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Trade: XMR/USDT/120/ALMA/ALMA/1223

Strategy
XMR/USDT/120/ALMA/ALMA/1223
Pair
XMR_USDT
Interval
2h
Score
311572
Daily Profit
0.176365
Profit Factor
1.818330
Profitability
54.807692
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 23:14
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264547.9279 197339.3304 67208.5975 498319.3842 288783.912 209535.4723
Total P&L (%) 264.5479 197.3393 67.2086 498.3194 288.7839 209.5355
Avg Daily Profit (%) 0.1764 0.1316 0.0448 0.1193 0.0906 0.0754
Buy And Hold Return (%) 62.2915 62.2915 62.2915 62.2915 62.2915 62.2915
Max Trade Drawdown -54458 -36272 -82934 -204141 -200542 -158751
Profit Factor 1.8183 2.2221 1.4154 1.4428 1.4502 1.4329
Total Trades 104 52 52 104 52 52
Winning Trades 57 31 26 57 31 26
Losing Trades 47 21 26 47 21 26
Profitability (%) 54.8077 59.6154 50 54.8077 59.6154 50
Ratio Avg Win / Avg Loss 1.4993 1.5053 1.4154 1.1897 0.9824 1.4329
Largest Winning Trade 44971 41511 44971 94973 83761 94973
Largest Losing Trade -25103 -25103 -23841 -200542 -200542 -55642
Avg Bars in Trades 166 186 147 166 186 147
Avg Bars in Winners 214 239 186 214 239 186
Avg Bars in Losers 108 108 108 108 108 108
Bars Traded 17351 9679 7672 17351 9679 7672
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311572 -194934 -453550 -31836 -253183 -274279

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758917683722,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "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": [
        [
            264547.927865089,
            197339.3303546482,
            67208.5975104407,
            498319.3842489892,
            288783.9119983298,
            209535.4722506598
        ],
        [
            264.547928,
            197.33933,
            67.208598,
            498.319384,
            288.783912,
            209.535472
        ],
        [
            0.176365,
            0.13156,
            0.044806,
            0.119335,
            0.090565,
            0.075355
        ],
        [
            62.291496,
            62.291496,
            62.291496,
            62.291496,
            62.291496,
            62.291496
        ],
        [
            -54458,
            -36272,
            -82934,
            -204141,
            -200542,
            -158751
        ],
        [
            1.81833,
            2.222081,
            1.415382,
            1.442778,
            1.450203,
            1.432936
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            54.807692,
            59.615385,
            50,
            54.807692,
            59.615385,
            50
        ],
        [
            1.499325,
            1.505281,
            1.415382,
            1.189659,
            0.982396,
            1.432936
        ],
        [
            44971,
            41511,
            44971,
            94973,
            83761,
            94973
        ],
        [
            -25103,
            -25103,
            -23841,
            -200542,
            -200542,
            -55642
        ],
        [
            166,
            186,
            147,
            166,
            186,
            147
        ],
        [
            214,
            239,
            186,
            214,
            239,
            186
        ],
        [
            108,
            108,
            108,
            108,
            108,
            108
        ],
        [
            17351,
            9679,
            7672,
            17351,
            9679,
            7672
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311572,
            -194934,
            -453550,
            -31836,
            -253183,
            -274279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758917683722,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "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)