← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XMR/USDT/60/HL2/MIDPRICE/9769

Strategy
XMR/USDT/60/HL2/MIDPRICE/9769
Pair
XMR_USDT
Interval
1h
Score
458692
Daily Profit
0.198203
Profit Factor
1.661282
Profitability
74.137931
Streak
604.955475
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 20:55
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 90990.9353 42504.706 48486.2293 124512.0071 41306.8924 83205.1147
Total P&L (%) 90.9909 42.5047 48.4862 124.512 41.3069 83.2051
Avg Daily Profit (%) 0.1982 0.0926 0.1056 0.1763 0.0753 0.132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22913 -16607 -22964 -35643 -35643 -29166
Profit Factor 1.6613 1.6292 1.6923 1.6707 1.4074 1.9877
Total Trades 348 174 174 348 174 174
Winning Trades 258 128 130 258 128 130
Losing Trades 90 46 44 90 46 44
Profitability (%) 74.1379 73.5632 74.7126 74.1379 73.5632 74.7126
Ratio Avg Win / Avg Loss 0.5795 0.5855 0.5728 0.5828 0.5058 0.6728
Largest Winning Trade 11221 11221 10667 24233 12627 24233
Largest Losing Trade -22913 -14177 -22913 -35643 -35643 -29101
Avg Bars in Trades 30 30 29 30 30 29
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 63 62 65 63 62 65
Bars Traded 10473 5256 5217 10473 5256 5217
Profit Streak 604.9555 0 614.2055 604.9555 0 614.2055
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458692 -68404 -48619 452618 -92733 -11446
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": 1669460400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205353081,
    "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": 204,
            "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": [
        [
            90990.9352512066,
            42504.7059718492,
            48486.2292793575,
            124512.007128914,
            41306.8924374849,
            83205.1146914292
        ],
        [
            90.990935,
            42.504706,
            48.486229,
            124.512007,
            41.306892,
            83.205115
        ],
        [
            0.198203,
            0.092587,
            0.105616,
            0.176325,
            0.075345,
            0.131967
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22913,
            -16607,
            -22964,
            -35643,
            -35643,
            -29166
        ],
        [
            1.661282,
            1.62916,
            1.692266,
            1.670741,
            1.407403,
            1.987682
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            258,
            128,
            130,
            258,
            128,
            130
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            74.137931,
            73.563218,
            74.712644,
            74.137931,
            73.563218,
            74.712644
        ],
        [
            0.579517,
            0.585479,
            0.572767,
            0.582816,
            0.505785,
            0.672754
        ],
        [
            11221,
            11221,
            10667,
            24233,
            12627,
            24233
        ],
        [
            -22913,
            -14177,
            -22913,
            -35643,
            -35643,
            -29101
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            63,
            62,
            65,
            63,
            62,
            65
        ],
        [
            10473,
            5256,
            5217,
            10473,
            5256,
            5217
        ],
        [
            604.955475,
            0,
            614.205475,
            604.955475,
            0,
            614.205475
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458692,
            -68404,
            -48619,
            452618,
            -92733,
            -11446
        ]
    ]
}
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": 1669460400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205353081,
    "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": 204,
            "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)