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Trade: XMR/USDT/60/OHLC4/RMA/8840

Strategy
XMR/USDT/60/OHLC4/RMA/8840
Pair
XMR_USDT
Interval
1h
Score
501398
Daily Profit
0.165598
Profit Factor
1.697101
Profitability
73.708920
Streak
600.853189
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 18:28
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 82521.843 49459.9383 33061.9047 113742.0046 62210.5036 51531.501
Total P&L (%) 82.5218 49.4599 33.0619 113.742 62.2105 51.5315
Avg Daily Profit (%) 0.1798 0.1077 0.072 0.1656 0.1054 0.0906
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22813 -11745 -17633 -29572 -17481 -22316
Profit Factor 1.6288 1.8856 1.4386 1.6971 1.882 1.5563
Total Trades 426 213 213 426 213 213
Winning Trades 314 163 151 314 163 151
Losing Trades 112 50 62 112 50 62
Profitability (%) 73.7089 76.5258 70.892 73.7089 76.5258 70.892
Ratio Avg Win / Avg Loss 0.581 0.5784 0.5907 0.6053 0.5773 0.639
Largest Winning Trade 9962 3948 9962 19364 5815 19364
Largest Losing Trade -16883 -8676 -16883 -21443 -13231 -21443
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 10 9 12 10 9 12
Avg Bars in Losers 62 66 59 62 66 59
Bars Traded 10445 4914 5531 10445 4914 5531
Profit Streak 600.8532 621.8532 600.8532 600.8532 621.8532 600.8532
Trades During Streak 4 11 2 4 11 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501012 -44489 -96618 501398 -46996 -69548

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": 1669165200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900515549,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 122,
            "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": [
        [
            82521.8430489984,
            49459.9383377911,
            33061.9047112072,
            113742.0045562517,
            62210.5035609617,
            51531.50099529
        ],
        [
            82.521843,
            49.459938,
            33.061905,
            113.742005,
            62.210504,
            51.531501
        ],
        [
            0.179755,
            0.107737,
            0.072018,
            0.165598,
            0.105424,
            0.090575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22813,
            -11745,
            -17633,
            -29572,
            -17481,
            -22316
        ],
        [
            1.628846,
            1.885571,
            1.438623,
            1.697101,
            1.882011,
            1.556305
        ],
        [
            426,
            213,
            213,
            426,
            213,
            213
        ],
        [
            314,
            163,
            151,
            314,
            163,
            151
        ],
        [
            112,
            50,
            62,
            112,
            50,
            62
        ],
        [
            73.70892,
            76.525822,
            70.892019,
            73.70892,
            76.525822,
            70.892019
        ],
        [
            0.580989,
            0.578396,
            0.590693,
            0.605335,
            0.577304,
            0.639012
        ],
        [
            9962,
            3948,
            9962,
            19364,
            5815,
            19364
        ],
        [
            -16883,
            -8676,
            -16883,
            -21443,
            -13231,
            -21443
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            62,
            66,
            59,
            62,
            66,
            59
        ],
        [
            10445,
            4914,
            5531,
            10445,
            4914,
            5531
        ],
        [
            600.853189,
            621.853189,
            600.853189,
            600.853189,
            621.853189,
            600.853189
        ],
        [
            4,
            11,
            2,
            4,
            11,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501012,
            -44489,
            -96618,
            501398,
            -46996,
            -69548
        ]
    ]
}
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": 1669165200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900515549,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 122,
            "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)