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Trade: XMR/USDT/60/HL2/MIDPRICE/4789

Strategy
XMR/USDT/60/HL2/MIDPRICE/4789
Pair
XMR_USDT
Interval
1h
Score
494244
Daily Profit
0.241713
Profit Factor
1.786010
Profitability
73.437500
Streak
590.161114
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 09:52
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 110965.8036 52392.3365 58573.4671 174183.6816 61059.2424 113124.4392
Total P&L (%) 110.9658 52.3923 58.5735 174.1837 61.0592 113.1244
Avg Daily Profit (%) 0.2417 0.1141 0.1276 0.2199 0.1039 0.165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22913 -15589 -22913 -37713 -37713 -31644
Profit Factor 1.786 1.7402 1.832 1.8635 1.547 2.2555
Total Trades 384 192 192 384 192 192
Winning Trades 282 141 141 282 141 141
Losing Trades 102 51 51 102 51 51
Profitability (%) 73.4375 73.4375 73.4375 73.4375 73.4375 73.4375
Ratio Avg Win / Avg Loss 0.646 0.6294 0.6627 0.674 0.5596 0.8158
Largest Winning Trade 11154 11154 10667 28642 12698 28642
Largest Losing Trade -22913 -12691 -22913 -37713 -37713 -31644
Avg Bars in Trades 27 27 26 27 27 26
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 58 57 58 58 57 58
Bars Traded 10474 5303 5171 10474 5303 5171
Profit Streak 590.1611 0 604.2444 590.1611 0 604.2444
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494244 -38291 -18400 492929 -51979 474761

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": 1669402800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758869520235,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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": [
        [
            110965.803573348,
            52392.3364611665,
            58573.4671121816,
            174183.6816112471,
            61059.2424462351,
            113124.439165012
        ],
        [
            110.965804,
            52.392336,
            58.573467,
            174.183682,
            61.059242,
            113.124439
        ],
        [
            0.241713,
            0.114125,
            0.127589,
            0.219948,
            0.103871,
            0.164967
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22913,
            -15589,
            -22913,
            -37713,
            -37713,
            -31644
        ],
        [
            1.78601,
            1.740227,
            1.832041,
            1.863482,
            1.547032,
            2.255497
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            73.4375,
            73.4375,
            73.4375,
            73.4375,
            73.4375,
            73.4375
        ],
        [
            0.646004,
            0.629444,
            0.662653,
            0.674025,
            0.559565,
            0.815818
        ],
        [
            11154,
            11154,
            10667,
            28642,
            12698,
            28642
        ],
        [
            -22913,
            -12691,
            -22913,
            -37713,
            -37713,
            -31644
        ],
        [
            27,
            27,
            26,
            27,
            27,
            26
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            58,
            57,
            58,
            58,
            57,
            58
        ],
        [
            10474,
            5303,
            5171,
            10474,
            5303,
            5171
        ],
        [
            590.161114,
            0,
            604.244447,
            590.161114,
            0,
            604.244447
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494244,
            -38291,
            -18400,
            492929,
            -51979,
            474761
        ]
    ]
}
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": 1669402800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758869520235,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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)