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Trade: XMR/USDT/720/OHLC4/T3/7419

Strategy
XMR/USDT/720/OHLC4/T3/7419
Pair
XMR_USDT
Interval
12h
Score
527381
Daily Profit
0.151968
Profit Factor
2.299880
Profitability
88.181818
Streak
606.882998
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-03 12:11
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274073.8234 217207.6455 56866.1779 -534444.5417 -202586.7686 -331857.773
Total P&L (%) 274.0738 217.2076 56.8662 -534.4445 -202.5868 -331.8578
Avg Daily Profit (%) 0.152 0.1204 0.0315 0 0 0
Buy And Hold Return (%) 33.0568 33.0568 33.0568 33.0568 33.0568 33.0568
Max Trade Drawdown -124057 -27655 -141948 -589340 -232591 -370151
Profit Factor 2.2999 4.8344 1.3688 0.2227 0.2925 0.1729
Total Trades 110 55 55 110 55 55
Winning Trades 97 49 48 25 13 12
Losing Trades 13 6 7 85 42 43
Profitability (%) 88.1818 89.0909 87.2727 22.7273 23.6364 21.8182
Ratio Avg Win / Avg Loss 0.3082 0.592 0.1996 0.7571 0.945 0.6194
Largest Winning Trade 55483 55483 19168 18272 14405 18272
Largest Losing Trade -113648 -27655 -113648 -174956 -40463 -174956
Avg Bars in Trades 30 26 33 30 26 33
Avg Bars in Winners 16 17 16 48 35 62
Avg Bars in Losers 129 104 151 24 24 25
Bars Traded 3329 1475 1854 3329 1475 1854
Profit Streak 606.883 0 638.883 0 610.383 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527381 -202618 -334791 -620317 -796075 -804949
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759482691045,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 183,
            "offset": 0,
            "a": 0.76134
        }
    }
}
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": [
        [
            274073.8233865442,
            217207.6454881087,
            56866.1778984356,
            -534444.5416568317,
            -202586.7686199185,
            -331857.7730369132
        ],
        [
            274.073823,
            217.207645,
            56.866178,
            -534.444542,
            -202.586769,
            -331.857773
        ],
        [
            0.151968,
            0.120437,
            0.031531,
            0,
            0,
            0
        ],
        [
            33.056832,
            33.056832,
            33.056832,
            33.056832,
            33.056832,
            33.056832
        ],
        [
            -124057,
            -27655,
            -141948,
            -589340,
            -232591,
            -370151
        ],
        [
            2.29988,
            4.834387,
            1.368786,
            0.222683,
            0.292496,
            0.172858
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            97,
            49,
            48,
            25,
            13,
            12
        ],
        [
            13,
            6,
            7,
            85,
            42,
            43
        ],
        [
            88.181818,
            89.090909,
            87.272727,
            22.727273,
            23.636364,
            21.818182
        ],
        [
            0.308231,
            0.591966,
            0.199615,
            0.757122,
            0.944987,
            0.619408
        ],
        [
            55483,
            55483,
            19168,
            18272,
            14405,
            18272
        ],
        [
            -113648,
            -27655,
            -113648,
            -174956,
            -40463,
            -174956
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            16,
            17,
            16,
            48,
            35,
            62
        ],
        [
            129,
            104,
            151,
            24,
            24,
            25
        ],
        [
            3329,
            1475,
            1854,
            3329,
            1475,
            1854
        ],
        [
            606.882998,
            0,
            638.882998,
            0,
            610.382998,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527381,
            -202618,
            -334791,
            -620317,
            -796075,
            -804949
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759482691045,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 183,
            "offset": 0,
            "a": 0.76134
        }
    }
}

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)