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Trade: XMR/USDT/60/HL2/KCL/2226

Strategy
XMR/USDT/60/HL2/KCL/2226
Pair
XMR_USDT
Interval
1h
Score
415094
Daily Profit
0.160490
Profit Factor
1.545542
Profitability
71.105528
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 16:43
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 73677.7142 30811.589 42866.1252 93757.0159 29831.3771 63925.6388
Total P&L (%) 73.6777 30.8116 42.8661 93.757 29.8314 63.9256
Avg Daily Profit (%) 0.1605 0.0671 0.0934 0.1442 0.0569 0.1077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18886 -13839 -18937 -27927 -27927 -26505
Profit Factor 1.5455 1.537 1.5519 1.5028 1.3415 1.6449
Total Trades 398 199 199 398 199 199
Winning Trades 283 138 145 283 138 145
Losing Trades 115 61 54 115 61 54
Profitability (%) 71.1055 69.3467 72.8643 71.1055 69.3467 72.8643
Ratio Avg Win / Avg Loss 0.628 0.6794 0.5779 0.6107 0.593 0.6126
Largest Winning Trade 6292 4603 6292 8138 5272 8138
Largest Losing Trade -18886 -13839 -18886 -27927 -27927 -26433
Avg Bars in Trades 25 12 39 25 12 39
Avg Bars in Winners 13 6 21 13 6 21
Avg Bars in Losers 56 27 88 56 27 88
Bars Traded 10321 2482 7839 10321 2482 7839
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415094 -103707 -67633 123190 -118910 -46566
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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103787262,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "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": [
        [
            73677.7142083205,
            30811.5889624077,
            42866.1252459126,
            93757.0158804212,
            29831.3771133281,
            63925.6387670929
        ],
        [
            73.677714,
            30.811589,
            42.866125,
            93.757016,
            29.831377,
            63.925639
        ],
        [
            0.16049,
            0.067116,
            0.093374,
            0.144182,
            0.056883,
            0.107717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18886,
            -13839,
            -18937,
            -27927,
            -27927,
            -26505
        ],
        [
            1.545542,
            1.536969,
            1.551876,
            1.50276,
            1.341493,
            1.644874
        ],
        [
            398,
            199,
            199,
            398,
            199,
            199
        ],
        [
            283,
            138,
            145,
            283,
            138,
            145
        ],
        [
            115,
            61,
            54,
            115,
            61,
            54
        ],
        [
            71.105528,
            69.346734,
            72.864322,
            71.105528,
            69.346734,
            72.864322
        ],
        [
            0.628047,
            0.679385,
            0.57794,
            0.610662,
            0.592979,
            0.612574
        ],
        [
            6292,
            4603,
            6292,
            8138,
            5272,
            8138
        ],
        [
            -18886,
            -13839,
            -18886,
            -27927,
            -27927,
            -26433
        ],
        [
            25,
            12,
            39,
            25,
            12,
            39
        ],
        [
            13,
            6,
            21,
            13,
            6,
            21
        ],
        [
            56,
            27,
            88,
            56,
            27,
            88
        ],
        [
            10321,
            2482,
            7839,
            10321,
            2482,
            7839
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415094,
            -103707,
            -67633,
            123190,
            -118910,
            -46566
        ]
    ]
}
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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103787262,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "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)