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Trade: XMR/USDT/120/HLC3/BBM/2415

Strategy
XMR/USDT/120/HLC3/BBM/2415
Pair
XMR_USDT
Interval
2h
Score
481304
Daily Profit
0.201817
Profit Factor
1.210122
Profitability
73.998729
Streak
596.970160
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-07 20:17
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 302725.4548 246919.0199 55806.4349 467554.9499 300854.7369 166700.2131
Total P&L (%) 302.7255 246.919 55.8064 467.555 300.8547 166.7002
Avg Daily Profit (%) 0.2018 0.1646 0.0372 0.1158 0.0926 0.0654
Buy And Hold Return (%) 106.2913 106.2913 106.2913 106.2913 106.2913 106.2913
Max Trade Drawdown -110703 -81360 -67151 -214587 -204262 -186732
Profit Factor 1.2101 1.3776 1.0709 1.1699 1.2319 1.1146
Total Trades 1573 786 787 1573 786 787
Winning Trades 1164 603 561 1164 603 561
Losing Trades 409 183 226 409 183 226
Profitability (%) 73.9987 76.7176 71.2834 73.9987 76.7176 71.2834
Ratio Avg Win / Avg Loss 0.4252 0.4181 0.4314 0.4111 0.3739 0.449
Largest Winning Trade 12612 11556 12612 55954 23376 55954
Largest Losing Trade -42715 -42715 -37063 -104623 -86608 -104623
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 27 25 29 27 25 29
Bars Traded 17960 8113 9847 17960 8113 9847
Profit Streak 596.9702 0 600.5535 596.9702 0 600.5535
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481304 330571 -444792 -64493 -66886 -203160
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578945600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759857421840,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.44
        }
    }
}
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": [
        [
            302725.4547711342,
            246919.0198632385,
            55806.4349078954,
            467554.949927639,
            300854.7368580586,
            166700.2130695803
        ],
        [
            302.725455,
            246.91902,
            55.806435,
            467.55495,
            300.854737,
            166.700213
        ],
        [
            0.201817,
            0.164613,
            0.037204,
            0.115812,
            0.092605,
            0.065418
        ],
        [
            106.291276,
            106.291276,
            106.291276,
            106.291276,
            106.291276,
            106.291276
        ],
        [
            -110703,
            -81360,
            -67151,
            -214587,
            -204262,
            -186732
        ],
        [
            1.210122,
            1.3776,
            1.070929,
            1.169861,
            1.23187,
            1.114567
        ],
        [
            1573,
            786,
            787,
            1573,
            786,
            787
        ],
        [
            1164,
            603,
            561,
            1164,
            603,
            561
        ],
        [
            409,
            183,
            226,
            409,
            183,
            226
        ],
        [
            73.998729,
            76.717557,
            71.283355,
            73.998729,
            76.717557,
            71.283355
        ],
        [
            0.425206,
            0.418078,
            0.431426,
            0.41106,
            0.373851,
            0.449005
        ],
        [
            12612,
            11556,
            12612,
            55954,
            23376,
            55954
        ],
        [
            -42715,
            -42715,
            -37063,
            -104623,
            -86608,
            -104623
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            17960,
            8113,
            9847,
            17960,
            8113,
            9847
        ],
        [
            596.97016,
            0,
            600.553493,
            596.97016,
            0,
            600.553493
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481304,
            330571,
            -444792,
            -64493,
            -66886,
            -203160
        ]
    ]
}
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": 1578945600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759857421840,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.44
        }
    }
}

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)