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Trade: XMR/USDT/60/DCU/WMA/2566

Strategy
XMR/USDT/60/DCU/WMA/2566
Pair
XMR_USDT
Interval
1h
Score
414200
Daily Profit
0.181387
Profit Factor
1.588577
Profitability
69.256757
Streak
599.190183
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 14:33
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 83271.3491 40741.4457 42529.9034 108460.4164 43503.538 64956.8785
Total P&L (%) 83.2713 40.7414 42.5299 108.4604 43.5035 64.9569
Avg Daily Profit (%) 0.1814 0.0887 0.0926 0.1601 0.0787 0.1091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20058 -9355 -20319 -26698 -20613 -26978
Profit Factor 1.5886 1.8272 1.4612 1.5601 1.6009 1.5358
Total Trades 296 148 148 296 148 148
Winning Trades 205 100 105 205 100 105
Losing Trades 91 48 43 91 48 43
Profitability (%) 69.2568 67.5676 70.9459 69.2568 67.5676 70.9459
Ratio Avg Win / Avg Loss 0.7052 0.877 0.5984 0.6926 0.7685 0.6289
Largest Winning Trade 19614 3529 19614 35986 6377 35986
Largest Losing Trade -20058 -7108 -20058 -26698 -15599 -26698
Avg Bars in Trades 36 23 49 36 23 49
Avg Bars in Winners 20 16 23 20 16 23
Avg Bars in Losers 72 38 110 72 38 110
Bars Traded 10757 3496 7261 10757 3496 7261
Profit Streak 599.1902 0 612.8152 599.1902 0 612.8152
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414200 -74040 -68757 401406 -87892 -44716
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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760096031864,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 195,
            "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": [
        [
            83271.3490925852,
            40741.4457307852,
            42529.9033618,
            108460.4164481536,
            43503.5379667584,
            64956.8784813952
        ],
        [
            83.271349,
            40.741446,
            42.529903,
            108.460416,
            43.503538,
            64.956878
        ],
        [
            0.181387,
            0.088746,
            0.092642,
            0.160139,
            0.078708,
            0.109085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20058,
            -9355,
            -20319,
            -26698,
            -20613,
            -26978
        ],
        [
            1.588577,
            1.827153,
            1.461159,
            1.560141,
            1.600947,
            1.535776
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            205,
            100,
            105,
            205,
            100,
            105
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            69.256757,
            67.567568,
            70.945946,
            69.256757,
            67.567568,
            70.945946
        ],
        [
            0.705173,
            0.877034,
            0.598379,
            0.692551,
            0.768455,
            0.628937
        ],
        [
            19614,
            3529,
            19614,
            35986,
            6377,
            35986
        ],
        [
            -20058,
            -7108,
            -20058,
            -26698,
            -15599,
            -26698
        ],
        [
            36,
            23,
            49,
            36,
            23,
            49
        ],
        [
            20,
            16,
            23,
            20,
            16,
            23
        ],
        [
            72,
            38,
            110,
            72,
            38,
            110
        ],
        [
            10757,
            3496,
            7261,
            10757,
            3496,
            7261
        ],
        [
            599.190183,
            0,
            612.815183,
            599.190184,
            0,
            612.815184
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414200,
            -74040,
            -68757,
            401406,
            -87892,
            -44716
        ]
    ]
}
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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760096031864,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 195,
            "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)