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Trade: XMR/USDT/60/OHLC4/ZLMA/2416

Strategy
XMR/USDT/60/OHLC4/ZLMA/2416
Pair
XMR_USDT
Interval
1h
Score
471477
Daily Profit
0.160101
Profit Factor
1.260116
Profitability
68.832891
Streak
586.574402
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 04:47
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 73499.2811 34268.9378 39230.3433 90911.3718 29519.0756 61392.2962
Total P&L (%) 73.4993 34.2689 39.2303 90.9114 29.5191 61.3923
Avg Daily Profit (%) 0.1601 0.0746 0.0855 0.141 0.0564 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34048 -25233 -26253 -34084 -27792 -25695
Profit Factor 1.2601 1.2462 1.2736 1.3011 1.19 1.4188
Total Trades 754 377 377 754 377 377
Winning Trades 519 261 258 519 261 258
Losing Trades 235 116 119 235 116 119
Profitability (%) 68.8329 69.2308 68.435 68.8329 69.2308 68.435
Ratio Avg Win / Avg Loss 0.5706 0.5539 0.5875 0.5891 0.5289 0.6544
Largest Winning Trade 10667 3797 10667 18612 4337 18612
Largest Losing Trade -11993 -9450 -11993 -18248 -18248 -10237
Avg Bars in Trades 14 13 14 14 13 14
Avg Bars in Winners 7 8 7 7 8 7
Avg Bars in Losers 28 25 31 28 25 31
Bars Traded 10795 5214 5581 10795 5214 5581
Profit Streak 586.5744 586.5744 589.9077 586.5744 586.5744 589.9077
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471477 -93637 -78217 43222 -129722 -50457

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": 1669230000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758937628386,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "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": [
        [
            73499.2811401077,
            34268.9377994182,
            39230.3433406896,
            90911.3718405287,
            29519.0756244391,
            61392.2962160897
        ],
        [
            73.499281,
            34.268938,
            39.230343,
            90.911372,
            29.519076,
            61.392296
        ],
        [
            0.160101,
            0.074647,
            0.085454,
            0.140955,
            0.056359,
            0.104321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34048,
            -25233,
            -26253,
            -34084,
            -27792,
            -25695
        ],
        [
            1.260116,
            1.246186,
            1.273641,
            1.301085,
            1.190004,
            1.418817
        ],
        [
            754,
            377,
            377,
            754,
            377,
            377
        ],
        [
            519,
            261,
            258,
            519,
            261,
            258
        ],
        [
            235,
            116,
            119,
            235,
            116,
            119
        ],
        [
            68.832891,
            69.230769,
            68.435013,
            68.832891,
            69.230769,
            68.435013
        ],
        [
            0.570573,
            0.553861,
            0.587455,
            0.589123,
            0.528891,
            0.654416
        ],
        [
            10667,
            3797,
            10667,
            18612,
            4337,
            18612
        ],
        [
            -11993,
            -9450,
            -11993,
            -18248,
            -18248,
            -10237
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            10795,
            5214,
            5581,
            10795,
            5214,
            5581
        ],
        [
            586.574402,
            586.574402,
            589.907736,
            586.574403,
            586.574403,
            589.907736
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471477,
            -93637,
            -78217,
            43222,
            -129722,
            -50457
        ]
    ]
}
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": 1669230000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758937628386,
    "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": "zlma",
        "factors": {
            "length": 140,
            "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)