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Trade: XMR/USDT/60/OHLC4/MIDPRICE/6525

Strategy
XMR/USDT/60/OHLC4/MIDPRICE/6525
Pair
XMR_USDT
Interval
1h
Score
468171
Daily Profit
0.182129
Profit Factor
1.579443
Profitability
79.190751
Streak
601.760275
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 13:14
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 83611.5551 38721.4755 44890.0796 108779.6998 38061.6693 70718.0306
Total P&L (%) 83.6116 38.7215 44.8901 108.7797 38.0617 70.718
Avg Daily Profit (%) 0.1821 0.0843 0.0978 0.1605 0.0703 0.1166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22965 -16318 -22913 -33866 -30095 -33789
Profit Factor 1.5794 1.5944 1.5671 1.5363 1.3888 1.674
Total Trades 346 173 173 346 173 173
Winning Trades 274 140 134 274 140 134
Losing Trades 72 33 39 72 33 39
Profitability (%) 79.1908 80.9249 77.4566 79.1908 80.9249 77.4566
Ratio Avg Win / Avg Loss 0.415 0.3758 0.4561 0.4037 0.3274 0.4872
Largest Winning Trade 10667 4021 10667 22035 5124 22035
Largest Losing Trade -22913 -13164 -22913 -33789 -30095 -33789
Avg Bars in Trades 30 26 33 30 26 33
Avg Bars in Winners 16 14 17 16 14 17
Avg Bars in Losers 84 79 89 84 79 89
Bars Traded 10473 4664 5809 10473 4664 5809
Profit Streak 601.7603 0 610.8853 601.7603 0 610.8853
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468171 -78066 -59688 452022 -98414 -32506
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": 1669449600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918487814,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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": [
        [
            83611.5550792865,
            38721.4755213686,
            44890.079557918,
            108779.6998092706,
            38061.6692574664,
            70718.0305518044
        ],
        [
            83.611555,
            38.721476,
            44.89008,
            108.7797,
            38.061669,
            70.718031
        ],
        [
            0.182129,
            0.084346,
            0.097783,
            0.160473,
            0.07028,
            0.116571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22965,
            -16318,
            -22913,
            -33866,
            -30095,
            -33789
        ],
        [
            1.579443,
            1.594379,
            1.567149,
            1.536328,
            1.388762,
            1.674029
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            274,
            140,
            134,
            274,
            140,
            134
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            79.190751,
            80.924855,
            77.456647,
            79.190751,
            80.924855,
            77.456647
        ],
        [
            0.415036,
            0.375818,
            0.456111,
            0.403707,
            0.327351,
            0.487217
        ],
        [
            10667,
            4021,
            10667,
            22035,
            5124,
            22035
        ],
        [
            -22913,
            -13164,
            -22913,
            -33789,
            -30095,
            -33789
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            84,
            79,
            89,
            84,
            79,
            89
        ],
        [
            10473,
            4664,
            5809,
            10473,
            4664,
            5809
        ],
        [
            601.760275,
            0,
            610.885275,
            601.760276,
            0,
            610.885276
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468171,
            -78066,
            -59688,
            452022,
            -98414,
            -32506
        ]
    ]
}
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": 1669449600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918487814,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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)