← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/120/EMA/KCU/2016

Strategy
XMR/USDT/120/EMA/KCU/2016
Pair
XMR_USDT
Interval
2h
Score
448447
Daily Profit
0.190909
Profit Factor
1.503751
Profitability
84.472050
Streak
616.643156
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-07 06:26
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286363.7516 230639.6857 55724.0658 595900.1614 333671.7061 262228.4553
Total P&L (%) 286.3638 230.6397 55.7241 595.9002 333.6717 262.2285
Avg Daily Profit (%) 0.1909 0.1538 0.0371 0.1294 0.0979 0.0858
Buy And Hold Return (%) 80.0121 80.0121 80.0121 80.0121 80.0121 80.0121
Max Trade Drawdown -61337 -62820 -53460 -299518 -336580 -171279
Profit Factor 1.5038 1.6747 1.2459 1.2877 1.2325 1.4122
Total Trades 483 241 242 483 241 242
Winning Trades 408 215 193 408 215 193
Losing Trades 75 26 49 75 26 49
Profitability (%) 84.4721 89.2116 79.7521 84.4721 89.2116 79.7521
Ratio Avg Win / Avg Loss 0.2764 0.2025 0.3163 0.2367 0.149 0.3585
Largest Winning Trade 20075 20075 9159 63194 63194 40144
Largest Losing Trade -46136 -46136 -33847 -198948 -198948 -120638
Avg Bars in Trades 36 60 12 36 60 12
Avg Bars in Winners 15 24 4 15 24 4
Avg Bars in Losers 151 355 42 151 355 42
Bars Traded 17540 14507 3033 17540 14507 3033
Profit Streak 616.6432 0 681.7265 616.6432 0 681.7265
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448447 366222 -304724 -13641 -60630 -75868
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579665600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759807568698,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            286363.7515636394,
            230639.6857424786,
            55724.0658211602,
            595900.1613882877,
            333671.7060933131,
            262228.455294975
        ],
        [
            286.363752,
            230.639686,
            55.724066,
            595.900161,
            333.671706,
            262.228455
        ],
        [
            0.190909,
            0.15376,
            0.037149,
            0.129419,
            0.097856,
            0.085844
        ],
        [
            80.012132,
            80.012132,
            80.012132,
            80.012132,
            80.012132,
            80.012132
        ],
        [
            -61337,
            -62820,
            -53460,
            -299518,
            -336580,
            -171279
        ],
        [
            1.503751,
            1.674734,
            1.24587,
            1.287652,
            1.232465,
            1.412157
        ],
        [
            483,
            241,
            242,
            483,
            241,
            242
        ],
        [
            408,
            215,
            193,
            408,
            215,
            193
        ],
        [
            75,
            26,
            49,
            75,
            26,
            49
        ],
        [
            84.47205,
            89.211618,
            79.752066,
            84.47205,
            89.211618,
            79.752066
        ],
        [
            0.276425,
            0.202526,
            0.316309,
            0.236701,
            0.149042,
            0.358527
        ],
        [
            20075,
            20075,
            9159,
            63194,
            63194,
            40144
        ],
        [
            -46136,
            -46136,
            -33847,
            -198948,
            -198948,
            -120638
        ],
        [
            36,
            60,
            12,
            36,
            60,
            12
        ],
        [
            15,
            24,
            4,
            15,
            24,
            4
        ],
        [
            151,
            355,
            42,
            151,
            355,
            42
        ],
        [
            17540,
            14507,
            3033,
            17540,
            14507,
            3033
        ],
        [
            616.643156,
            0,
            681.726489,
            616.643156,
            0,
            681.72649
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448447,
            366222,
            -304724,
            -13641,
            -60630,
            -75868
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579665600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759807568698,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)