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Trade: XMR/USDT/120/HLC3/BBU/1394

Strategy
XMR/USDT/120/HLC3/BBU/1394
Pair
XMR_USDT
Interval
2h
Score
413076
Daily Profit
0.159285
Profit Factor
1.343132
Profitability
73.459716
Streak
605.444378
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 09:39
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 314588.8943 236879.6195 77709.2748 988480.3448 488147.2619 500333.0829
Total P&L (%) 314.5889 236.8796 77.7093 988.4803 488.1473 500.3331
Avg Daily Profit (%) 0.2097 0.1579 0.0518 0.1593 0.1182 0.1196
Buy And Hold Return (%) 87.9652 87.9652 87.9652 87.9652 87.9652 87.9652
Max Trade Drawdown -64233 -71281 -14845 -869601 -989082 -104565
Profit Factor 2.0596 1.9414 2.7158 1.3431 1.1925 2.4484
Total Trades 211 105 106 211 105 106
Winning Trades 155 83 72 155 83 72
Losing Trades 56 22 34 56 22 34
Profitability (%) 73.4597 79.0476 67.9245 73.4597 79.0476 67.9245
Ratio Avg Win / Avg Loss 0.7441 0.5146 1.2825 0.4853 0.3161 1.1562
Largest Winning Trade 25617 25617 17685 251797 251797 77868
Largest Losing Trade -49436 -49436 -5467 -698640 -698640 -57635
Avg Bars in Trades 83 163 3 83 163 3
Avg Bars in Winners 36 64 2 36 64 2
Avg Bars in Losers 213 534 5 213 534 5
Bars Traded 17516 17147 369 17516 17147 369
Profit Streak 605.4444 605.6944 605.4444 605.4444 605.6944 605.4444
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408475 328992 -282248 413076 -42235 -27107

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579759200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868794223,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.66085
        }
    }
}
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": [
        [
            314588.8943414875,
            236879.6195314186,
            77709.2748100687,
            988480.3448351377,
            488147.2619283489,
            500333.0829067873
        ],
        [
            314.588894,
            236.87962,
            77.709275,
            988.480345,
            488.147262,
            500.333083
        ],
        [
            0.209726,
            0.15792,
            0.051806,
            0.159285,
            0.11819,
            0.119559
        ],
        [
            87.965162,
            87.965162,
            87.965162,
            87.965162,
            87.965162,
            87.965162
        ],
        [
            -64233,
            -71281,
            -14845,
            -869601,
            -989082,
            -104565
        ],
        [
            2.059557,
            1.941431,
            2.715828,
            1.343132,
            1.192539,
            2.448357
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            155,
            83,
            72,
            155,
            83,
            72
        ],
        [
            56,
            22,
            34,
            56,
            22,
            34
        ],
        [
            73.459716,
            79.047619,
            67.924528,
            73.459716,
            79.047619,
            67.924528
        ],
        [
            0.744098,
            0.514596,
            1.282474,
            0.485261,
            0.316095,
            1.156168
        ],
        [
            25617,
            25617,
            17685,
            251797,
            251797,
            77868
        ],
        [
            -49436,
            -49436,
            -5467,
            -698640,
            -698640,
            -57635
        ],
        [
            83,
            163,
            3,
            83,
            163,
            3
        ],
        [
            36,
            64,
            2,
            36,
            64,
            2
        ],
        [
            213,
            534,
            5,
            213,
            534,
            5
        ],
        [
            17516,
            17147,
            369,
            17516,
            17147,
            369
        ],
        [
            605.444377,
            605.694377,
            605.444377,
            605.444378,
            605.694378,
            605.444378
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408475,
            328992,
            -282248,
            413076,
            -42235,
            -27107
        ]
    ]
}
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": 1579759200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868794223,
    "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": "bbu",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.66085
        }
    }
}

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)