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Trade: XMR/USDT/60/DEMA/RMA/5515

Strategy
XMR/USDT/60/DEMA/RMA/5515
Pair
XMR_USDT
Interval
1h
Score
433825
Daily Profit
0.156099
Profit Factor
1.230423
Profitability
68.211921
Streak
589.798956
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 21:10
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 71661.773 36471.5718 35190.2012 84074.3638 33027.0408 51047.323
Total P&L (%) 71.6618 36.4716 35.1902 84.0744 33.027 51.0473
Avg Daily Profit (%) 0.1561 0.0794 0.0767 0.133 0.0622 0.0899
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29269 -20044 -24945 -29628 -35967 -27346
Profit Factor 1.2304 1.2431 1.2186 1.2274 1.1766 1.2793
Total Trades 604 302 302 604 302 302
Winning Trades 412 207 205 412 207 205
Losing Trades 192 95 97 192 95 97
Profitability (%) 68.2119 68.543 67.8808 68.2119 68.543 67.8808
Ratio Avg Win / Avg Loss 0.5734 0.5705 0.5766 0.572 0.54 0.6053
Largest Winning Trade 11042 4444 11042 18227 7190 18227
Largest Losing Trade -15088 -14582 -15088 -26729 -26729 -15223
Avg Bars in Trades 18 16 19 18 16 19
Avg Bars in Winners 9 8 10 9 8 10
Avg Bars in Losers 37 34 39 37 34 39
Bars Traded 10987 5073 5914 10987 5073 5914
Profit Streak 589.799 589.799 592.9656 589.799 589.799 592.9656
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433825 -87169 -91093 -10686 -136741 -71705
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": 1668769200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169429809,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 5,
            "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": [
        [
            71661.7729829879,
            36471.5717681386,
            35190.2012148491,
            84074.3638037613,
            33027.0407589085,
            51047.3230448528
        ],
        [
            71.661773,
            36.471572,
            35.190201,
            84.074364,
            33.027041,
            51.047323
        ],
        [
            0.156099,
            0.079445,
            0.076654,
            0.133,
            0.062183,
            0.089877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29269,
            -20044,
            -24945,
            -29628,
            -35967,
            -27346
        ],
        [
            1.230423,
            1.243127,
            1.218585,
            1.227382,
            1.176628,
            1.27931
        ],
        [
            604,
            302,
            302,
            604,
            302,
            302
        ],
        [
            412,
            207,
            205,
            412,
            207,
            205
        ],
        [
            192,
            95,
            97,
            192,
            95,
            97
        ],
        [
            68.211921,
            68.543046,
            67.880795,
            68.211921,
            68.543046,
            67.880795
        ],
        [
            0.573401,
            0.570517,
            0.576599,
            0.571984,
            0.539998,
            0.605332
        ],
        [
            11042,
            4444,
            11042,
            18227,
            7190,
            18227
        ],
        [
            -15088,
            -14582,
            -15088,
            -26729,
            -26729,
            -15223
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            37,
            34,
            39,
            37,
            34,
            39
        ],
        [
            10987,
            5073,
            5914,
            10987,
            5073,
            5914
        ],
        [
            589.798956,
            589.798956,
            592.965623,
            589.798956,
            589.798956,
            592.965623
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433825,
            -87169,
            -91093,
            -10686,
            -136741,
            -71705
        ]
    ]
}
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": 1668769200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169429809,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 5,
            "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)