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Trade: XMR/USDT/60/KCB/HILO/4140

Strategy
XMR/USDT/60/KCB/HILO/4140
Pair
XMR_USDT
Interval
1h
Score
497840
Daily Profit
0.206943
Profit Factor
1.222434
Profitability
70.704574
Streak
604.607002
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-14 04:34
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 95003.5702 51243.059 43760.5113 116418.2231 33966.4155 82451.8076
Total P&L (%) 95.0036 51.2431 43.7605 116.4182 33.9664 82.4518
Avg Daily Profit (%) 0.2069 0.1116 0.0953 0.1683 0.0637 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47041 -29769 -18531 -126858 -93380 -38594
Profit Factor 1.2224 1.232 1.2122 1.1641 1.0869 1.2588
Total Trades 809 404 405 809 404 405
Winning Trades 572 290 282 572 290 282
Losing Trades 237 114 123 237 114 123
Profitability (%) 70.7046 71.7822 69.6296 70.7046 71.7822 69.6296
Ratio Avg Win / Avg Loss 0.5065 0.4843 0.5287 0.4823 0.4273 0.549
Largest Winning Trade 10667 4038 10667 29589 9846 29589
Largest Losing Trade -29167 -29167 -16184 -89536 -89536 -24088
Avg Bars in Trades 13 10 16 13 10 16
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 26 19 32 26 19 32
Bars Traded 10974 4428 6545 10974 4428 6545
Profit Streak 604.607 604.607 607.357 604.607 604.607 607.357
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497840 -42098 -64699 -26123 -232349 -14864
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760405645006,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            95003.5702171374,
            51243.0589519296,
            43760.5112652076,
            116418.2230844077,
            33966.4155325882,
            82451.8075518196
        ],
        [
            95.00357,
            51.243059,
            43.760511,
            116.418223,
            33.966416,
            82.451808
        ],
        [
            0.206943,
            0.111621,
            0.095322,
            0.168313,
            0.063717,
            0.131069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47041,
            -29769,
            -18531,
            -126858,
            -93380,
            -38594
        ],
        [
            1.222434,
            1.23199,
            1.212198,
            1.164104,
            1.086911,
            1.258795
        ],
        [
            809,
            404,
            405,
            809,
            404,
            405
        ],
        [
            572,
            290,
            282,
            572,
            290,
            282
        ],
        [
            237,
            114,
            123,
            237,
            114,
            123
        ],
        [
            70.704574,
            71.782178,
            69.62963,
            70.704574,
            71.782178,
            69.62963
        ],
        [
            0.506498,
            0.4843,
            0.528725,
            0.48233,
            0.427269,
            0.549049
        ],
        [
            10667,
            4038,
            10667,
            29589,
            9846,
            29589
        ],
        [
            -29167,
            -29167,
            -16184,
            -89536,
            -89536,
            -24088
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            10974,
            4428,
            6545,
            10974,
            4428,
            6545
        ],
        [
            604.607002,
            604.607002,
            607.357002,
            604.607002,
            604.607002,
            607.357002
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497840,
            -42098,
            -64699,
            -26123,
            -232349,
            -14864
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760405645006,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)