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Trade: XMR/USDT/60/ZLMA/MIDPOINT/6839

Strategy
XMR/USDT/60/ZLMA/MIDPOINT/6839
Pair
XMR_USDT
Interval
1h
Score
357019
Daily Profit
0.149200
Profit Factor
1.545107
Profitability
71.052632
Streak
628.821492
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 03:42
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 68494.5729 32903.3218 35591.251 72360.9799 33051.9204 39309.0594
Total P&L (%) 68.4946 32.9033 35.5913 72.361 33.0519 39.3091
Avg Daily Profit (%) 0.1492 0.0717 0.0775 0.1187 0.0622 0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35875 -18852 -25016 -41760 -23637 -26353
Profit Factor 1.5451 1.5463 1.544 1.5475 1.5065 1.5875
Total Trades 114 57 57 114 57 57
Winning Trades 81 43 38 81 43 38
Losing Trades 33 14 19 33 14 19
Profitability (%) 71.0526 75.4386 66.6667 71.0526 75.4386 66.6667
Ratio Avg Win / Avg Loss 0.6295 0.5034 0.772 0.6305 0.4905 0.7938
Largest Winning Trade 30825 17048 30825 33343 24125 33343
Largest Losing Trade -18366 -14314 -18366 -19865 -17892 -19865
Avg Bars in Trades 90 83 96 90 83 96
Avg Bars in Winners 69 64 75 69 64 75
Avg Bars in Losers 139 143 137 139 143 137
Bars Traded 10260 4780 5480 10260 4780 5480
Profit Streak 628.8215 628.8215 666.5298 628.8215 628.8215 666.5298
Trades During Streak 9 4 9 9 4 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357019 -276347 -269373 -30687 -289175 -275825
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": 1669460400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759365776955,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "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": [
        [
            68494.5728866303,
            32903.3218498454,
            35591.2510367849,
            72360.9798860734,
            33051.9204392428,
            39309.0594468307
        ],
        [
            68.494573,
            32.903322,
            35.591251,
            72.36098,
            33.05192,
            39.309059
        ],
        [
            0.1492,
            0.071672,
            0.077527,
            0.11866,
            0.062224,
            0.072241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35875,
            -18852,
            -25016,
            -41760,
            -23637,
            -26353
        ],
        [
            1.545107,
            1.546286,
            1.544022,
            1.547544,
            1.506526,
            1.587549
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            71.052632,
            75.438596,
            66.666667,
            71.052632,
            75.438596,
            66.666667
        ],
        [
            0.629488,
            0.503442,
            0.772011,
            0.630481,
            0.490497,
            0.793775
        ],
        [
            30825,
            17048,
            30825,
            33343,
            24125,
            33343
        ],
        [
            -18366,
            -14314,
            -18366,
            -19865,
            -17892,
            -19865
        ],
        [
            90,
            83,
            96,
            90,
            83,
            96
        ],
        [
            69,
            64,
            75,
            69,
            64,
            75
        ],
        [
            139,
            143,
            137,
            139,
            143,
            137
        ],
        [
            10260,
            4780,
            5480,
            10260,
            4780,
            5480
        ],
        [
            628.821492,
            628.821492,
            666.529826,
            628.821492,
            628.821493,
            666.529826
        ],
        [
            9,
            4,
            9,
            9,
            4,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357019,
            -276347,
            -269373,
            -30687,
            -289175,
            -275825
        ]
    ]
}
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": 1669460400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759365776955,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "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)