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Trade: XMR/USDT/60/BBL/EMA/3936

Strategy
XMR/USDT/60/BBL/EMA/3936
Pair
XMR_USDT
Interval
1h
Score
543541
Daily Profit
0.227160
Profit Factor
1.813653
Profitability
75.375940
Streak
590.303168
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 01:16
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112239.3503 58099.9974 54139.3529 183392.6599 72168.3791 111224.2808
Total P&L (%) 112.2394 58.1 54.1394 183.3927 72.1684 111.2243
Avg Daily Profit (%) 0.2445 0.1266 0.1179 0.2272 0.1184 0.163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25409 -12151 -22063 -38829 -38829 -22731
Profit Factor 1.7317 1.7522 1.711 1.8137 1.5595 2.1537
Total Trades 532 266 266 532 266 266
Winning Trades 401 196 205 401 196 205
Losing Trades 131 70 61 131 70 61
Profitability (%) 75.3759 73.6842 77.0677 75.3759 73.6842 77.0677
Ratio Avg Win / Avg Loss 0.5657 0.6258 0.5091 0.5925 0.557 0.6409
Largest Winning Trade 10234 3833 10234 29667 6817 29667
Largest Losing Trade -17810 -12151 -17810 -38829 -38829 -22415
Avg Bars in Trades 20 20 19 20 20 19
Avg Bars in Winners 9 8 9 9 8 9
Avg Bars in Losers 52 54 51 52 54 51
Bars Traded 10646 5548 5098 10646 5548 5098
Profit Streak 590.3032 0 604.8865 590.3032 0 604.8865
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543180 -20615 -30918 543541 -31496 499120

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669485600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758924993753,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.32787
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "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": [
        [
            112239.3502756994,
            58099.9974129203,
            54139.3528627791,
            183392.6599214902,
            72168.3790734499,
            111224.2808480401
        ],
        [
            112.23935,
            58.099997,
            54.139353,
            183.39266,
            72.168379,
            111.224281
        ],
        [
            0.244488,
            0.126557,
            0.11793,
            0.22716,
            0.118416,
            0.163013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25409,
            -12151,
            -22063,
            -38829,
            -38829,
            -22731
        ],
        [
            1.731717,
            1.752162,
            1.710978,
            1.813653,
            1.559494,
            2.153712
        ],
        [
            532,
            266,
            266,
            532,
            266,
            266
        ],
        [
            401,
            196,
            205,
            401,
            196,
            205
        ],
        [
            131,
            70,
            61,
            131,
            70,
            61
        ],
        [
            75.37594,
            73.684211,
            77.067669,
            75.37594,
            73.684211,
            77.067669
        ],
        [
            0.565723,
            0.625772,
            0.50912,
            0.59249,
            0.556962,
            0.640861
        ],
        [
            10234,
            3833,
            10234,
            29667,
            6817,
            29667
        ],
        [
            -17810,
            -12151,
            -17810,
            -38829,
            -38829,
            -22415
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            52,
            54,
            51,
            52,
            54,
            51
        ],
        [
            10646,
            5548,
            5098,
            10646,
            5548,
            5098
        ],
        [
            590.303168,
            0,
            604.886502,
            590.303168,
            0,
            604.886502
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543180,
            -20615,
            -30918,
            543541,
            -31496,
            499120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669485600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758924993753,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.32787
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "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)