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Trade: XMR/USDT/60/BBM/MIDPOINT/2244

Strategy
XMR/USDT/60/BBM/MIDPOINT/2244
Pair
XMR_USDT
Interval
1h
Score
333685
Daily Profit
0.166632
Profit Factor
1.467878
Profitability
61.250000
Streak
605.405697
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 15:44
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76497.221 41881.7012 34615.5198 79294.4638 40209.3696 39085.0943
Total P&L (%) 76.4972 41.8817 34.6155 79.2945 40.2094 39.0851
Avg Daily Profit (%) 0.1666 0.0912 0.0754 0.1273 0.0736 0.0719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29852 -14534 -27728 -30160 -16275 -27894
Profit Factor 1.4679 1.5018 1.4325 1.4239 1.4297 1.4181
Total Trades 160 80 80 160 80 80
Winning Trades 98 50 48 98 50 48
Losing Trades 62 30 32 62 30 32
Profitability (%) 61.25 62.5 60 61.25 62.5 60
Ratio Avg Win / Avg Loss 0.9287 0.9011 0.955 0.9008 0.8578 0.9454
Largest Winning Trade 32208 28162 32208 41570 28669 41570
Largest Losing Trade -24673 -14147 -24673 -25500 -13854 -25500
Avg Bars in Trades 66 65 68 66 65 68
Avg Bars in Winners 60 59 60 60 59 60
Avg Bars in Losers 77 74 79 77 74 79
Bars Traded 10684 5212 5472 10684 5212 5472
Profit Streak 605.4057 637.739 605.4057 605.4057 637.739 605.4057
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333685 -90530 -113809 -21460 -114566 -118183
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669255200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760100252244,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 4.89563
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    }
}
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": [
        [
            76497.2210115551,
            41881.7012362949,
            34615.5197752602,
            79294.4638436614,
            40209.3695919854,
            39085.0942516761
        ],
        [
            76.497221,
            41.881701,
            34.61552,
            79.294464,
            40.20937,
            39.085094
        ],
        [
            0.166632,
            0.09123,
            0.075402,
            0.127261,
            0.073645,
            0.07189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29852,
            -14534,
            -27728,
            -30160,
            -16275,
            -27894
        ],
        [
            1.467878,
            1.501795,
            1.432507,
            1.423903,
            1.429676,
            1.418124
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            61.25,
            62.5,
            60,
            61.25,
            62.5,
            60
        ],
        [
            0.928657,
            0.901077,
            0.955005,
            0.900837,
            0.857805,
            0.945416
        ],
        [
            32208,
            28162,
            32208,
            41570,
            28669,
            41570
        ],
        [
            -24673,
            -14147,
            -24673,
            -25500,
            -13854,
            -25500
        ],
        [
            66,
            65,
            68,
            66,
            65,
            68
        ],
        [
            60,
            59,
            60,
            60,
            59,
            60
        ],
        [
            77,
            74,
            79,
            77,
            74,
            79
        ],
        [
            10684,
            5212,
            5472,
            10684,
            5212,
            5472
        ],
        [
            605.405697,
            637.73903,
            605.405697,
            605.405697,
            637.739031,
            605.405697
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333685,
            -90530,
            -113809,
            -21460,
            -114566,
            -118183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669255200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760100252244,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 4.89563
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "offset": 0
        }
    }
}

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)