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Trade: XMR/USDT/60/JMA/HILO/2978

Strategy
XMR/USDT/60/JMA/HILO/2978
Pair
XMR_USDT
Interval
1h
Score
568671
Daily Profit
0.316949
Profit Factor
1.405161
Profitability
71.299871
Streak
591.497694
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 05:56
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 145504.7831 73795.9329 71708.8502 279051.2868 103434.4286 175616.8582
Total P&L (%) 145.5048 73.7959 71.7089 279.0513 103.4344 175.6169
Avg Daily Profit (%) 0.3169 0.1607 0.1562 0.2907 0.1548 0.2211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21854 -19533 -17846 -85727 -78218 -26729
Profit Factor 1.4052 1.4018 1.4087 1.3961 1.2663 1.5553
Total Trades 777 388 389 777 388 389
Winning Trades 554 278 276 554 278 276
Losing Trades 223 110 113 223 110 113
Profitability (%) 71.2999 71.6495 70.9512 71.2999 71.6495 70.9512
Ratio Avg Win / Avg Loss 0.5656 0.5547 0.5767 0.5619 0.5011 0.6368
Largest Winning Trade 10667 4038 10667 39044 12229 39044
Largest Losing Trade -18026 -18026 -16184 -73016 -73016 -23836
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 28 22 34 28 22 34
Bars Traded 10974 4622 6352 10974 4622 6352
Profit Streak 591.4977 591.4977 594.4144 591.4977 591.4977 594.4144
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 568671 408719 411641 558583 367091 463873
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759287400820,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            145504.7831042616,
            73795.9329156667,
            71708.8501885948,
            279051.2867514378,
            103434.4285612433,
            175616.8581901946
        ],
        [
            145.504783,
            73.795933,
            71.70885,
            279.051287,
            103.434429,
            175.616858
        ],
        [
            0.316949,
            0.160747,
            0.156201,
            0.290676,
            0.154815,
            0.221086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21854,
            -19533,
            -17846,
            -85727,
            -78218,
            -26729
        ],
        [
            1.405161,
            1.401818,
            1.40866,
            1.396051,
            1.266348,
            1.555325
        ],
        [
            777,
            388,
            389,
            777,
            388,
            389
        ],
        [
            554,
            278,
            276,
            554,
            278,
            276
        ],
        [
            223,
            110,
            113,
            223,
            110,
            113
        ],
        [
            71.299871,
            71.649485,
            70.951157,
            71.299871,
            71.649485,
            70.951157
        ],
        [
            0.565615,
            0.554676,
            0.576734,
            0.561948,
            0.501073,
            0.636782
        ],
        [
            10667,
            4038,
            10667,
            39044,
            12229,
            39044
        ],
        [
            -18026,
            -18026,
            -16184,
            -73016,
            -73016,
            -23836
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            10974,
            4622,
            6352,
            10974,
            4622,
            6352
        ],
        [
            591.497694,
            591.497694,
            594.414361,
            591.497695,
            591.497695,
            594.414361
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            568671,
            408719,
            411641,
            558583,
            367091,
            463873
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759287400820,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)