.271885,
            1.706636
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            280,
            142,
            138,
            280,
            142,
            138
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            77.348066,
            78.453039,
            76.243094,
            77.348066,
            78.453039,
            76.243094
        ],
        [
            0.448262,
            0.417606,
            0.480322,
            0.426306,
            0.349321,
            0.531778
        ],
        [
            5234,
            5234,
            4629,
            8912,
            8912,
            8515
        ],
        [
            -18239,
            -15036,
            -18239,
            -39829,
            -39829,
            -26322
        ],
        [
            29,
            25,
            33,
            29,
            25,
            33
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            80,
            69,
            89,
            80,
            69,
            89
        ],
        [
            10694,
            4702,
            5992,
            10694,
            4702,
            5992
        ],
        [
            601.544899,
            602.253233,
            601.544899,
            601.5449,
            602.253233,
            601.5449
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482871,
            -50713,
            -54838,
            459649,
            -82279,
            -6183
        ]
    ]
}
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": 1669179600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759694679334,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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)