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Trade: XMR/USDT/120/MIDPOINT/RMA/7675

Strategy
XMR/USDT/120/MIDPOINT/RMA/7675
Pair
XMR_USDT
Interval
2h
Score
418559
Daily Profit
0.249688
Profit Factor
1.747156
Profitability
53.246753
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-08 18:39
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 374532.0346 286276.0955 88255.9391 1028425.6999 520942.9119 507482.788
Total P&L (%) 374.532 286.2761 88.2559 1028.4257 520.9429 507.4828
Avg Daily Profit (%) 0.2497 0.1909 0.0588 0.1617 0.1218 0.1203
Buy And Hold Return (%) 67.3481 67.3481 67.3481 67.3481 67.3481 67.3481
Max Trade Drawdown -72515 -57064 -74835 -595694 -475334 -342555
Profit Factor 1.7472 2.1179 1.36 1.2728 1.2334 1.3301
Total Trades 154 77 77 154 77 77
Winning Trades 82 41 41 82 41 41
Losing Trades 72 36 36 72 36 36
Profitability (%) 53.2468 53.2468 53.2468 53.2468 53.2468 53.2468
Ratio Avg Win / Avg Loss 1.5341 1.8596 1.1941 1.1176 1.083 1.1679
Largest Winning Trade 64634 64634 59614 310448 310448 228700
Largest Losing Trade -25140 -22726 -25140 -258210 -258210 -225664
Avg Bars in Trades 113 124 101 113 124 101
Avg Bars in Winners 123 147 98 123 147 98
Avg Bars in Losers 101 97 105 101 97 105
Bars Traded 17414 9572 7842 17414 9572 7842
Profit Streak 0 0 654.0692 0 0 654.0692
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418559 -31966 -223681 318819 -71834 -72235
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759937979965,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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": [
        [
            374532.034593165,
            286276.0954957901,
            88255.9390973751,
            1028425.6998718809,
            520942.9118539749,
            507482.7880179061
        ],
        [
            374.532035,
            286.276095,
            88.255939,
            1028.4257,
            520.942912,
            507.482788
        ],
        [
            0.249688,
            0.190851,
            0.058837,
            0.161691,
            0.121812,
            0.120349
        ],
        [
            67.34809,
            67.34809,
            67.34809,
            67.34809,
            67.34809,
            67.34809
        ],
        [
            -72515,
            -57064,
            -74835,
            -595694,
            -475334,
            -342555
        ],
        [
            1.747156,
            2.117851,
            1.359961,
            1.272847,
            1.233387,
            1.330149
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            53.246753,
            53.246753,
            53.246753,
            53.246753,
            53.246753,
            53.246753
        ],
        [
            1.534088,
            1.859577,
            1.194112,
            1.117622,
            1.082974,
            1.167936
        ],
        [
            64634,
            64634,
            59614,
            310448,
            310448,
            228700
        ],
        [
            -25140,
            -22726,
            -25140,
            -258210,
            -258210,
            -225664
        ],
        [
            113,
            124,
            101,
            113,
            124,
            101
        ],
        [
            123,
            147,
            98,
            123,
            147,
            98
        ],
        [
            101,
            97,
            105,
            101,
            97,
            105
        ],
        [
            17414,
            9572,
            7842,
            17414,
            9572,
            7842
        ],
        [
            0,
            0,
            654.069212,
            0,
            0,
            654.069213
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418559,
            -31966,
            -223681,
            318819,
            -71834,
            -72235
        ]
    ]
}
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": 1580464800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759937979965,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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)