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Trade: XMR/USDT/60/DEMA/LINREG/4848

Strategy
XMR/USDT/60/DEMA/LINREG/4848
Pair
XMR_USDT
Interval
1h
Score
333193
Daily Profit
0.158938
Profit Factor
1.488974
Profitability
67.647059
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 18:25
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 72965.3607 38112.6393 34852.7214 86059.648 34551.8274 51507.8206
Total P&L (%) 72.9654 38.1126 34.8527 86.0596 34.5518 51.5078
Avg Daily Profit (%) 0.1589 0.083 0.0759 0.1353 0.0647 0.0905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24680 -24480 -20058 -60806 -60433 -35878
Profit Factor 1.489 1.5326 1.4488 1.3216 1.2552 1.3896
Total Trades 170 85 85 170 85 85
Winning Trades 115 60 55 115 60 55
Losing Trades 55 25 30 55 25 30
Profitability (%) 67.6471 70.5882 64.7059 67.6471 70.5882 64.7059
Ratio Avg Win / Avg Loss 0.7121 0.6386 0.7902 0.6321 0.523 0.758
Largest Winning Trade 6082 6076 6082 10381 9414 10381
Largest Losing Trade -24480 -24480 -20058 -60433 -60433 -35878
Avg Bars in Trades 62 61 64 62 61 64
Avg Bars in Winners 43 45 41 43 45 41
Avg Bars in Losers 103 99 107 103 99 107
Bars Traded 10692 5197 5494 10692 5197 5494
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333193 -82809 -93841 -11390 -109291 -73260

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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900318142,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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": [
        [
            72965.3606788077,
            38112.6392955342,
            34852.7213832735,
            86059.6479713389,
            34551.8273565987,
            51507.8206147402
        ],
        [
            72.965361,
            38.112639,
            34.852721,
            86.059648,
            34.551827,
            51.507821
        ],
        [
            0.158938,
            0.08302,
            0.075919,
            0.13534,
            0.064667,
            0.090541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24680,
            -24480,
            -20058,
            -60806,
            -60433,
            -35878
        ],
        [
            1.488974,
            1.532598,
            1.448778,
            1.32159,
            1.255169,
            1.389624
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            115,
            60,
            55,
            115,
            60,
            55
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            67.647059,
            70.588235,
            64.705882,
            67.647059,
            70.588235,
            64.705882
        ],
        [
            0.712118,
            0.638583,
            0.790242,
            0.632065,
            0.522987,
            0.757977
        ],
        [
            6082,
            6076,
            6082,
            10381,
            9414,
            10381
        ],
        [
            -24480,
            -24480,
            -20058,
            -60433,
            -60433,
            -35878
        ],
        [
            62,
            61,
            64,
            62,
            61,
            64
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            103,
            99,
            107,
            103,
            99,
            107
        ],
        [
            10692,
            5197,
            5494,
            10692,
            5197,
            5494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333193,
            -82809,
            -93841,
            -11390,
            -109291,
            -73260
        ]
    ]
}
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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900318142,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 205,
            "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)