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Trade: XMR/USDT/60/MIDPOINT/KCL/5616

Strategy
XMR/USDT/60/MIDPOINT/KCL/5616
Pair
XMR_USDT
Interval
1h
Score
461103
Daily Profit
0.200454
Profit Factor
1.760641
Profitability
73.039216
Streak
600.613390
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 16:43
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 92024.205 38082.0808 53942.1242 128825.5482 43069.5627 85755.9855
Total P&L (%) 92.0242 38.0821 53.9421 128.8255 43.0696 85.756
Avg Daily Profit (%) 0.2005 0.083 0.1175 0.1805 0.078 0.135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19032 -16945 -19032 -40347 -40347 -34057
Profit Factor 1.7606 1.8127 1.7277 1.647 1.4949 1.7651
Total Trades 204 102 102 204 102 102
Winning Trades 149 69 80 149 69 80
Losing Trades 55 33 22 55 33 22
Profitability (%) 73.0392 67.6471 78.4314 73.0392 67.6471 78.4314
Ratio Avg Win / Avg Loss 0.6499 0.867 0.4751 0.608 0.7149 0.4854
Largest Winning Trade 9516 6901 9516 13311 10572 13311
Largest Losing Trade -19032 -16945 -19032 -40347 -40347 -34057
Avg Bars in Trades 50 17 83 50 17 83
Avg Bars in Winners 31 10 49 31 10 49
Avg Bars in Losers 102 33 207 102 33 207
Bars Traded 10320 1793 8527 10320 1793 8527
Profit Streak 600.6134 600.6134 626.7801 600.6134 600.6134 626.7801
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461103 -81554 -32398 447063 -88704 -7945
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": 1669168800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103796896,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            92024.2050183874,
            38082.0808496152,
            53942.1241687722,
            128825.5482320449,
            43069.5627285923,
            85755.9855034525
        ],
        [
            92.024205,
            38.082081,
            53.942124,
            128.825548,
            43.069563,
            85.755986
        ],
        [
            0.200454,
            0.082953,
            0.1175,
            0.180478,
            0.078048,
            0.134983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19032,
            -16945,
            -19032,
            -40347,
            -40347,
            -34057
        ],
        [
            1.760641,
            1.812748,
            1.727704,
            1.647009,
            1.494894,
            1.765121
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            149,
            69,
            80,
            149,
            69,
            80
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            73.039216,
            67.647059,
            78.431373,
            73.039216,
            67.647059,
            78.431373
        ],
        [
            0.649901,
            0.866967,
            0.475119,
            0.607956,
            0.714949,
            0.485408
        ],
        [
            9516,
            6901,
            9516,
            13311,
            10572,
            13311
        ],
        [
            -19032,
            -16945,
            -19032,
            -40347,
            -40347,
            -34057
        ],
        [
            50,
            17,
            83,
            50,
            17,
            83
        ],
        [
            31,
            10,
            49,
            31,
            10,
            49
        ],
        [
            102,
            33,
            207,
            102,
            33,
            207
        ],
        [
            10320,
            1793,
            8527,
            10320,
            1793,
            8527
        ],
        [
            600.61339,
            600.61339,
            626.780057,
            600.61339,
            600.61339,
            626.780057
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461103,
            -81554,
            -32398,
            447063,
            -88704,
            -7945
        ]
    ]
}
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": 1669168800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760103796896,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)