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Trade: XMR/USDT/60/JMA/ALMA/2236

Strategy
XMR/USDT/60/JMA/ALMA/2236
Pair
XMR_USDT
Interval
1h
Score
409475
Daily Profit
0.173441
Profit Factor
1.732698
Profitability
74.000000
Streak
603.385330
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 13:14
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 79623.109 38776.053 40847.056 101267.0996 36259.0574 65008.0422
Total P&L (%) 79.6231 38.7761 40.8471 101.2671 36.2591 65.008
Avg Daily Profit (%) 0.1734 0.0845 0.089 0.1525 0.0674 0.1092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20677 -21858 -17167 -42490 -52294 -35048
Profit Factor 1.7327 1.6582 1.821 1.4927 1.3087 1.738
Total Trades 100 50 50 100 50 50
Winning Trades 74 38 36 74 38 36
Losing Trades 26 12 14 26 12 14
Profitability (%) 74 76 72 74 76 72
Ratio Avg Win / Avg Loss 0.6088 0.5236 0.7082 0.5245 0.4133 0.6759
Largest Winning Trade 8579 8579 6064 11428 9962 11428
Largest Losing Trade -17167 -16878 -17167 -40036 -40036 -35048
Avg Bars in Trades 106 104 109 106 104 109
Avg Bars in Winners 72 66 78 72 66 78
Avg Bars in Losers 205 226 186 205 226 186
Bars Traded 10685 5234 5451 10685 5234 5451
Profit Streak 603.3853 0 649.5937 603.3853 0 649.5937
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409475 -259604 -252261 370203 -284452 -223704
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918492558,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 158,
            "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": [
        [
            79623.1090064477,
            38776.0530347744,
            40847.0559716733,
            101267.0996181606,
            36259.0573845338,
            65008.0422336267
        ],
        [
            79.623109,
            38.776053,
            40.847056,
            101.2671,
            36.259057,
            65.008042
        ],
        [
            0.173441,
            0.084465,
            0.088976,
            0.152478,
            0.067416,
            0.109153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20677,
            -21858,
            -17167,
            -42490,
            -52294,
            -35048
        ],
        [
            1.732698,
            1.658152,
            1.82097,
            1.492717,
            1.308743,
            1.737998
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            74,
            76,
            72,
            74,
            76,
            72
        ],
        [
            0.608786,
            0.523627,
            0.708155,
            0.524468,
            0.413287,
            0.675888
        ],
        [
            8579,
            8579,
            6064,
            11428,
            9962,
            11428
        ],
        [
            -17167,
            -16878,
            -17167,
            -40036,
            -40036,
            -35048
        ],
        [
            106,
            104,
            109,
            106,
            104,
            109
        ],
        [
            72,
            66,
            78,
            72,
            66,
            78
        ],
        [
            205,
            226,
            186,
            205,
            226,
            186
        ],
        [
            10685,
            5234,
            5451,
            10685,
            5234,
            5451
        ],
        [
            603.38533,
            0,
            649.593664,
            603.38533,
            0,
            649.593664
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409475,
            -259604,
            -252261,
            370203,
            -284452,
            -223704
        ]
    ]
}
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918492558,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 158,
            "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)