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Trade: XMR/USDT/60/LINREG/SWMA/4382

Strategy
XMR/USDT/60/LINREG/SWMA/4382
Pair
XMR_USDT
Interval
1h
Score
452264
Daily Profit
0.165721
Profit Factor
1.364379
Profitability
76.164384
Streak
588.882310
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 21:10
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 76079.3091 39835.7823 36243.5269 88089.664 31975.2594 56114.4045
Total P&L (%) 76.0793 39.8358 36.2435 88.0897 31.9753 56.1144
Avg Daily Profit (%) 0.1657 0.0868 0.0789 0.1377 0.0605 0.0971
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29285 -25241 -23546 -64693 -56085 -25557
Profit Factor 1.3644 1.395 1.3358 1.2987 1.2006 1.4142
Total Trades 365 182 183 365 182 183
Winning Trades 278 140 138 278 140 138
Losing Trades 87 42 45 87 42 45
Profitability (%) 76.1644 76.9231 75.4098 76.1644 76.9231 75.4098
Ratio Avg Win / Avg Loss 0.427 0.4185 0.4356 0.4064 0.3602 0.4612
Largest Winning Trade 4444 4444 4084 7573 7573 6209
Largest Losing Trade -25241 -25241 -21428 -55104 -55104 -25557
Avg Bars in Trades 29 28 31 29 28 31
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 76 72 79 76 72 79
Bars Traded 10884 5167 5717 10884 5167 5717
Profit Streak 588.8823 588.8823 591.924 588.8823 588.8823 591.924
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452264 -76086 -86919 -4641 -113344 -60923
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": 1669046400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169431585,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "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": [
        [
            76079.3091354541,
            39835.7822516499,
            36243.5268838045,
            88089.6639633904,
            31975.2594487032,
            56114.4045146871
        ],
        [
            76.079309,
            39.835782,
            36.243527,
            88.089664,
            31.975259,
            56.114405
        ],
        [
            0.165721,
            0.086773,
            0.078948,
            0.137707,
            0.060453,
            0.097071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29285,
            -25241,
            -23546,
            -64693,
            -56085,
            -25557
        ],
        [
            1.364379,
            1.394959,
            1.335802,
            1.29871,
            1.200557,
            1.414227
        ],
        [
            365,
            182,
            183,
            365,
            182,
            183
        ],
        [
            278,
            140,
            138,
            278,
            140,
            138
        ],
        [
            87,
            42,
            45,
            87,
            42,
            45
        ],
        [
            76.164384,
            76.923077,
            75.409836,
            76.164384,
            76.923077,
            75.409836
        ],
        [
            0.426982,
            0.418488,
            0.435588,
            0.406431,
            0.360167,
            0.461161
        ],
        [
            4444,
            4444,
            4084,
            7573,
            7573,
            6209
        ],
        [
            -25241,
            -25241,
            -21428,
            -55104,
            -55104,
            -25557
        ],
        [
            29,
            28,
            31,
            29,
            28,
            31
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            76,
            72,
            79,
            76,
            72,
            79
        ],
        [
            10884,
            5167,
            5717,
            10884,
            5167,
            5717
        ],
        [
            588.88231,
            588.88231,
            591.923977,
            588.88231,
            588.88231,
            591.923977
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452264,
            -76086,
            -86919,
            -4641,
            -113344,
            -60923
        ]
    ]
}
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": 1669046400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169431585,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "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)