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Trade: XMR/USDT/60/LINREG/BBL/2429

Strategy
XMR/USDT/60/LINREG/BBL/2429
Pair
XMR_USDT
Interval
1h
Score
473895
Daily Profit
0.219544
Profit Factor
1.617890
Profitability
77.439024
Streak
590.753159
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 07:04
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 100788.4493 49527.3255 51261.1238 144888.6824 58847.0992 86041.5831
Total P&L (%) 100.7884 49.5273 51.2611 144.8887 58.8471 86.0416
Avg Daily Profit (%) 0.2195 0.1079 0.1117 0.1953 0.1009 0.1353
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22187 -14002 -23467 -40493 -36985 -42517
Profit Factor 1.6179 1.9628 1.459 1.5662 1.6678 1.5128
Total Trades 328 164 164 328 164 164
Winning Trades 254 122 132 254 122 132
Losing Trades 74 42 32 74 42 32
Profitability (%) 77.439 74.3902 80.4878 77.439 74.3902 80.4878
Ratio Avg Win / Avg Loss 0.4714 0.6757 0.3537 0.4563 0.5742 0.3667
Largest Winning Trade 10667 6283 10667 25519 9721 25519
Largest Losing Trade -21285 -13637 -21285 -38346 -36104 -38346
Avg Bars in Trades 32 11 54 32 11 54
Avg Bars in Winners 15 7 23 15 7 23
Avg Bars in Losers 91 24 179 91 24 179
Bars Traded 10764 1893 8871 10764 1893 8871
Profit Streak 590.7532 0 603.6282 590.7532 0 603.6282
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473895 -46407 -40666 457746 -55716 -7545
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": 1669122000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759291472912,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 1.23743
        }
    }
}
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": [
        [
            100788.4492525037,
            49527.3254745374,
            51261.1237779664,
            144888.6823502254,
            58847.09921004,
            86041.5831401854
        ],
        [
            100.788449,
            49.527325,
            51.261124,
            144.888682,
            58.847099,
            86.041583
        ],
        [
            0.219544,
            0.107884,
            0.111661,
            0.195284,
            0.100855,
            0.135318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22187,
            -14002,
            -23467,
            -40493,
            -36985,
            -42517
        ],
        [
            1.61789,
            1.962827,
            1.45901,
            1.566174,
            1.667817,
            1.512793
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            254,
            122,
            132,
            254,
            122,
            132
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            77.439024,
            74.390244,
            80.487805,
            77.439024,
            74.390244,
            80.487805
        ],
        [
            0.471354,
            0.675727,
            0.353699,
            0.456287,
            0.574167,
            0.366738
        ],
        [
            10667,
            6283,
            10667,
            25519,
            9721,
            25519
        ],
        [
            -21285,
            -13637,
            -21285,
            -38346,
            -36104,
            -38346
        ],
        [
            32,
            11,
            54,
            32,
            11,
            54
        ],
        [
            15,
            7,
            23,
            15,
            7,
            23
        ],
        [
            91,
            24,
            179,
            91,
            24,
            179
        ],
        [
            10764,
            1893,
            8871,
            10764,
            1893,
            8871
        ],
        [
            590.753159,
            0,
            603.628159,
            590.753159,
            0,
            603.628159
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473895,
            -46407,
            -40666,
            457746,
            -55716,
            -7545
        ]
    ]
}
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": 1669122000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759291472912,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 1.23743
        }
    }
}

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)