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Trade: XMR/USDT/120/HLC3/JMA/3455

Strategy
XMR/USDT/120/HLC3/JMA/3455
Pair
XMR_USDT
Interval
2h
Score
563303
Daily Profit
0.166641
Profit Factor
1.204343
Profitability
75.057737
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-30 12:19
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 374627.0263 279201.8646 95425.1617 1115247.8963 605674.6293 509573.2671
Total P&L (%) 374.627 279.2019 95.4252 1115.2479 605.6746 509.5733
Avg Daily Profit (%) 0.2498 0.1861 0.0636 0.1666 0.1304 0.1206
Buy And Hold Return (%) 82.139 82.139 82.139 82.139 82.139 82.139
Max Trade Drawdown -93922 -55804 -75927 -557539 -371824 -285462
Profit Factor 1.2765 1.4604 1.1275 1.2043 1.2271 1.1826
Total Trades 1299 649 650 1299 649 650
Winning Trades 975 503 472 975 503 472
Losing Trades 324 146 178 324 146 178
Profitability (%) 75.0577 77.5039 72.6154 75.0577 77.5039 72.6154
Ratio Avg Win / Avg Loss 0.4242 0.4239 0.4252 0.4002 0.3562 0.446
Largest Winning Trade 14351 12342 14351 69658 39459 69658
Largest Losing Trade -31098 -31098 -27923 -294226 -294226 -180624
Avg Bars in Trades 13 12 15 13 12 15
Avg Bars in Winners 7 7 8 7 7 8
Avg Bars in Losers 31 28 33 31 28 33
Bars Traded 17797 7921 9876 17797 7921 9876
Profit Streak 0 600.8049 0 0 600.8049 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527689 452582 -298965 563303 -12189 -47018
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579471200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223946788,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "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": [
        [
            374627.0263307575,
            279201.8645927106,
            95425.1617380471,
            1115247.896307772,
            605674.6292510076,
            509573.2670567636
        ],
        [
            374.627026,
            279.201865,
            95.425162,
            1115.247896,
            605.674629,
            509.573267
        ],
        [
            0.249751,
            0.186135,
            0.063617,
            0.166641,
            0.13035,
            0.120579
        ],
        [
            82.139021,
            82.139021,
            82.139021,
            82.139021,
            82.139021,
            82.139021
        ],
        [
            -93922,
            -55804,
            -75927,
            -557539,
            -371824,
            -285462
        ],
        [
            1.276455,
            1.460416,
            1.127455,
            1.204343,
            1.227095,
            1.182598
        ],
        [
            1299,
            649,
            650,
            1299,
            649,
            650
        ],
        [
            975,
            503,
            472,
            975,
            503,
            472
        ],
        [
            324,
            146,
            178,
            324,
            146,
            178
        ],
        [
            75.057737,
            77.503852,
            72.615385,
            75.057737,
            77.503852,
            72.615385
        ],
        [
            0.424176,
            0.423898,
            0.425184,
            0.400212,
            0.356175,
            0.44598
        ],
        [
            14351,
            12342,
            14351,
            69658,
            39459,
            69658
        ],
        [
            -31098,
            -31098,
            -27923,
            -294226,
            -294226,
            -180624
        ],
        [
            13,
            12,
            15,
            13,
            12,
            15
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            31,
            28,
            33,
            31,
            28,
            33
        ],
        [
            17797,
            7921,
            9876,
            17797,
            7921,
            9876
        ],
        [
            0,
            600.804939,
            0,
            0,
            600.80494,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527689,
            452582,
            -298965,
            563303,
            -12189,
            -47018
        ]
    ]
}
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": 1579471200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223946788,
    "expiration_time": 1713060000000,
    "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": 104,
            "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)