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Trade: XMR/USDT/60/JMA/KCB/1496

Strategy
XMR/USDT/60/JMA/KCB/1496
Pair
XMR_USDT
Interval
1h
Score
410087
Daily Profit
0.161687
Profit Factor
1.734533
Profitability
62.222222
Streak
591.359142
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-28 03:37
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 74227.1989 35436.0394 38791.1595 90967.2867 35085.8993 55881.3873
Total P&L (%) 74.2272 35.436 38.7912 90.9673 35.0859 55.8814
Avg Daily Profit (%) 0.1617 0.0772 0.0845 0.141 0.0655 0.0967
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28456 -15805 -22469 -38498 -19287 -30918
Profit Factor 1.7345 1.9038 1.6272 1.687 1.6467 1.7149
Total Trades 90 45 45 90 45 45
Winning Trades 56 27 29 56 27 29
Losing Trades 34 18 16 34 18 16
Profitability (%) 62.2222 60 64.4444 62.2222 60 64.4444
Ratio Avg Win / Avg Loss 1.0531 1.2692 0.8978 1.0242 1.0978 0.9461
Largest Winning Trade 15985 7133 15985 26957 7641 26957
Largest Losing Trade -21179 -8652 -21179 -29535 -16923 -29535
Avg Bars in Trades 118 117 119 118 117 119
Avg Bars in Winners 70 67 72 70 67 72
Avg Bars in Losers 198 192 205 198 192 205
Bars Traded 10679 5292 5387 10679 5292 5387
Profit Streak 591.3591 0 605.2341 591.3591 0 605.2341
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410087 -89414 -80037 -775 -105485 -62148
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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759019829913,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 151,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            74227.1988796561,
            35436.0393882665,
            38791.1594913896,
            90967.2866754912,
            35085.8993382185,
            55881.3873372727
        ],
        [
            74.227199,
            35.436039,
            38.791159,
            90.967287,
            35.085899,
            55.881387
        ],
        [
            0.161687,
            0.077189,
            0.084498,
            0.141019,
            0.065531,
            0.096746
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28456,
            -15805,
            -22469,
            -38498,
            -19287,
            -30918
        ],
        [
            1.734533,
            1.903836,
            1.627208,
            1.686969,
            1.646736,
            1.714891
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            62.222222,
            60,
            64.444444,
            62.222222,
            60,
            64.444444
        ],
        [
            1.053109,
            1.269224,
            0.89777,
            1.024231,
            1.097824,
            0.946147
        ],
        [
            15985,
            7133,
            15985,
            26957,
            7641,
            26957
        ],
        [
            -21179,
            -8652,
            -21179,
            -29535,
            -16923,
            -29535
        ],
        [
            118,
            117,
            119,
            118,
            117,
            119
        ],
        [
            70,
            67,
            72,
            70,
            67,
            72
        ],
        [
            198,
            192,
            205,
            198,
            192,
            205
        ],
        [
            10679,
            5292,
            5387,
            10679,
            5292,
            5387
        ],
        [
            591.359142,
            0,
            605.234142,
            591.359142,
            0,
            605.234142
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410087,
            -89414,
            -80037,
            -775,
            -105485,
            -62148
        ]
    ]
}
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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759019829913,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 151,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)