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Trade: XMR/USDT/60/KCU/SINWMA/3788

Strategy
XMR/USDT/60/KCU/SINWMA/3788
Pair
XMR_USDT
Interval
1h
Score
469631
Daily Profit
0.233796
Profit Factor
1.960774
Profitability
79.032258
Streak
596.747705
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 05:56
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 107330.9495 50323.5558 57007.3937 162034.2391 62055.229 99979.0101
Total P&L (%) 107.3309 50.3236 57.0074 162.0342 62.0552 99.979
Avg Daily Profit (%) 0.2338 0.1096 0.1242 0.2101 0.1052 0.1511
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21597 -14406 -21597 -45412 -43167 -45412
Profit Factor 1.9608 2.3316 1.7712 1.7275 1.7444 1.7174
Total Trades 124 62 62 124 62 62
Winning Trades 98 49 49 98 49 49
Losing Trades 26 13 13 26 13 13
Profitability (%) 79.0323 79.0323 79.0323 79.0323 79.0323 79.0323
Ratio Avg Win / Avg Loss 0.5202 0.6186 0.4699 0.4583 0.4628 0.4556
Largest Winning Trade 13806 7283 13806 36350 14706 36350
Largest Losing Trade -21597 -14406 -21597 -45412 -43167 -45412
Avg Bars in Trades 84 49 119 84 49 119
Avg Bars in Winners 57 36 78 57 36 78
Avg Bars in Losers 187 98 275 187 98 275
Bars Traded 10482 3064 7418 10482 3064 7418
Profit Streak 596.7477 0 603.2477 596.7477 0 603.2477
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469631 -197480 -177745 446121 -203701 -142543
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": 1759287401742,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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": [
        [
            107330.9494835247,
            50323.5557889963,
            57007.3936945284,
            162034.2390842861,
            62055.2290082007,
            99979.0100760853
        ],
        [
            107.330949,
            50.323556,
            57.007394,
            162.034239,
            62.055229,
            99.97901
        ],
        [
            0.233796,
            0.109618,
            0.124177,
            0.210054,
            0.105215,
            0.151077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21597,
            -14406,
            -21597,
            -45412,
            -43167,
            -45412
        ],
        [
            1.960774,
            2.33156,
            1.771203,
            1.727514,
            1.744387,
            1.717421
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            79.032258,
            79.032258,
            79.032258,
            79.032258,
            79.032258,
            79.032258
        ],
        [
            0.520205,
            0.618577,
            0.469911,
            0.45832,
            0.462797,
            0.455642
        ],
        [
            13806,
            7283,
            13806,
            36350,
            14706,
            36350
        ],
        [
            -21597,
            -14406,
            -21597,
            -45412,
            -43167,
            -45412
        ],
        [
            84,
            49,
            119,
            84,
            49,
            119
        ],
        [
            57,
            36,
            78,
            57,
            36,
            78
        ],
        [
            187,
            98,
            275,
            187,
            98,
            275
        ],
        [
            10482,
            3064,
            7418,
            10482,
            3064,
            7418
        ],
        [
            596.747705,
            0,
            603.247705,
            596.747705,
            0,
            603.247705
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469631,
            -197480,
            -177745,
            446121,
            -203701,
            -142543
        ]
    ]
}
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": 1759287401742,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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)