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Trade: XMR/USDT/120/HL2/KCU/6475

Strategy
XMR/USDT/120/HL2/KCU/6475
Pair
XMR_USDT
Interval
2h
Score
475957
Daily Profit
0.215746
Profit Factor
2.060828
Profitability
78.544061
Streak
730.448746
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-07 11:46
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 323618.3372 249082.414 74535.9232 972942.5113 476889.1232 496053.3881
Total P&L (%) 323.6183 249.0824 74.5359 972.9425 476.8891 496.0534
Avg Daily Profit (%) 0.2157 0.1661 0.0497 0.1583 0.1169 0.1191
Buy And Hold Return (%) 80.2034 80.2034 80.2034 80.2034 80.2034 80.2034
Max Trade Drawdown -52945 -55371 -27749 -855072 -1042091 -188422
Profit Factor 2.0608 2.0945 1.962 1.3093 1.1829 1.9213
Total Trades 261 130 131 261 130 131
Winning Trades 205 109 96 205 109 96
Losing Trades 56 21 35 56 21 35
Profitability (%) 78.5441 83.8462 73.2824 78.5441 83.8462 73.2824
Ratio Avg Win / Avg Loss 0.563 0.4035 0.7153 0.3577 0.2279 0.7005
Largest Winning Trade 26510 26510 17685 260369 260369 86651
Largest Losing Trade -52945 -52945 -23194 -844828 -844828 -148303
Avg Bars in Trades 62 119 6 62 119 6
Avg Bars in Winners 27 48 3 27 48 3
Avg Bars in Losers 193 491 14 193 491 14
Bars Traded 16434 15575 859 16434 15575 859
Profit Streak 730.4487 730.4487 831.7821 730.4487 730.4487 831.7821
Trades During Streak 11 5 6 11 5 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475957 403635 -286915 456204 -52927 -29238
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579644000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759826771638,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            323618.337247016,
            249082.4140002732,
            74535.9232467428,
            972942.5113352423,
            476889.1232033828,
            496053.3881318601
        ],
        [
            323.618337,
            249.082414,
            74.535923,
            972.942511,
            476.889123,
            496.053388
        ],
        [
            0.215746,
            0.166055,
            0.049691,
            0.158325,
            0.1169,
            0.119082
        ],
        [
            80.203431,
            80.203431,
            80.203431,
            80.203431,
            80.203431,
            80.203431
        ],
        [
            -52945,
            -55371,
            -27749,
            -855072,
            -1042091,
            -188422
        ],
        [
            2.060828,
            2.094468,
            1.962014,
            1.309313,
            1.182923,
            1.921255
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            205,
            109,
            96,
            205,
            109,
            96
        ],
        [
            56,
            21,
            35,
            56,
            21,
            35
        ],
        [
            78.544061,
            83.846154,
            73.282443,
            78.544061,
            83.846154,
            73.282443
        ],
        [
            0.562958,
            0.403521,
            0.715318,
            0.357666,
            0.227903,
            0.700458
        ],
        [
            26510,
            26510,
            17685,
            260369,
            260369,
            86651
        ],
        [
            -52945,
            -52945,
            -23194,
            -844828,
            -844828,
            -148303
        ],
        [
            62,
            119,
            6,
            62,
            119,
            6
        ],
        [
            27,
            48,
            3,
            27,
            48,
            3
        ],
        [
            193,
            491,
            14,
            193,
            491,
            14
        ],
        [
            16434,
            15575,
            859,
            16434,
            15575,
            859
        ],
        [
            730.448746,
            730.448746,
            831.782079,
            730.448746,
            730.448746,
            831.782079
        ],
        [
            11,
            5,
            6,
            11,
            5,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475957,
            403635,
            -286915,
            456204,
            -52927,
            -29238
        ]
    ]
}
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": 1579644000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759826771638,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)