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Trade: XMR/USDT/60/OHLC4/SSF/5108

Strategy
XMR/USDT/60/OHLC4/SSF/5108
Pair
XMR_USDT
Interval
1h
Score
421704
Daily Profit
0.168797
Profit Factor
1.398069
Profitability
75.625000
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 10:09
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 77491.3885 41238.2094 36253.1791 90923.5113 32378.8744 58544.6369
Total P&L (%) 77.4914 41.2382 36.2532 90.9235 32.3789 58.5446
Avg Daily Profit (%) 0.1688 0.0898 0.079 0.141 0.0611 0.1004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27426 -28802 -20278 -72403 -77532 -32356
Profit Factor 1.3981 1.4161 1.3794 1.2696 1.1711 1.3958
Total Trades 480 240 240 480 240 240
Winning Trades 363 181 182 363 181 182
Losing Trades 117 59 58 117 59 58
Profitability (%) 75.625 75.4167 75.8333 75.625 75.4167 75.8333
Ratio Avg Win / Avg Loss 0.4506 0.4616 0.4396 0.4092 0.3817 0.4448
Largest Winning Trade 6292 4814 6292 6914 6914 6909
Largest Losing Trade -27357 -27357 -20278 -72040 -72040 -32356
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 12 12 11 12 12 11
Avg Bars in Losers 56 50 61 56 50 61
Bars Traded 10931 5250 5681 10931 5250 5681
Profit Streak 0 595.1317 0 0 595.1317 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421704 -71652 -87605 -1272 -144156 -57086
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129777935,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            77491.3885106714,
            41238.2094091417,
            36253.1791015298,
            90923.5112745185,
            32378.8743519258,
            58544.6369225927
        ],
        [
            77.491389,
            41.238209,
            36.253179,
            90.923511,
            32.378874,
            58.544637
        ],
        [
            0.168797,
            0.089828,
            0.078969,
            0.140969,
            0.061119,
            0.100439
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27426,
            -28802,
            -20278,
            -72403,
            -77532,
            -32356
        ],
        [
            1.398069,
            1.41605,
            1.379416,
            1.269642,
            1.171055,
            1.395811
        ],
        [
            480,
            240,
            240,
            480,
            240,
            240
        ],
        [
            363,
            181,
            182,
            363,
            181,
            182
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            75.625,
            75.416667,
            75.833333,
            75.625,
            75.416667,
            75.833333
        ],
        [
            0.450617,
            0.461585,
            0.439594,
            0.409224,
            0.381725,
            0.444819
        ],
        [
            6292,
            4814,
            6292,
            6914,
            6914,
            6909
        ],
        [
            -27357,
            -27357,
            -20278,
            -72040,
            -72040,
            -32356
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            56,
            50,
            61,
            56,
            50,
            61
        ],
        [
            10931,
            5250,
            5681,
            10931,
            5250,
            5681
        ],
        [
            0,
            595.131689,
            0,
            0,
            595.131689,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421704,
            -71652,
            -87605,
            -1272,
            -144156,
            -57086
        ]
    ]
}
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": 1668729600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129777935,
    "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": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    }
}

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)