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Trade: XMR/USDT/120/JMA/DCL/4984

Strategy
XMR/USDT/120/JMA/DCL/4984
Pair
XMR_USDT
Interval
2h
Score
303813
Daily Profit
0.167053
Profit Factor
1.656321
Profitability
47.972973
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-13 00:42
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 250579.4029 209892.4453 40686.9575 383926.6616 282163.7936 101762.868
Total P&L (%) 250.5794 209.8924 40.687 383.9267 282.1638 101.7629
Avg Daily Profit (%) 0.1671 0.1399 0.0271 0.1052 0.0894 0.0468
Buy And Hold Return (%) 53.8362 53.8362 53.8362 53.8362 53.8362 53.8362
Max Trade Drawdown -78992 -60981 -76129 -635266 -526267 -255692
Profit Factor 1.6563 2.3859 1.1766 1.1809 1.2836 1.0903
Total Trades 148 74 74 148 74 74
Winning Trades 71 35 36 71 35 36
Losing Trades 77 39 38 77 39 38
Profitability (%) 47.973 47.2973 48.6486 47.973 47.2973 48.6486
Ratio Avg Win / Avg Loss 1.7963 2.6586 1.242 1.2807 1.4303 1.1508
Largest Winning Trade 61089 61089 44306 262792 262792 164857
Largest Losing Trade -25764 -25764 -21491 -225583 -225583 -136639
Avg Bars in Trades 118 76 160 118 76 160
Avg Bars in Winners 149 110 186 149 110 186
Avg Bars in Losers 90 46 135 90 46 135
Bars Traded 17552 5685 11867 17552 5685 11867
Profit Streak 0 0 662.9046 0 0 662.9046
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303813 -69512 -412671 -74515 -140278 -323293
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580745600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760305356471,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "offset": 238
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 107,
            "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": [
        [
            250579.4028870121,
            209892.4453373768,
            40686.9575496352,
            383926.6615666627,
            282163.7935694193,
            101762.867997243
        ],
        [
            250.579403,
            209.892445,
            40.686958,
            383.926662,
            282.163794,
            101.762868
        ],
        [
            0.167053,
            0.139928,
            0.027125,
            0.105173,
            0.089419,
            0.046806
        ],
        [
            53.836185,
            53.836185,
            53.836185,
            53.836185,
            53.836185,
            53.836185
        ],
        [
            -78992,
            -60981,
            -76129,
            -635266,
            -526267,
            -255692
        ],
        [
            1.656321,
            2.385883,
            1.176636,
            1.180895,
            1.283624,
            1.090254
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            47.972973,
            47.297297,
            48.648649,
            47.972973,
            47.297297,
            48.648649
        ],
        [
            1.796291,
            2.658556,
            1.242004,
            1.280689,
            1.430324,
            1.150823
        ],
        [
            61089,
            61089,
            44306,
            262792,
            262792,
            164857
        ],
        [
            -25764,
            -25764,
            -21491,
            -225583,
            -225583,
            -136639
        ],
        [
            118,
            76,
            160,
            118,
            76,
            160
        ],
        [
            149,
            110,
            186,
            149,
            110,
            186
        ],
        [
            90,
            46,
            135,
            90,
            46,
            135
        ],
        [
            17552,
            5685,
            11867,
            17552,
            5685,
            11867
        ],
        [
            0,
            0,
            662.904589,
            0,
            0,
            662.904589
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303813,
            -69512,
            -412671,
            -74515,
            -140278,
            -323293
        ]
    ]
}
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": 1580745600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760305356471,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "offset": 238
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 107,
            "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)