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Trade: XMR/USDT/60/JMA/T3/7716

Strategy
XMR/USDT/60/JMA/T3/7716
Pair
XMR_USDT
Interval
1h
Score
355563
Daily Profit
0.215959
Profit Factor
1.784254
Profitability
65.217391
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-25 11:07
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 99142.3602 50144.1364 48998.2238 142143.8464 57274.8333 84869.0131
Total P&L (%) 99.1424 50.1441 48.9982 142.1438 57.2748 84.869
Avg Daily Profit (%) 0.216 0.1092 0.1067 0.1928 0.0987 0.1339
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21676 -13492 -21401 -43320 -38515 -31167
Profit Factor 1.7843 1.9712 1.6552 1.6803 1.6225 1.7258
Total Trades 115 57 58 115 57 58
Winning Trades 75 38 37 75 38 37
Losing Trades 40 19 21 40 19 21
Profitability (%) 65.2174 66.6667 63.7931 65.2174 66.6667 63.7931
Ratio Avg Win / Avg Loss 0.9516 0.9856 0.9394 0.8962 0.8112 0.9795
Largest Winning Trade 16543 9160 16543 40521 11617 40521
Largest Losing Trade -16751 -13492 -16751 -38515 -38515 -29181
Avg Bars in Trades 94 95 92 94 95 92
Avg Bars in Winners 70 75 65 70 75 65
Avg Bars in Losers 138 136 140 138 136 140
Bars Traded 10814 5451 5363 10814 5451 5363
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 355563 -226186 -230595 341221 -240439 -192759

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": 1669165200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758787660171,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.60095
        }
    }
}
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": [
        [
            99142.3601798156,
            50144.1363786881,
            48998.2238011274,
            142143.8463851728,
            57274.8332705989,
            84869.0131145739
        ],
        [
            99.14236,
            50.144136,
            48.998224,
            142.143846,
            57.274833,
            84.869013
        ],
        [
            0.215959,
            0.109227,
            0.106731,
            0.192824,
            0.098686,
            0.133939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21676,
            -13492,
            -21401,
            -43320,
            -38515,
            -31167
        ],
        [
            1.784254,
            1.971157,
            1.655208,
            1.680282,
            1.622469,
            1.725773
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            65.217391,
            66.666667,
            63.793103,
            65.217391,
            66.666667,
            63.793103
        ],
        [
            0.951602,
            0.985578,
            0.939442,
            0.89615,
            0.811234,
            0.979493
        ],
        [
            16543,
            9160,
            16543,
            40521,
            11617,
            40521
        ],
        [
            -16751,
            -13492,
            -16751,
            -38515,
            -38515,
            -29181
        ],
        [
            94,
            95,
            92,
            94,
            95,
            92
        ],
        [
            70,
            75,
            65,
            70,
            75,
            65
        ],
        [
            138,
            136,
            140,
            138,
            136,
            140
        ],
        [
            10814,
            5451,
            5363,
            10814,
            5451,
            5363
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355563,
            -226186,
            -230595,
            341221,
            -240439,
            -192759
        ]
    ]
}
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": 1669165200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758787660171,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.60095
        }
    }
}

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)