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Trade: XMR/USDT/120/HLC3/KCU/5238

Strategy
XMR/USDT/120/HLC3/KCU/5238
Pair
XMR_USDT
Interval
2h
Score
409604
Daily Profit
0.199651
Profit Factor
1.577540
Profitability
75.384615
Streak
613.945931
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-04 21:42
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 299476.8081 246192.841 53283.9671 647778.979 469774.3464 178004.6326
Total P&L (%) 299.4768 246.1928 53.284 647.779 469.7743 178.0046
Avg Daily Profit (%) 0.1997 0.1641 0.0355 0.1342 0.1161 0.0682
Buy And Hold Return (%) 84.8622 84.8622 84.8622 84.8622 84.8622 84.8622
Max Trade Drawdown -106148 -94662 -34348 -1371172 -1312404 -317426
Profit Factor 1.5775 1.6438 1.3914 1.156 1.1463 1.1888
Total Trades 390 195 195 390 195 195
Winning Trades 294 164 130 294 164 130
Losing Trades 96 31 65 96 31 65
Profitability (%) 75.3846 84.1026 66.6667 75.3846 84.1026 66.6667
Ratio Avg Win / Avg Loss 0.5151 0.3107 0.6957 0.3775 0.2167 0.5944
Largest Winning Trade 20865 20865 12878 302408 302408 91248
Largest Losing Trade -52634 -52634 -28469 -616071 -616071 -265789
Avg Bars in Trades 45 85 4 45 85 4
Avg Bars in Winners 25 43 2 25 43 2
Avg Bars in Losers 105 308 9 105 308 9
Bars Traded 17694 16761 933 17694 16761 933
Profit Streak 613.9459 614.1959 613.9459 613.9459 614.1959 613.9459
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409604 362327 -308757 -57786 -94667 -119116
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579096800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759603328475,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            299476.8081133778,
            246192.8410358591,
            53283.9670775187,
            647778.9790175325,
            469774.3464240367,
            178004.6325934975
        ],
        [
            299.476808,
            246.192841,
            53.283967,
            647.778979,
            469.774346,
            178.004633
        ],
        [
            0.199651,
            0.164129,
            0.035523,
            0.134219,
            0.116072,
            0.068188
        ],
        [
            84.862171,
            84.862171,
            84.862171,
            84.862171,
            84.862171,
            84.862171
        ],
        [
            -106148,
            -94662,
            -34348,
            -1371172,
            -1312404,
            -317426
        ],
        [
            1.57754,
            1.643803,
            1.391408,
            1.155955,
            1.146302,
            1.188834
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            294,
            164,
            130,
            294,
            164,
            130
        ],
        [
            96,
            31,
            65,
            96,
            31,
            65
        ],
        [
            75.384615,
            84.102564,
            66.666667,
            75.384615,
            84.102564,
            66.666667
        ],
        [
            0.515115,
            0.310719,
            0.695704,
            0.377455,
            0.216679,
            0.594417
        ],
        [
            20865,
            20865,
            12878,
            302408,
            302408,
            91248
        ],
        [
            -52634,
            -52634,
            -28469,
            -616071,
            -616071,
            -265789
        ],
        [
            45,
            85,
            4,
            45,
            85,
            4
        ],
        [
            25,
            43,
            2,
            25,
            43,
            2
        ],
        [
            105,
            308,
            9,
            105,
            308,
            9
        ],
        [
            17694,
            16761,
            933,
            17694,
            16761,
            933
        ],
        [
            613.945931,
            614.195931,
            613.945931,
            613.945931,
            614.195931,
            613.945931
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409604,
            362327,
            -308757,
            -57786,
            -94667,
            -119116
        ]
    ]
}
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": 1579096800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759603328475,
    "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": "kcu",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)