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Trade: XMR/USDT/120/DCM/VWMA/7373

Strategy
XMR/USDT/120/DCM/VWMA/7373
Pair
XMR_USDT
Interval
2h
Score
341619
Daily Profit
0.196018
Profit Factor
1.678672
Profitability
52.307692
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-05 13:43
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294027.3566 223278.0837 70749.2729 524044.4207 389894.7062 134149.7145
Total P&L (%) 294.0274 223.2781 70.7493 524.0444 389.8947 134.1497
Avg Daily Profit (%) 0.196 0.1489 0.0472 0.1221 0.106 0.0567
Buy And Hold Return (%) 67.7739 67.7739 67.7739 67.7739 67.7739 67.7739
Max Trade Drawdown -108877 -57336 -63175 -704179 -340943 -393314
Profit Factor 1.6787 1.9813 1.3439 1.2254 1.3055 1.1279
Total Trades 130 65 65 130 65 65
Winning Trades 68 36 32 68 36 32
Losing Trades 62 29 33 62 29 33
Profitability (%) 52.3077 55.3846 49.2308 52.3077 55.3846 49.2308
Ratio Avg Win / Avg Loss 1.5306 1.596 1.3859 1.1172 1.0516 1.1631
Largest Winning Trade 59995 59995 42368 264908 234351 264908
Largest Losing Trade -30199 -30199 -22789 -269995 -269995 -177911
Avg Bars in Trades 133 151 115 133 151 115
Avg Bars in Winners 169 193 142 169 193 142
Avg Bars in Losers 93 99 88 93 99 88
Bars Traded 17350 9863 7487 17350 9863 7487
Profit Streak 0 0 655.1133 0 0 655.1133
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341619 -124404 -412707 -29258 -183181 -335071
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580479200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759660986525,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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": [
        [
            294027.3565729396,
            223278.0836809342,
            70749.2728920055,
            524044.4207009396,
            389894.7062229272,
            134149.7144780125
        ],
        [
            294.027357,
            223.278084,
            70.749273,
            524.044421,
            389.894706,
            134.149714
        ],
        [
            0.196018,
            0.148852,
            0.047166,
            0.122145,
            0.105991,
            0.056735
        ],
        [
            67.773852,
            67.773852,
            67.773852,
            67.773852,
            67.773852,
            67.773852
        ],
        [
            -108877,
            -57336,
            -63175,
            -704179,
            -340943,
            -393314
        ],
        [
            1.678672,
            1.98128,
            1.343941,
            1.22535,
            1.305463,
            1.127876
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            52.307692,
            55.384615,
            49.230769,
            52.307692,
            55.384615,
            49.230769
        ],
        [
            1.530554,
            1.596031,
            1.385939,
            1.117231,
            1.051623,
            1.163122
        ],
        [
            59995,
            59995,
            42368,
            264908,
            234351,
            264908
        ],
        [
            -30199,
            -30199,
            -22789,
            -269995,
            -269995,
            -177911
        ],
        [
            133,
            151,
            115,
            133,
            151,
            115
        ],
        [
            169,
            193,
            142,
            169,
            193,
            142
        ],
        [
            93,
            99,
            88,
            93,
            99,
            88
        ],
        [
            17350,
            9863,
            7487,
            17350,
            9863,
            7487
        ],
        [
            0,
            0,
            655.11327,
            0,
            0,
            655.11327
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            341619,
            -124404,
            -412707,
            -29258,
            -183181,
            -335071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580479200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759660986525,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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)