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Trade: XMR/USDT/60/ZLMA/SMA/6339

Strategy
XMR/USDT/60/ZLMA/SMA/6339
Pair
XMR_USDT
Interval
1h
Score
454353
Daily Profit
0.182699
Profit Factor
1.423005
Profitability
75.354108
Streak
585.686540
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 18:28
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 83873.268 42327.1881 41546.0799 105331.5026 38393.7634 66937.7392
Total P&L (%) 83.8733 42.3272 41.5461 105.3315 38.3938 66.9377
Avg Daily Profit (%) 0.1827 0.0922 0.0905 0.1568 0.0708 0.1117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29288 -25670 -20498 -72370 -62963 -26909
Profit Factor 1.423 1.4467 1.4013 1.3468 1.2375 1.4712
Total Trades 353 176 177 353 176 177
Winning Trades 266 131 135 266 131 135
Losing Trades 87 45 42 87 45 42
Profitability (%) 75.3541 74.4318 76.2712 75.3541 74.4318 76.2712
Ratio Avg Win / Avg Loss 0.4654 0.497 0.436 0.4405 0.4251 0.4577
Largest Winning Trade 4665 4021 4665 9182 7762 9182
Largest Losing Trade -25670 -25670 -20498 -62963 -62963 -26909
Avg Bars in Trades 30 29 32 30 29 32
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 74 66 83 74 66 83
Bars Traded 10914 5235 5678 10914 5235 5678
Profit Streak 585.6865 585.6865 588.7282 585.6865 585.6865 588.7282
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454353 -68666 -70566 419639 -99100 -40284

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": 1669021200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900517054,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 82,
            "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": [
        [
            83873.267996094,
            42327.1880977534,
            41546.0798983406,
            105331.5025961979,
            38393.7634314042,
            66937.7391647938
        ],
        [
            83.873268,
            42.327188,
            41.54608,
            105.331503,
            38.393763,
            66.937739
        ],
        [
            0.182699,
            0.0922,
            0.090499,
            0.15684,
            0.070804,
            0.111688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29288,
            -25670,
            -20498,
            -72370,
            -62963,
            -26909
        ],
        [
            1.423005,
            1.446737,
            1.401287,
            1.346833,
            1.237541,
            1.471176
        ],
        [
            353,
            176,
            177,
            353,
            176,
            177
        ],
        [
            266,
            131,
            135,
            266,
            131,
            135
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            75.354108,
            74.431818,
            76.271186,
            75.354108,
            74.431818,
            76.271186
        ],
        [
            0.465419,
            0.496971,
            0.435956,
            0.440505,
            0.425109,
            0.457699
        ],
        [
            4665,
            4021,
            4665,
            9182,
            7762,
            9182
        ],
        [
            -25670,
            -25670,
            -20498,
            -62963,
            -62963,
            -26909
        ],
        [
            30,
            29,
            32,
            30,
            29,
            32
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            74,
            66,
            83,
            74,
            66,
            83
        ],
        [
            10914,
            5235,
            5678,
            10914,
            5235,
            5678
        ],
        [
            585.68654,
            585.68654,
            588.728207,
            585.68654,
            585.68654,
            588.728207
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454353,
            -68666,
            -70566,
            419639,
            -99100,
            -40284
        ]
    ]
}
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": 1669021200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900517054,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 82,
            "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)