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Trade: XMR/USDT/60/HL2/MIDPRICE/9385

Strategy
XMR/USDT/60/HL2/MIDPRICE/9385
Pair
XMR_USDT
Interval
1h
Score
424074
Daily Profit
0.155809
Profit Factor
1.523043
Profitability
74.698795
Streak
591.048294
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 10:09
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 71528.6982 30748.4668 40780.2314 85379.1945 23195.404 62183.7905
Total P&L (%) 71.5287 30.7485 40.7802 85.3792 23.1954 62.1838
Avg Daily Profit (%) 0.1558 0.067 0.0888 0.1345 0.0454 0.1054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24554 -16135 -21173 -34975 -34975 -25186
Profit Factor 1.523 1.4266 1.6306 1.4917 1.2337 1.8362
Total Trades 332 166 166 332 166 166
Winning Trades 248 122 126 248 122 126
Losing Trades 84 44 40 84 44 40
Profitability (%) 74.6988 73.494 75.9036 74.6988 73.494 75.9036
Ratio Avg Win / Avg Loss 0.5159 0.5145 0.5176 0.5053 0.4449 0.5829
Largest Winning Trade 10889 10889 10451 20511 11481 20511
Largest Losing Trade -21173 -16135 -21173 -34975 -34975 -25186
Avg Bars in Trades 31 31 30 31 31 30
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 66 61 72 66 61 72
Bars Traded 10304 5268 5036 10304 5268 5036
Profit Streak 591.0483 0 607.2566 591.0483 0 607.2566
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424074 -104761 -71969 -9074 -136359 -47863
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129772658,
    "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": 239,
            "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": [
        [
            71528.6981748211,
            30748.4667866661,
            40780.2313881551,
            85379.1945283982,
            23195.4040307534,
            62183.7904976448
        ],
        [
            71.528698,
            30.748467,
            40.780231,
            85.379195,
            23.195404,
            62.18379
        ],
        [
            0.155809,
            0.066978,
            0.08883,
            0.13454,
            0.045449,
            0.105388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24554,
            -16135,
            -21173,
            -34975,
            -34975,
            -25186
        ],
        [
            1.523043,
            1.426561,
            1.630586,
            1.491719,
            1.233653,
            1.836241
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            248,
            122,
            126,
            248,
            122,
            126
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            74.698795,
            73.493976,
            75.903614,
            74.698795,
            73.493976,
            75.903614
        ],
        [
            0.515869,
            0.514498,
            0.517646,
            0.50526,
            0.444924,
            0.582934
        ],
        [
            10889,
            10889,
            10451,
            20511,
            11481,
            20511
        ],
        [
            -21173,
            -16135,
            -21173,
            -34975,
            -34975,
            -25186
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            66,
            61,
            72,
            66,
            61,
            72
        ],
        [
            10304,
            5268,
            5036,
            10304,
            5268,
            5036
        ],
        [
            591.048294,
            0,
            607.256628,
            591.048295,
            0,
            607.256628
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424074,
            -104761,
            -71969,
            -9074,
            -136359,
            -47863
        ]
    ]
}
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129772658,
    "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": 239,
            "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)