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Trade: XMR/USDT/60/HL2/KCL/2415

Strategy
XMR/USDT/60/HL2/KCL/2415
Pair
XMR_USDT
Interval
1h
Score
388826
Daily Profit
0.162713
Profit Factor
1.366265
Profitability
66.493955
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
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 74698.1351 37992.3944 36705.7407 90821.8779 32535.2873 58286.5906
Total P&L (%) 74.6981 37.9924 36.7057 90.8219 32.5353 58.2866
Avg Daily Profit (%) 0.1627 0.0828 0.08 0.1409 0.0614 0.1001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21379 -17550 -22108 -38663 -39904 -30050
Profit Factor 1.3663 1.4601 1.3024 1.3122 1.2521 1.3601
Total Trades 579 289 290 579 289 290
Winning Trades 385 186 199 385 186 199
Losing Trades 194 103 91 194 103 91
Profitability (%) 66.494 64.3599 68.6207 66.494 64.3599 68.6207
Ratio Avg Win / Avg Loss 0.6885 0.8086 0.5956 0.6612 0.6934 0.622
Largest Winning Trade 10451 4603 10451 21589 6709 21589
Largest Losing Trade -20027 -16945 -20027 -38663 -38663 -27692
Avg Bars in Trades 18 11 26 18 11 26
Avg Bars in Winners 9 6 11 9 6 11
Avg Bars in Losers 37 20 57 37 20 57
Bars Traded 10888 3306 7582 10888 3306 7582
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 388826 -82858 -87394 -1835 -113402 -58469
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": 1669132800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822192849,
    "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": 113,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            74698.1350781346,
            37992.3943602597,
            36705.7407178748,
            90821.8778988586,
            32535.287333203,
            58286.5905656555
        ],
        [
            74.698135,
            37.992394,
            36.705741,
            90.821878,
            32.535287,
            58.286591
        ],
        [
            0.162713,
            0.082758,
            0.079955,
            0.140852,
            0.061376,
            0.100084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21379,
            -17550,
            -22108,
            -38663,
            -39904,
            -30050
        ],
        [
            1.366265,
            1.460136,
            1.302409,
            1.312189,
            1.252071,
            1.360132
        ],
        [
            579,
            289,
            290,
            579,
            289,
            290
        ],
        [
            385,
            186,
            199,
            385,
            186,
            199
        ],
        [
            194,
            103,
            91,
            194,
            103,
            91
        ],
        [
            66.493955,
            64.359862,
            68.62069,
            66.493955,
            64.359862,
            68.62069
        ],
        [
            0.688456,
            0.80857,
            0.595574,
            0.661207,
            0.693351,
            0.62197
        ],
        [
            10451,
            4603,
            10451,
            21589,
            6709,
            21589
        ],
        [
            -20027,
            -16945,
            -20027,
            -38663,
            -38663,
            -27692
        ],
        [
            18,
            11,
            26,
            18,
            11,
            26
        ],
        [
            9,
            6,
            11,
            9,
            6,
            11
        ],
        [
            37,
            20,
            57,
            37,
            20,
            57
        ],
        [
            10888,
            3306,
            7582,
            10888,
            3306,
            7582
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388826,
            -82858,
            -87394,
            -1835,
            -113402,
            -58469
        ]
    ]
}
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": 1669132800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822192849,
    "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": 113,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)