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Trade: XMR/USDT/720/OHLC4/SMA/1389

Strategy
XMR/USDT/720/OHLC4/SMA/1389
Pair
XMR_USDT
Interval
12h
Score
547709
Daily Profit
0.163323
Profit Factor
2.234928
Profitability
83.035714
Streak
734.002619
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-11 03:03
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 294553.7975 222505.8627 72047.9348 -804979.2138 -300585.497 -504393.7168
Total P&L (%) 294.5538 222.5059 72.0479 -804.9792 -300.5855 -504.3937
Avg Daily Profit (%) 0.1633 0.1234 0.0399 0 0 0
Buy And Hold Return (%) 23.4401 23.4401 23.4401 23.4401 23.4401 23.4401
Max Trade Drawdown -150292 -30041 -156918 -851486 -317939 -536018
Profit Factor 2.2349 4.435 1.4147 0.171 0.225 0.1351
Total Trades 112 56 56 112 56 56
Winning Trades 93 47 46 29 14 15
Losing Trades 19 9 10 83 42 41
Profitability (%) 83.0357 83.9286 82.1429 25.8929 25 26.7857
Ratio Avg Win / Avg Loss 0.4566 0.8493 0.3075 0.4894 0.6749 0.3693
Largest Winning Trade 55483 55483 17338 24000 13575 24000
Largest Losing Trade -118700 -30041 -118700 -173905 -44899 -173905
Avg Bars in Trades 29 28 30 29 28 30
Avg Bars in Winners 15 15 15 49 51 48
Avg Bars in Losers 99 96 101 22 20 24
Bars Traded 3331 1602 1729 3331 1602 1729
Profit Streak 734.0026 734.0026 787.0026 0 0 0
Trades During Streak 7 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 547709 -197880 -318081 -606082 -790648 -783055
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": 1760141026269,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "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": [
        [
            294553.7975106399,
            222505.862710234,
            72047.9348004058,
            -804979.2138000866,
            -300585.4969598476,
            -504393.716840239
        ],
        [
            294.553798,
            222.505863,
            72.047935,
            -804.979214,
            -300.585497,
            -504.393717
        ],
        [
            0.163323,
            0.123374,
            0.039949,
            0,
            0,
            0
        ],
        [
            23.4401,
            23.4401,
            23.4401,
            23.4401,
            23.4401,
            23.4401
        ],
        [
            -150292,
            -30041,
            -156918,
            -851486,
            -317939,
            -536018
        ],
        [
            2.234928,
            4.434989,
            1.414682,
            0.171007,
            0.224962,
            0.135126
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            93,
            47,
            46,
            29,
            14,
            15
        ],
        [
            19,
            9,
            10,
            83,
            42,
            41
        ],
        [
            83.035714,
            83.928571,
            82.142857,
            25.892857,
            25,
            26.785714
        ],
        [
            0.456598,
            0.849253,
            0.30754,
            0.489433,
            0.674886,
            0.369344
        ],
        [
            55483,
            55483,
            17338,
            24000,
            13575,
            24000
        ],
        [
            -118700,
            -30041,
            -118700,
            -173905,
            -44899,
            -173905
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            15,
            15,
            15,
            49,
            51,
            48
        ],
        [
            99,
            96,
            101,
            22,
            20,
            24
        ],
        [
            3331,
            1602,
            1729,
            3331,
            1602,
            1729
        ],
        [
            734.002619,
            734.002619,
            787.002619,
            0,
            0,
            0
        ],
        [
            7,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            547709,
            -197880,
            -318081,
            -606082,
            -790648,
            -783055
        ]
    ]
}
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": 1760141026269,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "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)