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Trade: XMR/USDT/120/MIDPOINT/KCB/1810

Strategy
XMR/USDT/120/MIDPOINT/KCB/1810
Pair
XMR_USDT
Interval
2h
Score
405240
Daily Profit
0.253412
Profit Factor
1.872063
Profitability
52.777778
Streak
0.000000
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 380118.2033 269968.4023 110149.801 1442004.2132 790177.8758 651826.3374
Total P&L (%) 380.1182 269.9684 110.1498 1442.0042 790.1779 651.8263
Avg Daily Profit (%) 0.2534 0.18 0.0734 0.1825 0.1459 0.1346
Buy And Hold Return (%) 71.3585 71.3585 71.3585 71.3585 71.3585 71.3585
Max Trade Drawdown -59754 -38225 -40338 -834647 -747754 -427612
Profit Factor 1.8721 2.3365 1.471 1.333 1.3427 1.3221
Total Trades 144 72 72 144 72 72
Winning Trades 76 37 39 76 37 39
Losing Trades 68 35 33 68 35 33
Profitability (%) 52.7778 51.3889 54.1667 52.7778 51.3889 54.1667
Ratio Avg Win / Avg Loss 1.675 2.2102 1.2447 1.1927 1.2701 1.1187
Largest Winning Trade 66394 66394 44596 472971 472971 248115
Largest Losing Trade -26103 -22887 -26103 -457678 -457678 -262761
Avg Bars in Trades 120 133 108 120 133 108
Avg Bars in Winners 137 171 106 137 171 106
Avg Bars in Losers 101 93 110 101 93 110
Bars Traded 17403 9610 7793 17403 9610 7793
Profit Streak 0 0 653.6155 0 0 653.6155
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405240 -69793 -181381 320959 -76848 -90414
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580378400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759826775385,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            380118.2032893129,
            269968.402264065,
            110149.8010252478,
            1442004.2131709892,
            790177.8758077449,
            651826.3373632448
        ],
        [
            380.118203,
            269.968402,
            110.149801,
            1442.004213,
            790.177876,
            651.826337
        ],
        [
            0.253412,
            0.179979,
            0.073433,
            0.182544,
            0.145856,
            0.134579
        ],
        [
            71.358452,
            71.358452,
            71.358452,
            71.358452,
            71.358452,
            71.358452
        ],
        [
            -59754,
            -38225,
            -40338,
            -834647,
            -747754,
            -427612
        ],
        [
            1.872063,
            2.336485,
            1.470957,
            1.333047,
            1.342654,
            1.322101
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            52.777778,
            51.388889,
            54.166667,
            52.777778,
            51.388889,
            54.166667
        ],
        [
            1.675004,
            2.210189,
            1.244656,
            1.192727,
            1.270078,
            1.118701
        ],
        [
            66394,
            66394,
            44596,
            472971,
            472971,
            248115
        ],
        [
            -26103,
            -22887,
            -26103,
            -457678,
            -457678,
            -262761
        ],
        [
            120,
            133,
            108,
            120,
            133,
            108
        ],
        [
            137,
            171,
            106,
            137,
            171,
            106
        ],
        [
            101,
            93,
            110,
            101,
            93,
            110
        ],
        [
            17403,
            9610,
            7793,
            17403,
            9610,
            7793
        ],
        [
            0,
            0,
            653.615456,
            0,
            0,
            653.615456
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405240,
            -69793,
            -181381,
            320959,
            -76848,
            -90414
        ]
    ]
}
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": 1580378400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759826775385,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)