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Trade: XMR/USDT/60/EMA/SSF/6610

Strategy
XMR/USDT/60/EMA/SSF/6610
Pair
XMR_USDT
Interval
1h
Score
401268
Daily Profit
0.181034
Profit Factor
1.680379
Profitability
61.764706
Streak
595.191450
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 21:35
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 83108.9754 40534.1964 42574.7791 104356.1768 33019.1556 71337.0212
Total P&L (%) 83.109 40.5342 42.5748 104.3562 33.0192 71.337
Avg Daily Profit (%) 0.181 0.0883 0.0927 0.1558 0.0622 0.1174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26921 -24356 -14510 -71812 -64807 -24668
Profit Factor 1.6804 1.575 1.8242 1.4593 1.2352 1.8222
Total Trades 102 51 51 102 51 51
Winning Trades 63 32 31 63 32 31
Losing Trades 39 19 20 39 19 20
Profitability (%) 61.7647 62.7451 60.7843 61.7647 62.7451 60.7843
Ratio Avg Win / Avg Loss 1.0402 0.9352 1.1769 0.9034 0.7334 1.1756
Largest Winning Trade 10496 9553 10496 18350 16293 18350
Largest Losing Trade -24356 -24356 -14510 -64807 -64807 -24668
Avg Bars in Trades 104 102 106 104 102 106
Avg Bars in Winners 80 83 78 80 83 78
Avg Bars in Losers 143 134 150 143 134 150
Bars Traded 10668 5219 5449 10668 5219 5449
Profit Streak 595.1915 0 604.8165 595.1915 0 604.8165
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401268 -256326 -247636 296977 -293902 -212819

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": 1669327200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758911741298,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 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": [
        [
            83108.975437177,
            40534.1963566985,
            42574.7790804785,
            104356.1768438597,
            33019.155637785,
            71337.0212060746
        ],
        [
            83.108975,
            40.534196,
            42.574779,
            104.356177,
            33.019156,
            71.337021
        ],
        [
            0.181034,
            0.088294,
            0.092739,
            0.155801,
            0.06217,
            0.11736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26921,
            -24356,
            -14510,
            -71812,
            -64807,
            -24668
        ],
        [
            1.680379,
            1.574989,
            1.824208,
            1.459348,
            1.23515,
            1.822178
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            61.764706,
            62.745098,
            60.784314,
            61.764706,
            62.745098,
            60.784314
        ],
        [
            1.040235,
            0.93515,
            1.176908,
            0.903406,
            0.73337,
            1.175599
        ],
        [
            10496,
            9553,
            10496,
            18350,
            16293,
            18350
        ],
        [
            -24356,
            -24356,
            -14510,
            -64807,
            -64807,
            -24668
        ],
        [
            104,
            102,
            106,
            104,
            102,
            106
        ],
        [
            80,
            83,
            78,
            80,
            83,
            78
        ],
        [
            143,
            134,
            150,
            143,
            134,
            150
        ],
        [
            10668,
            5219,
            5449,
            10668,
            5219,
            5449
        ],
        [
            595.19145,
            0,
            604.81645,
            595.19145,
            0,
            604.81645
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401268,
            -256326,
            -247636,
            296977,
            -293902,
            -212819
        ]
    ]
}
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": 1669327200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758911741298,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 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)