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Trade: XMR/USDT/60/HLC3/SSF/5468

Strategy
XMR/USDT/60/HLC3/SSF/5468
Pair
XMR_USDT
Interval
1h
Score
458420
Daily Profit
0.181381
Profit Factor
1.425782
Profitability
75.645756
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 06:03
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 83268.2538 43750.2115 39518.0423 103291.0492 38842.2238 64448.8255
Total P&L (%) 83.2683 43.7502 39.518 103.291 38.8422 64.4488
Avg Daily Profit (%) 0.1814 0.0953 0.0861 0.1547 0.0715 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26516 -28083 -20551 -71661 -77235 -36337
Profit Factor 1.4258 1.4479 1.4037 1.2868 1.199 1.3906
Total Trades 542 271 271 542 271 271
Winning Trades 410 209 201 410 209 201
Losing Trades 132 62 70 132 62 70
Profitability (%) 75.6458 77.1218 74.1697 75.6458 77.1218 74.1697
Ratio Avg Win / Avg Loss 0.459 0.4295 0.4888 0.4143 0.3557 0.4843
Largest Winning Trade 6292 4814 6292 7836 7836 6280
Largest Losing Trade -26516 -26516 -20498 -71661 -71661 -36244
Avg Bars in Trades 20 19 20 20 19 20
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 51 50 52 51 50 52
Bars Traded 10930 5249 5681 10930 5249 5681
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 458420 -64138 -77737 419616 -99174 -46148
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151826018,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 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": [
        [
            83268.2538483119,
            43750.2115119767,
            39518.0423363353,
            103291.0492458519,
            38842.22376737,
            64448.8254784817
        ],
        [
            83.268254,
            43.750212,
            39.518042,
            103.291049,
            38.842224,
            64.448825
        ],
        [
            0.181381,
            0.0953,
            0.086081,
            0.154661,
            0.071509,
            0.108412
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26516,
            -28083,
            -20551,
            -71661,
            -77235,
            -36337
        ],
        [
            1.425782,
            1.447937,
            1.403679,
            1.286774,
            1.199013,
            1.390579
        ],
        [
            542,
            271,
            271,
            542,
            271,
            271
        ],
        [
            410,
            209,
            201,
            410,
            209,
            201
        ],
        [
            132,
            62,
            70,
            132,
            62,
            70
        ],
        [
            75.645756,
            77.121771,
            74.169742,
            75.645756,
            77.121771,
            74.169742
        ],
        [
            0.459032,
            0.429531,
            0.488843,
            0.414278,
            0.355688,
            0.484281
        ],
        [
            6292,
            4814,
            6292,
            7836,
            7836,
            6280
        ],
        [
            -26516,
            -26516,
            -20498,
            -71661,
            -71661,
            -36244
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            10930,
            5249,
            5681,
            10930,
            5249,
            5681
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458420,
            -64138,
            -77737,
            419616,
            -99174,
            -46148
        ]
    ]
}
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151826018,
    "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": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 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)