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Trade: XMR/USDT/720/HLC3/JMA/1303

Strategy
XMR/USDT/720/HLC3/JMA/1303
Pair
XMR_USDT
Interval
12h
Score
306432
Daily Profit
0.170817
Profit Factor
1.216109
Profitability
67.260274
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-09 03:27
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 308069.2502 280184.1195 27885.1307 274961.9084 201057.6785 73904.2299
Total P&L (%) 308.0693 280.1841 27.8851 274.9619 201.0577 73.9042
Avg Daily Profit (%) 0.1708 0.1554 0.0155 0.0733 0.0611 0.0307
Buy And Hold Return (%) 120.714 120.714 120.714 120.714 120.714 120.714
Max Trade Drawdown -108188 -72628 -152987 -153361 -119981 -146972
Profit Factor 1.2161 1.4384 1.0355 1.1362 1.2038 1.0715
Total Trades 730 365 365 730 365 365
Winning Trades 491 260 231 491 260 231
Losing Trades 239 105 134 239 105 134
Profitability (%) 67.2603 71.2329 63.2877 67.2603 71.2329 63.2877
Ratio Avg Win / Avg Loss 0.592 0.5809 0.6007 0.553 0.4861 0.6216
Largest Winning Trade 19330 19330 18064 21957 21476 21957
Largest Losing Trade -43895 -43895 -41347 -102255 -102255 -76265
Avg Bars in Trades 4 4 5 4 4 5
Avg Bars in Winners 3 3 3 3 3 3
Avg Bars in Losers 8 7 8 8 7 8
Bars Traded 3586 1663 1923 3586 1663 1923
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306432 220937 -517808 -165780 -118207 -457812
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": 1553126400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759969626925,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "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": [
        [
            308069.2502004743,
            280184.1195239241,
            27885.13067655,
            274961.9084069312,
            201057.6785337751,
            73904.229873156
        ],
        [
            308.06925,
            280.18412,
            27.885131,
            274.961908,
            201.057679,
            73.90423
        ],
        [
            0.170817,
            0.155356,
            0.015462,
            0.07331,
            0.061129,
            0.030686
        ],
        [
            120.71402,
            120.71402,
            120.71402,
            120.71402,
            120.71402,
            120.71402
        ],
        [
            -108188,
            -72628,
            -152987,
            -153361,
            -119981,
            -146972
        ],
        [
            1.216109,
            1.438449,
            1.035455,
            1.13615,
            1.203797,
            1.071544
        ],
        [
            730,
            365,
            365,
            730,
            365,
            365
        ],
        [
            491,
            260,
            231,
            491,
            260,
            231
        ],
        [
            239,
            105,
            134,
            239,
            105,
            134
        ],
        [
            67.260274,
            71.232877,
            63.287671,
            67.260274,
            71.232877,
            63.287671
        ],
        [
            0.591955,
            0.580912,
            0.600654,
            0.553034,
            0.486149,
            0.621588
        ],
        [
            19330,
            19330,
            18064,
            21957,
            21476,
            21957
        ],
        [
            -43895,
            -43895,
            -41347,
            -102255,
            -102255,
            -76265
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            3586,
            1663,
            1923,
            3586,
            1663,
            1923
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306432,
            220937,
            -517808,
            -165780,
            -118207,
            -457812
        ]
    ]
}
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": 1553126400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759969626925,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "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)