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Trade: XMR/USDT/60/KCB/HILO/6568

Strategy
XMR/USDT/60/KCB/HILO/6568
Pair
XMR_USDT
Interval
1h
Score
537894
Daily Profit
0.268486
Profit Factor
1.321076
Profitability
71.302149
Streak
598.218615
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 23:14
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 123256.4628 63710.798 59545.6648 197153.966 70122.2557 127031.7103
Total P&L (%) 123.2565 63.7108 59.5457 197.154 70.1223 127.0317
Avg Daily Profit (%) 0.2685 0.1388 0.1297 0.2375 0.1158 0.1788
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26821 -23698 -17897 -86234 -79102 -23737
Profit Factor 1.3211 1.3178 1.3247 1.3016 1.1913 1.4425
Total Trades 791 395 396 791 395 396
Winning Trades 564 284 280 564 284 280
Losing Trades 227 111 116 227 111 116
Profitability (%) 71.3021 71.8987 70.7071 71.3021 71.8987 70.7071
Ratio Avg Win / Avg Loss 0.5317 0.515 0.5488 0.5239 0.4656 0.5976
Largest Winning Trade 10667 4176 10667 31870 10207 31870
Largest Losing Trade -23698 -23698 -16184 -78354 -78354 -20854
Avg Bars in Trades 13 11 16 13 11 16
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 27 21 33 27 21 33
Bars Traded 10974 4577 6397 10974 4577 6397
Profit Streak 598.2186 598.2186 601.1353 598.2186 598.2186 601.1353
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537894 -4564 -16881 524082 -45343 426181
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": 1759868088337,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 4
        }
    },
    "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": [
        [
            123256.4628069404,
            63710.7980242552,
            59545.6647826851,
            197153.9659811299,
            70122.2557127918,
            127031.7102683379
        ],
        [
            123.256463,
            63.710798,
            59.545665,
            197.153966,
            70.122256,
            127.03171
        ],
        [
            0.268486,
            0.138779,
            0.129707,
            0.237513,
            0.115809,
            0.17876
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26821,
            -23698,
            -17897,
            -86234,
            -79102,
            -23737
        ],
        [
            1.321076,
            1.317759,
            1.324701,
            1.301612,
            1.191296,
            1.44246
        ],
        [
            791,
            395,
            396,
            791,
            395,
            396
        ],
        [
            564,
            284,
            280,
            564,
            284,
            280
        ],
        [
            227,
            111,
            116,
            227,
            111,
            116
        ],
        [
            71.302149,
            71.898734,
            70.707071,
            71.302149,
            71.898734,
            70.707071
        ],
        [
            0.53171,
            0.51504,
            0.548805,
            0.523876,
            0.465612,
            0.597591
        ],
        [
            10667,
            4176,
            10667,
            31870,
            10207,
            31870
        ],
        [
            -23698,
            -23698,
            -16184,
            -78354,
            -78354,
            -20854
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            27,
            21,
            33,
            27,
            21,
            33
        ],
        [
            10974,
            4577,
            6397,
            10974,
            4577,
            6397
        ],
        [
            598.218615,
            598.218615,
            601.135281,
            598.218615,
            598.218615,
            601.135282
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537894,
            -4564,
            -16881,
            524082,
            -45343,
            426181
        ]
    ]
}
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": 1759868088337,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 4
        }
    },
    "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)