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Trade: XMR/USDT/60/ZLMA/MIDPRICE/1893

Strategy
XMR/USDT/60/ZLMA/MIDPRICE/1893
Pair
XMR_USDT
Interval
1h
Score
429497
Daily Profit
0.177871
Profit Factor
1.623044
Profitability
73.275862
Streak
628.614031
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 15:44
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 81656.8489 43240.0354 38416.8135 93307.389 49262.3143 44045.0746
Total P&L (%) 81.6568 43.24 38.4168 93.3074 49.2623 44.0451
Avg Daily Profit (%) 0.1779 0.0942 0.0837 0.1437 0.0873 0.0795
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36139 -17197 -24948 -42817 -21754 -28408
Profit Factor 1.623 1.7831 1.5065 1.6682 1.8177 1.5547
Total Trades 116 58 58 116 58 58
Winning Trades 85 41 44 85 41 44
Losing Trades 31 17 14 31 17 14
Profitability (%) 73.2759 70.6897 75.8621 73.2759 70.6897 75.8621
Ratio Avg Win / Avg Loss 0.5919 0.7393 0.4794 0.6084 0.7537 0.4947
Largest Winning Trade 33314 22062 33314 37962 33516 37962
Largest Losing Trade -21868 -9781 -21868 -24492 -10491 -24492
Avg Bars in Trades 91 78 105 91 78 105
Avg Bars in Winners 63 59 67 63 59 67
Avg Bars in Losers 170 126 223 170 126 223
Bars Traded 10670 4575 6095 10670 4575 6095
Profit Streak 628.614 628.614 628.9057 628.614 628.614 628.9057
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429497 -245733 -260048 120456 -254334 -264791
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": 1669572000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760100252324,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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": [
        [
            81656.8488569637,
            43240.0353617291,
            38416.8134952345,
            93307.3889517979,
            49262.3143078343,
            44045.0746439636
        ],
        [
            81.656849,
            43.240035,
            38.416813,
            93.307389,
            49.262314,
            44.045075
        ],
        [
            0.177871,
            0.094188,
            0.083682,
            0.143675,
            0.087285,
            0.079529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36139,
            -17197,
            -24948,
            -42817,
            -21754,
            -28408
        ],
        [
            1.623044,
            1.783051,
            1.506543,
            1.668175,
            1.817714,
            1.554715
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            73.275862,
            70.689655,
            75.862069,
            73.275862,
            70.689655,
            75.862069
        ],
        [
            0.591934,
            0.739314,
            0.479354,
            0.608393,
            0.753686,
            0.494682
        ],
        [
            33314,
            22062,
            33314,
            37962,
            33516,
            37962
        ],
        [
            -21868,
            -9781,
            -21868,
            -24492,
            -10491,
            -24492
        ],
        [
            91,
            78,
            105,
            91,
            78,
            105
        ],
        [
            63,
            59,
            67,
            63,
            59,
            67
        ],
        [
            170,
            126,
            223,
            170,
            126,
            223
        ],
        [
            10670,
            4575,
            6095,
            10670,
            4575,
            6095
        ],
        [
            628.614031,
            628.614031,
            628.905698,
            628.614031,
            628.614032,
            628.905698
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429497,
            -245733,
            -260048,
            120456,
            -254334,
            -264791
        ]
    ]
}
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": 1669572000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760100252324,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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)