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Trade: XMR/USDT/120/HLC3/KCU/2525

Strategy
XMR/USDT/120/HLC3/KCU/2525
Pair
XMR_USDT
Interval
2h
Score
343517
Daily Profit
0.198678
Profit Factor
1.538956
Profitability
66.565350
Streak
625.868042
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-29 05:49
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 298017.1513 253846.6254 44170.5258 527966.8141 330375.7253 197591.0888
Total P&L (%) 298.0172 253.8466 44.1705 527.9668 330.3757 197.5911
Avg Daily Profit (%) 0.1987 0.1692 0.0294 0.1226 0.0973 0.0727
Buy And Hold Return (%) 101.9051 101.9051 101.9051 101.9051 101.9051 101.9051
Max Trade Drawdown -95743 -88129 -20678 -1390593 -1349623 -154339
Profit Factor 1.539 1.5432 1.5157 1.1281 1.0908 1.4101
Total Trades 329 164 165 329 164 165
Winning Trades 219 120 99 219 120 99
Losing Trades 110 44 66 110 44 66
Profitability (%) 66.5654 73.1707 60 66.5654 73.1707 60
Ratio Avg Win / Avg Loss 0.773 0.5658 1.0105 0.5667 0.4 0.9401
Largest Winning Trade 45009 45009 6032 560063 560063 57484
Largest Losing Trade -54931 -54931 -7670 -722020 -722020 -57590
Avg Bars in Trades 53 105 2 53 105 2
Avg Bars in Winners 35 63 2 35 63 2
Avg Bars in Losers 89 219 3 89 219 3
Bars Traded 17666 17220 446 17666 17220 446
Profit Streak 625.868 625.868 700.0347 625.868 625.868 700.0347
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343517 284806 -314689 -106181 -183946 -100808
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578852000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759114198880,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            298017.1512592688,
            253846.6254239977,
            44170.5258352708,
            527966.8141074354,
            330375.7253386491,
            197591.0887687859
        ],
        [
            298.017151,
            253.846625,
            44.170526,
            527.966814,
            330.375725,
            197.591089
        ],
        [
            0.198678,
            0.169231,
            0.029447,
            0.122563,
            0.097347,
            0.07273
        ],
        [
            101.905086,
            101.905086,
            101.905086,
            101.905086,
            101.905086,
            101.905086
        ],
        [
            -95743,
            -88129,
            -20678,
            -1390593,
            -1349623,
            -154339
        ],
        [
            1.538956,
            1.543212,
            1.515732,
            1.128149,
            1.090808,
            1.410142
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            219,
            120,
            99,
            219,
            120,
            99
        ],
        [
            110,
            44,
            66,
            110,
            44,
            66
        ],
        [
            66.56535,
            73.170732,
            60,
            66.56535,
            73.170732,
            60
        ],
        [
            0.772991,
            0.565844,
            1.010488,
            0.56665,
            0.399963,
            0.940095
        ],
        [
            45009,
            45009,
            6032,
            560063,
            560063,
            57484
        ],
        [
            -54931,
            -54931,
            -7670,
            -722020,
            -722020,
            -57590
        ],
        [
            53,
            105,
            2,
            53,
            105,
            2
        ],
        [
            35,
            63,
            2,
            35,
            63,
            2
        ],
        [
            89,
            219,
            3,
            89,
            219,
            3
        ],
        [
            17666,
            17220,
            446,
            17666,
            17220,
            446
        ],
        [
            625.868042,
            625.868042,
            700.034709,
            625.868043,
            625.868043,
            700.034709
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343517,
            284806,
            -314689,
            -106181,
            -183946,
            -100808
        ]
    ]
}
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": 1578852000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759114198880,
    "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": "kcu",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)