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Trade: XMR/USDT/60/KCL/RMA/6428

Strategy
XMR/USDT/60/KCL/RMA/6428
Pair
XMR_USDT
Interval
1h
Score
484470
Daily Profit
0.203396
Profit Factor
2.103913
Profitability
82.191781
Streak
619.920083
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 03:04
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 93374.9424 54547.026 38827.9164 138707.5683 70186.5146 68521.0537
Total P&L (%) 93.3749 54.547 38.8279 138.7076 70.1865 68.5211
Avg Daily Profit (%) 0.2034 0.1188 0.0846 0.1897 0.1159 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29016 -15981 -20248 -51671 -27699 -34635
Profit Factor 2.1039 2.4426 1.8301 2.0722 2.1111 2.0351
Total Trades 146 73 73 146 73 73
Winning Trades 120 61 59 120 61 59
Losing Trades 26 12 14 26 12 14
Profitability (%) 82.1918 83.5616 80.8219 82.1918 83.5616 80.8219
Ratio Avg Win / Avg Loss 0.4558 0.4805 0.4343 0.449 0.4153 0.4829
Largest Winning Trade 6262 5826 6262 14067 8328 14067
Largest Losing Trade -15496 -12324 -15496 -27378 -19576 -27378
Avg Bars in Trades 71 82 60 71 82 60
Avg Bars in Winners 32 34 29 32 34 29
Avg Bars in Losers 252 328 187 252 328 187
Bars Traded 10443 6055 4388 10443 6055 4388
Profit Streak 619.9201 0 679.3784 619.9201 0 679.3784
Trades During Streak 1 0 16 1 0 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484470 -101745 -148636 478055 -105258 -107122
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": 1669370400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759795495140,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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": [
        [
            93374.9424045632,
            54547.0260020685,
            38827.9164024947,
            138707.5683042217,
            70186.5145869119,
            68521.0537173098
        ],
        [
            93.374942,
            54.547026,
            38.827916,
            138.707568,
            70.186515,
            68.521054
        ],
        [
            0.203396,
            0.118818,
            0.084578,
            0.189704,
            0.115891,
            0.113746
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29016,
            -15981,
            -20248,
            -51671,
            -27699,
            -34635
        ],
        [
            2.103913,
            2.442605,
            1.830118,
            2.072223,
            2.111108,
            2.035118
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            82.191781,
            83.561644,
            80.821918,
            82.191781,
            83.561644,
            80.821918
        ],
        [
            0.455848,
            0.480512,
            0.434265,
            0.448982,
            0.4153,
            0.482909
        ],
        [
            6262,
            5826,
            6262,
            14067,
            8328,
            14067
        ],
        [
            -15496,
            -12324,
            -15496,
            -27378,
            -19576,
            -27378
        ],
        [
            71,
            82,
            60,
            71,
            82,
            60
        ],
        [
            32,
            34,
            29,
            32,
            34,
            29
        ],
        [
            252,
            328,
            187,
            252,
            328,
            187
        ],
        [
            10443,
            6055,
            4388,
            10443,
            6055,
            4388
        ],
        [
            619.920083,
            0,
            679.378416,
            619.920083,
            0,
            679.378416
        ],
        [
            1,
            0,
            16,
            1,
            0,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484470,
            -101745,
            -148636,
            478055,
            -105258,
            -107122
        ]
    ]
}
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": 1669370400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759795495140,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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)