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Trade: XMR/USDT/60/TEMA/MIDPRICE/6704

Strategy
XMR/USDT/60/TEMA/MIDPRICE/6704
Pair
XMR_USDT
Interval
1h
Score
392936
Daily Profit
0.172870
Profit Factor
1.556512
Profitability
70.312500
Streak
601.054288
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 11:18
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 79361.1363 39650.2918 39710.8445 90566.671 43910.3834 46656.2876
Total P&L (%) 79.3611 39.6503 39.7108 90.5667 43.9104 46.6563
Avg Daily Profit (%) 0.1729 0.0864 0.0865 0.1406 0.0793 0.0834
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38461 -17710 -29006 -56884 -27148 -40332
Profit Factor 1.5565 1.6003 1.5187 1.4954 1.511 1.4817
Total Trades 128 64 64 128 64 64
Winning Trades 90 45 45 90 45 45
Losing Trades 38 19 19 38 19 19
Profitability (%) 70.3125 70.3125 70.3125 70.3125 70.3125 70.3125
Ratio Avg Win / Avg Loss 0.6572 0.6757 0.6412 0.6314 0.638 0.6256
Largest Winning Trade 27364 19275 27364 32295 28974 32295
Largest Losing Trade -19719 -10331 -19719 -28183 -14024 -28183
Avg Bars in Trades 83 72 94 83 72 94
Avg Bars in Winners 56 53 59 56 53 59
Avg Bars in Losers 145 115 176 145 115 176
Bars Traded 10642 4621 6021 10642 4621 6021
Profit Streak 601.0543 601.0543 601.6793 601.0543 601.0543 601.6793
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392936 -216378 -216319 -2240 -225936 -220003
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": 1669392000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759133890498,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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": [
        [
            79361.1362538891,
            39650.2917951424,
            39710.8444587467,
            90566.6710381642,
            43910.3833944768,
            46656.2876436875
        ],
        [
            79.361136,
            39.650292,
            39.710844,
            90.566671,
            43.910383,
            46.656288
        ],
        [
            0.17287,
            0.086369,
            0.086501,
            0.14056,
            0.079325,
            0.083445
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38461,
            -17710,
            -29006,
            -56884,
            -27148,
            -40332
        ],
        [
            1.556512,
            1.600311,
            1.518724,
            1.495445,
            1.510993,
            1.481653
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            70.3125,
            70.3125,
            70.3125,
            70.3125,
            70.3125,
            70.3125
        ],
        [
            0.657194,
            0.675687,
            0.641239,
            0.63141,
            0.637975,
            0.625587
        ],
        [
            27364,
            19275,
            27364,
            32295,
            28974,
            32295
        ],
        [
            -19719,
            -10331,
            -19719,
            -28183,
            -14024,
            -28183
        ],
        [
            83,
            72,
            94,
            83,
            72,
            94
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            145,
            115,
            176,
            145,
            115,
            176
        ],
        [
            10642,
            4621,
            6021,
            10642,
            4621,
            6021
        ],
        [
            601.054288,
            601.054288,
            601.679288,
            601.054288,
            601.054288,
            601.679288
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392936,
            -216378,
            -216319,
            -2240,
            -225936,
            -220003
        ]
    ]
}
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": 1669392000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759133890498,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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)