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Trade: XMR/USDT/60/HLC3/MIDPRICE/9682

Strategy
XMR/USDT/60/HLC3/MIDPRICE/9682
Pair
XMR_USDT
Interval
1h
Score
504945
Daily Profit
0.203845
Profit Factor
1.451188
Profitability
76.302521
Streak
596.589169
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 00:08
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 93581.2543 49388.1881 44193.0662 124254.7597 44906.3811 79348.3787
Total P&L (%) 93.5813 49.3882 44.1931 124.2548 44.9064 79.3484
Avg Daily Profit (%) 0.2038 0.1076 0.0963 0.1761 0.0808 0.1273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28619 -28619 -22651 -79855 -79855 -33252
Profit Factor 1.4512 1.4606 1.4411 1.3532 1.2238 1.525
Total Trades 595 297 298 595 297 298
Winning Trades 454 233 221 454 233 221
Losing Trades 141 64 77 141 64 77
Profitability (%) 76.3025 78.4512 74.1611 76.3025 78.4512 74.1611
Ratio Avg Win / Avg Loss 0.4507 0.4012 0.5021 0.4203 0.3362 0.5313
Largest Winning Trade 6292 4249 6292 7860 7860 5522
Largest Losing Trade -28619 -28619 -19637 -79855 -79855 -32796
Avg Bars in Trades 18 16 20 18 16 20
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 42 38 46 42 38 46
Bars Traded 10819 4850 5968 10819 4850 5968
Profit Streak 596.5892 0 596.6308 596.5892 0 596.6308
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504945 -46877 -62793 474847 -84669 -19013
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759612104200,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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": [
        [
            93581.2542955331,
            49388.1881311054,
            44193.0661644278,
            124254.759745595,
            44906.3810832201,
            79348.378662375
        ],
        [
            93.581254,
            49.388188,
            44.193066,
            124.25476,
            44.906381,
            79.348379
        ],
        [
            0.203845,
            0.107581,
            0.096264,
            0.176075,
            0.080829,
            0.127327
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28619,
            -28619,
            -22651,
            -79855,
            -79855,
            -33252
        ],
        [
            1.451188,
            1.460649,
            1.441065,
            1.353216,
            1.223815,
            1.524999
        ],
        [
            595,
            297,
            298,
            595,
            297,
            298
        ],
        [
            454,
            233,
            221,
            454,
            233,
            221
        ],
        [
            141,
            64,
            77,
            141,
            64,
            77
        ],
        [
            76.302521,
            78.451178,
            74.161074,
            76.302521,
            78.451178,
            74.161074
        ],
        [
            0.450699,
            0.401208,
            0.502091,
            0.420272,
            0.336155,
            0.531334
        ],
        [
            6292,
            4249,
            6292,
            7860,
            7860,
            5522
        ],
        [
            -28619,
            -28619,
            -19637,
            -79855,
            -79855,
            -32796
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            10819,
            4850,
            5968,
            10819,
            4850,
            5968
        ],
        [
            596.589169,
            0,
            596.630835,
            596.589169,
            0,
            596.630836
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504945,
            -46877,
            -62793,
            474847,
            -84669,
            -19013
        ]
    ]
}
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759612104200,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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)