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Trade: XMR/USDT/60/JMA/MIDPRICE/7664

Strategy
XMR/USDT/60/JMA/MIDPRICE/7664
Pair
XMR_USDT
Interval
1h
Score
325475
Daily Profit
0.168657
Profit Factor
1.437895
Profitability
55.345912
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 15:36
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 77426.8291 39648.8431 37777.986 83177.9794 45177.2209 38000.7585
Total P&L (%) 77.4268 39.6488 37.778 83.178 45.1772 38.0008
Avg Daily Profit (%) 0.1687 0.0864 0.0823 0.1319 0.0812 0.0702
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40598 -13242 -30719 -48703 -15599 -38425
Profit Factor 1.4379 1.5266 1.3721 1.4265 1.5387 1.3419
Total Trades 159 79 80 159 79 80
Winning Trades 88 46 42 88 46 42
Losing Trades 71 33 38 71 33 38
Profitability (%) 55.3459 58.2278 52.5 55.3459 58.2278 52.5
Ratio Avg Win / Avg Loss 1.1601 1.0952 1.2414 1.1509 1.1038 1.2141
Largest Winning Trade 37322 15991 37322 41249 24270 41249
Largest Losing Trade -21179 -9781 -21179 -28474 -15599 -28474
Avg Bars in Trades 68 65 71 68 65 71
Avg Bars in Winners 68 67 69 68 67 69
Avg Bars in Losers 68 62 73 68 62 73
Bars Traded 10876 5188 5688 10876 5188 5688
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325475 -104815 -104878 -15274 -111089 -121186
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759667793402,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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": [
        [
            77426.8291324972,
            39648.8430881331,
            37777.9860443641,
            83177.9794142836,
            45177.2208886862,
            38000.7585255974
        ],
        [
            77.426829,
            39.648843,
            37.777986,
            83.177979,
            45.177221,
            38.000759
        ],
        [
            0.168657,
            0.086366,
            0.082291,
            0.131935,
            0.081236,
            0.070184
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40598,
            -13242,
            -30719,
            -48703,
            -15599,
            -38425
        ],
        [
            1.437895,
            1.526575,
            1.372122,
            1.4265,
            1.538663,
            1.34187
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            55.345912,
            58.227848,
            52.5,
            55.345912,
            58.227848,
            52.5
        ],
        [
            1.16012,
            1.095151,
            1.241444,
            1.150926,
            1.103823,
            1.214073
        ],
        [
            37322,
            15991,
            37322,
            41249,
            24270,
            41249
        ],
        [
            -21179,
            -9781,
            -21179,
            -28474,
            -15599,
            -28474
        ],
        [
            68,
            65,
            71,
            68,
            65,
            71
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            68,
            62,
            73,
            68,
            62,
            73
        ],
        [
            10876,
            5188,
            5688,
            10876,
            5188,
            5688
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325475,
            -104815,
            -104878,
            -15274,
            -111089,
            -121186
        ]
    ]
}
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759667793402,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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)