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Trade: XMR/USDT/240/SINWMA/DCU/5472

Strategy
XMR/USDT/240/SINWMA/DCU/5472
Pair
XMR_USDT
Interval
4h
Score
337421
Daily Profit
0.221903
Profit Factor
2.582341
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-26 08:23
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373260.4757 399941.7892 -26681.3135 -10153.6119 33751.8501 -43905.462
Total P&L (%) 373.2605 399.9418 -26.6813 -10.1536 33.7519 -43.9055
Avg Daily Profit (%) 0.2071 0.2219 -0.0148 -0.0059 0.0161 -0.0321
Buy And Hold Return (%) 73.8175 73.8175 73.8175 73.8175 73.8175 73.8175
Max Trade Drawdown -124000 -81623 -42696 -354534 -255595 -99745
Profit Factor 1.9955 2.5823 0.7816 0.9855 1.0659 0.7681
Total Trades 68 34 34 68 34 34
Winning Trades 29 15 14 29 15 14
Losing Trades 39 19 20 39 19 20
Profitability (%) 42.6471 44.1176 41.1765 42.6471 44.1176 41.1765
Ratio Avg Win / Avg Loss 2.6836 3.271 1.1166 1.3254 1.3501 1.0973
Largest Winning Trade 502174 502174 33356 287274 287274 36338
Largest Losing Trade -37358 -37358 -24659 -80659 -80659 -45747
Avg Bars in Trades 147 261 32 147 261 32
Avg Bars in Winners 234 415 40 234 415 40
Avg Bars in Losers 82 140 27 82 140 27
Bars Traded 10006 8897 1109 10006 8897 1109
Profit Streak 0 0 742.7249 0 0 742.7249
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106459 337421 -581977 -695748 -487438 -581977

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1555876800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758864233949,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 74,
            "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": [
        [
            373260.4756927174,
            399941.7892173993,
            -26681.313524682,
            -10153.6118695503,
            33751.8500888048,
            -43905.4619583551
        ],
        [
            373.260476,
            399.941789,
            -26.681314,
            -10.153612,
            33.75185,
            -43.905462
        ],
        [
            0.207099,
            0.221903,
            -0.014804,
            -0.00594,
            0.016137,
            -0.032072
        ],
        [
            73.817543,
            73.817543,
            73.817543,
            73.817543,
            73.817543,
            73.817543
        ],
        [
            -124000,
            -81623,
            -42696,
            -354534,
            -255595,
            -99745
        ],
        [
            1.99551,
            2.582341,
            0.781642,
            0.98553,
            1.065874,
            0.76809
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            42.647059,
            44.117647,
            41.176471,
            42.647059,
            44.117647,
            41.176471
        ],
        [
            2.683616,
            3.270965,
            1.116632,
            1.325368,
            1.350107,
            1.097272
        ],
        [
            502174,
            502174,
            33356,
            287274,
            287274,
            36338
        ],
        [
            -37358,
            -37358,
            -24659,
            -80659,
            -80659,
            -45747
        ],
        [
            147,
            261,
            32,
            147,
            261,
            32
        ],
        [
            234,
            415,
            40,
            234,
            415,
            40
        ],
        [
            82,
            140,
            27,
            82,
            140,
            27
        ],
        [
            10006,
            8897,
            1109,
            10006,
            8897,
            1109
        ],
        [
            0,
            0,
            742.72493,
            0,
            0,
            742.72493
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106459,
            337421,
            -581977,
            -695748,
            -487438,
            -581977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1555876800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758864233949,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 74,
            "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)