← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/SSF/KCL/1172

Strategy
XMR/USDT/60/SSF/KCL/1172
Pair
XMR_USDT
Interval
1h
Score
429489
Daily Profit
0.159274
Profit Factor
1.488966
Profitability
72.818792
Streak
590.777196
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 18:39
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 73119.4822 35670.5651 37448.9171 88745.8133 31001.9518 57743.8614
Total P&L (%) 73.1195 35.6706 37.4489 88.7458 31.002 57.7439
Avg Daily Profit (%) 0.1593 0.0777 0.0816 0.1385 0.0588 0.0993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22747 -17090 -20410 -38650 -36691 -29216
Profit Factor 1.489 1.5668 1.4324 1.4156 1.3073 1.5127
Total Trades 298 149 149 298 149 149
Winning Trades 217 105 112 217 105 112
Losing Trades 81 44 37 81 44 37
Profitability (%) 72.8188 70.4698 75.1678 72.8188 70.4698 75.1678
Ratio Avg Win / Avg Loss 0.5558 0.6566 0.4732 0.5284 0.5478 0.4997
Largest Winning Trade 6539 4885 6539 8339 6371 8339
Largest Losing Trade -20410 -16810 -20410 -36195 -36195 -29216
Avg Bars in Trades 36 23 48 36 23 48
Avg Bars in Winners 18 13 23 18 13 23
Avg Bars in Losers 83 48 126 83 48 126
Bars Traded 10757 3511 7246 10757 3511 7246
Profit Streak 590.7772 590.7772 593.2772 590.7772 590.7772 593.2772
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429489 -88897 -83592 -3975 -116323 -57788
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": 1669291200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759333149748,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 9,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            73119.4822260879,
            35670.5651297669,
            37448.9170963211,
            88745.8132631768,
            31001.9518273013,
            57743.8614358754
        ],
        [
            73.119482,
            35.670565,
            37.448917,
            88.745813,
            31.001952,
            57.743861
        ],
        [
            0.159274,
            0.0777,
            0.081574,
            0.138466,
            0.05884,
            0.099335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22747,
            -17090,
            -20410,
            -38650,
            -36691,
            -29216
        ],
        [
            1.488966,
            1.566782,
            1.432417,
            1.415639,
            1.307295,
            1.512687
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            217,
            105,
            112,
            217,
            105,
            112
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            72.818792,
            70.469799,
            75.167785,
            72.818792,
            70.469799,
            75.167785
        ],
        [
            0.555789,
            0.656556,
            0.473209,
            0.528418,
            0.547819,
            0.499727
        ],
        [
            6539,
            4885,
            6539,
            8339,
            6371,
            8339
        ],
        [
            -20410,
            -16810,
            -20410,
            -36195,
            -36195,
            -29216
        ],
        [
            36,
            23,
            48,
            36,
            23,
            48
        ],
        [
            18,
            13,
            23,
            18,
            13,
            23
        ],
        [
            83,
            48,
            126,
            83,
            48,
            126
        ],
        [
            10757,
            3511,
            7246,
            10757,
            3511,
            7246
        ],
        [
            590.777196,
            590.777196,
            593.277196,
            590.777196,
            590.777196,
            593.277196
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429489,
            -88897,
            -83592,
            -3975,
            -116323,
            -57788
        ]
    ]
}
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": 1669291200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759333149748,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 9,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)