← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XMR/USDT/720/HL2/SMA/2696

Strategy
XMR/USDT/720/HL2/SMA/2696
Pair
XMR_USDT
Interval
12h
Score
469278
Daily Profit
0.152257
Profit Factor
2.133015
Profitability
78.225806
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-11 21:44
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274595.2016 216723.7141 57871.4875 -683544.8175 -255828.4488 -427716.3687
Total P&L (%) 274.5952 216.7237 57.8715 -683.5448 -255.8284 -427.7164
Avg Daily Profit (%) 0.1523 0.1202 0.0321 0 0 0
Buy And Hold Return (%) 23.4401 23.4401 23.4401 23.4401 23.4401 23.4401
Max Trade Drawdown -150292 -31532 -156918 -796114 -299115 -504169
Profit Factor 2.133 4.3895 1.3244 0.2892 0.3563 0.242
Total Trades 124 62 62 124 62 62
Winning Trades 97 51 46 41 18 23
Losing Trades 27 11 16 83 44 39
Profitability (%) 78.2258 82.2581 74.1935 33.0645 29.0323 37.0968
Ratio Avg Win / Avg Loss 0.5937 0.9467 0.4606 0.5855 0.8711 0.4103
Largest Winning Trade 55483 55483 16592 25000 18370 25000
Largest Losing Trade -118700 -31532 -118700 -243628 -54867 -243628
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 14 14 15 36 41 32
Avg Bars in Losers 70 78 64 22 19 25
Bars Traded 3333 1605 1728 3333 1605 1728
Profit Streak 0 728.7806 0 619.2806 0 620.2806
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469278 -176476 -305985 -586174 -747001 -739393
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760208241020,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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": [
        [
            274595.2016352332,
            216723.7141397789,
            57871.4874954543,
            -683544.8174613151,
            -255828.4488030182,
            -427716.3686582969
        ],
        [
            274.595202,
            216.723714,
            57.871487,
            -683.544817,
            -255.828449,
            -427.716369
        ],
        [
            0.152257,
            0.120168,
            0.032088,
            0,
            0,
            0
        ],
        [
            23.4401,
            23.4401,
            23.4401,
            23.4401,
            23.4401,
            23.4401
        ],
        [
            -150292,
            -31532,
            -156918,
            -796114,
            -299115,
            -504169
        ],
        [
            2.133015,
            4.389458,
            1.32436,
            0.289239,
            0.356346,
            0.241968
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            97,
            51,
            46,
            41,
            18,
            23
        ],
        [
            27,
            11,
            16,
            83,
            44,
            39
        ],
        [
            78.225806,
            82.258065,
            74.193548,
            33.064516,
            29.032258,
            37.096774
        ],
        [
            0.593726,
            0.946746,
            0.460647,
            0.585533,
            0.871068,
            0.410294
        ],
        [
            55483,
            55483,
            16592,
            25000,
            18370,
            25000
        ],
        [
            -118700,
            -31532,
            -118700,
            -243628,
            -54867,
            -243628
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            14,
            14,
            15,
            36,
            41,
            32
        ],
        [
            70,
            78,
            64,
            22,
            19,
            25
        ],
        [
            3333,
            1605,
            1728,
            3333,
            1605,
            1728
        ],
        [
            0,
            728.780567,
            0,
            619.280567,
            0,
            620.280567
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469278,
            -176476,
            -305985,
            -586174,
            -747001,
            -739393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760208241020,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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)