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Trade: XMR/USDT/120/JMA/KCU/1618

Strategy
XMR/USDT/120/JMA/KCU/1618
Pair
XMR_USDT
Interval
2h
Score
300443
Daily Profit
0.152575
Profit Factor
1.555465
Profitability
73.684211
Streak
605.724058
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 16:22
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 228861.867 195951.6071 32910.2599 325565.4666 242443.7146 83121.752
Total P&L (%) 228.8619 195.9516 32.9103 325.5655 242.4437 83.1218
Avg Daily Profit (%) 0.1526 0.1306 0.0219 0.0966 0.0821 0.0403
Buy And Hold Return (%) 85.4688 85.4688 85.4688 85.4688 85.4688 85.4688
Max Trade Drawdown -54673 -56629 -46647 -282901 -294211 -157300
Profit Factor 1.5555 1.8644 1.1776 1.2477 1.2955 1.1683
Total Trades 171 85 86 171 85 86
Winning Trades 126 67 59 126 67 59
Losing Trades 45 18 27 45 18 27
Profitability (%) 73.6842 78.8235 68.6047 73.6842 78.8235 68.6047
Ratio Avg Win / Avg Loss 0.5555 0.5009 0.5389 0.4456 0.348 0.5346
Largest Winning Trade 22592 22592 15480 70927 70927 44297
Largest Losing Trade -47398 -47398 -33472 -211047 -211047 -116124
Avg Bars in Trades 102 161 44 102 161 44
Avg Bars in Winners 57 85 26 57 85 26
Avg Bars in Losers 228 444 84 228 444 84
Bars Traded 17535 13711 3824 17535 13711 3824
Profit Streak 605.7241 0 691.6407 605.7241 0 691.6407
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300443 -19117 -352872 -63755 -84524 -338566

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758892958613,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 190,
            "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": [
        [
            228861.8669815151,
            195951.6071290881,
            32910.2598524267,
            325565.4665761386,
            242443.7145562976,
            83121.7520198409
        ],
        [
            228.861867,
            195.951607,
            32.91026,
            325.565467,
            242.443715,
            83.121752
        ],
        [
            0.152575,
            0.130634,
            0.02194,
            0.096597,
            0.082096,
            0.04034
        ],
        [
            85.46875,
            85.46875,
            85.46875,
            85.46875,
            85.46875,
            85.46875
        ],
        [
            -54673,
            -56629,
            -46647,
            -282901,
            -294211,
            -157300
        ],
        [
            1.555465,
            1.864427,
            1.177572,
            1.24769,
            1.295504,
            1.168275
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            126,
            67,
            59,
            126,
            67,
            59
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            73.684211,
            78.823529,
            68.604651,
            73.684211,
            78.823529,
            68.604651
        ],
        [
            0.555523,
            0.500891,
            0.538889,
            0.445604,
            0.348046,
            0.534634
        ],
        [
            22592,
            22592,
            15480,
            70927,
            70927,
            44297
        ],
        [
            -47398,
            -47398,
            -33472,
            -211047,
            -211047,
            -116124
        ],
        [
            102,
            161,
            44,
            102,
            161,
            44
        ],
        [
            57,
            85,
            26,
            57,
            85,
            26
        ],
        [
            228,
            444,
            84,
            228,
            444,
            84
        ],
        [
            17535,
            13711,
            3824,
            17535,
            13711,
            3824
        ],
        [
            605.724058,
            0,
            691.640725,
            605.724058,
            0,
            691.640725
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300443,
            -19117,
            -352872,
            -63755,
            -84524,
            -338566
        ]
    ]
}
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": 1580090400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758892958613,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 190,
            "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)