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Trade: XMR/USDT/120/BBU/KCU/6747

Strategy
XMR/USDT/120/BBU/KCU/6747
Pair
XMR_USDT
Interval
2h
Score
319789
Daily Profit
0.175056
Profit Factor
1.515596
Profitability
71.193416
Streak
607.995562
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-06 10:53
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 262583.3724 198067.6685 64515.7039 418365.332 199823.7579 218541.574
Total P&L (%) 262.5834 198.0677 64.5157 418.3653 199.8238 218.5416
Avg Daily Profit (%) 0.1751 0.132 0.043 0.1098 0.0732 0.0773
Buy And Hold Return (%) 80.0394 80.0394 80.0394 80.0394 80.0394 80.0394
Max Trade Drawdown -50783 -51866 -61434 -261569 -266623 -170498
Profit Factor 1.5156 1.6338 1.3278 1.274 1.1946 1.4367
Total Trades 243 121 122 243 121 122
Winning Trades 173 91 82 173 91 82
Losing Trades 69 30 39 69 30 39
Profitability (%) 71.1934 75.2066 67.2131 71.1934 75.2066 67.2131
Ratio Avg Win / Avg Loss 0.6045 0.5386 0.6315 0.5081 0.3938 0.6833
Largest Winning Trade 30447 30447 26392 108241 67622 108241
Largest Losing Trade -49093 -49093 -30974 -162348 -162348 -96684
Avg Bars in Trades 72 114 30 72 114 30
Avg Bars in Winners 42 67 15 42 67 15
Avg Bars in Losers 147 257 63 147 257 63
Bars Traded 17619 13845 3774 17619 13845 3774
Profit Streak 607.9956 0 679.5789 607.9956 0 679.5789
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319789 -16842 -299317 -44780 -103531 -90546
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580184000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759737216576,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 1.36857
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            262583.3723513709,
            198067.6684725643,
            64515.7038788066,
            418365.3319708648,
            199823.7579292783,
            218541.5740415867
        ],
        [
            262.583372,
            198.067668,
            64.515704,
            418.365332,
            199.823758,
            218.541574
        ],
        [
            0.175056,
            0.132045,
            0.04301,
            0.109761,
            0.073228,
            0.077269
        ],
        [
            80.039436,
            80.039436,
            80.039436,
            80.039436,
            80.039436,
            80.039436
        ],
        [
            -50783,
            -51866,
            -61434,
            -261569,
            -266623,
            -170498
        ],
        [
            1.515596,
            1.633832,
            1.327842,
            1.273965,
            1.194634,
            1.436726
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            173,
            91,
            82,
            173,
            91,
            82
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            71.193416,
            75.206612,
            67.213115,
            71.193416,
            75.206612,
            67.213115
        ],
        [
            0.604486,
            0.538626,
            0.631534,
            0.508113,
            0.393835,
            0.683321
        ],
        [
            30447,
            30447,
            26392,
            108241,
            67622,
            108241
        ],
        [
            -49093,
            -49093,
            -30974,
            -162348,
            -162348,
            -96684
        ],
        [
            72,
            114,
            30,
            72,
            114,
            30
        ],
        [
            42,
            67,
            15,
            42,
            67,
            15
        ],
        [
            147,
            257,
            63,
            147,
            257,
            63
        ],
        [
            17619,
            13845,
            3774,
            17619,
            13845,
            3774
        ],
        [
            607.995562,
            0,
            679.578895,
            607.995562,
            0,
            679.578896
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319789,
            -16842,
            -299317,
            -44780,
            -103531,
            -90546
        ]
    ]
}
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": 1580184000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759737216576,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 1.36857
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)