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Trade: XMR/USDT/120/ZLMA/KCU/4204

Strategy
XMR/USDT/120/ZLMA/KCU/4204
Pair
XMR_USDT
Interval
2h
Score
332122
Daily Profit
0.168741
Profit Factor
1.534237
Profitability
72.093023
Streak
622.154495
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-13 00:42
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 253111.1177 217028.1884 36082.9293 366819.2744 238677.1133 128142.1611
Total P&L (%) 253.1111 217.0282 36.0829 366.8193 238.6771 128.1422
Avg Daily Profit (%) 0.1687 0.1447 0.0241 0.1028 0.0814 0.055
Buy And Hold Return (%) 93.2281 93.2281 93.2281 93.2281 93.2281 93.2281
Max Trade Drawdown -54669 -59941 -65457 -245056 -259949 -183557
Profit Factor 1.5342 1.8359 1.1685 1.2526 1.2579 1.2433
Total Trades 215 107 108 215 107 108
Winning Trades 155 86 69 155 86 69
Losing Trades 60 21 39 60 21 39
Profitability (%) 72.093 80.3738 63.8889 72.093 80.3738 63.8889
Ratio Avg Win / Avg Loss 0.5939 0.4483 0.6605 0.4849 0.3072 0.7027
Largest Winning Trade 19557 19557 16111 73057 73057 37884
Largest Losing Trade -47431 -47431 -44294 -209960 -209960 -143821
Avg Bars in Trades 81 128 35 81 128 35
Avg Bars in Winners 41 63 14 41 63 14
Avg Bars in Losers 185 394 73 185 394 73
Bars Traded 17586 13720 3866 17586 13720 3866
Profit Streak 622.1545 622.1545 708.3212 622.1545 622.1545 708.3212
Trades During Streak 7 3 8 7 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332122 49556 -360401 -54543 -84404 -167721
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579996800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760305348354,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 177,
            "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": [
        [
            253111.1177006469,
            217028.1884367614,
            36082.9292638855,
            366819.2744322276,
            238677.1132898353,
            128142.1611423924
        ],
        [
            253.111118,
            217.028188,
            36.082929,
            366.819274,
            238.677113,
            128.142161
        ],
        [
            0.168741,
            0.144685,
            0.024055,
            0.102771,
            0.081358,
            0.055002
        ],
        [
            93.228064,
            93.228064,
            93.228064,
            93.228064,
            93.228064,
            93.228064
        ],
        [
            -54669,
            -59941,
            -65457,
            -245056,
            -259949,
            -183557
        ],
        [
            1.534237,
            1.835854,
            1.168508,
            1.252599,
            1.257903,
            1.24328
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            155,
            86,
            69,
            155,
            86,
            69
        ],
        [
            60,
            21,
            39,
            60,
            21,
            39
        ],
        [
            72.093023,
            80.373832,
            63.888889,
            72.093023,
            80.373832,
            63.888889
        ],
        [
            0.593898,
            0.44829,
            0.660461,
            0.484877,
            0.307162,
            0.702724
        ],
        [
            19557,
            19557,
            16111,
            73057,
            73057,
            37884
        ],
        [
            -47431,
            -47431,
            -44294,
            -209960,
            -209960,
            -143821
        ],
        [
            81,
            128,
            35,
            81,
            128,
            35
        ],
        [
            41,
            63,
            14,
            41,
            63,
            14
        ],
        [
            185,
            394,
            73,
            185,
            394,
            73
        ],
        [
            17586,
            13720,
            3866,
            17586,
            13720,
            3866
        ],
        [
            622.154495,
            622.154495,
            708.321161,
            622.154495,
            622.154495,
            708.321161
        ],
        [
            7,
            3,
            8,
            7,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332122,
            49556,
            -360401,
            -54543,
            -84404,
            -167721
        ]
    ]
}
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": 1579996800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760305348354,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 177,
            "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)