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Trade: XMR/USDT/60/OHLC4/DCM/4919

Strategy
XMR/USDT/60/OHLC4/DCM/4919
Pair
XMR_USDT
Interval
1h
Score
432918
Daily Profit
0.152157
Profit Factor
1.494533
Profitability
79.220779
Streak
586.736702
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-25 10:40
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 69852.2663 29151.5434 40700.7228 82612.9812 22534.3997 60078.5815
Total P&L (%) 69.8523 29.1515 40.7007 82.613 22.5344 60.0786
Avg Daily Profit (%) 0.1522 0.0635 0.0887 0.1313 0.0443 0.1025
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24859 -15812 -20586 -33946 -32614 -27722
Profit Factor 1.4945 1.4321 1.5516 1.431 1.2302 1.6404
Total Trades 308 154 154 308 154 154
Winning Trades 244 122 122 244 122 122
Losing Trades 64 32 32 64 32 32
Profitability (%) 79.2208 79.2208 79.2208 79.2208 79.2208 79.2208
Ratio Avg Win / Avg Loss 0.392 0.3756 0.407 0.3753 0.3227 0.4303
Largest Winning Trade 10451 4021 10451 19707 4618 19707
Largest Losing Trade -20586 -15595 -20586 -32479 -32479 -27722
Avg Bars in Trades 33 31 35 33 31 35
Avg Bars in Winners 15 15 16 15 15 16
Avg Bars in Losers 101 92 109 101 92 109
Bars Traded 10311 4804 5507 10311 4804 5507
Profit Streak 586.7367 0 597.4034 586.7367 0 597.4034
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432918 -108271 -72291 -13356 -137148 -51909

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": 1669615200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758786051055,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "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": [
        [
            69852.2662845555,
            29151.5434464779,
            40700.7228380775,
            82612.9812420774,
            22534.3997444828,
            60078.5814975945
        ],
        [
            69.852266,
            29.151543,
            40.700723,
            82.612981,
            22.5344,
            60.078581
        ],
        [
            0.152157,
            0.0635,
            0.088657,
            0.131261,
            0.044277,
            0.102539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24859,
            -15812,
            -20586,
            -33946,
            -32614,
            -27722
        ],
        [
            1.494533,
            1.432074,
            1.551649,
            1.430978,
            1.230237,
            1.64041
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            79.220779,
            79.220779,
            79.220779,
            79.220779,
            79.220779,
            79.220779
        ],
        [
            0.392009,
            0.375626,
            0.40699,
            0.375338,
            0.322685,
            0.430271
        ],
        [
            10451,
            4021,
            10451,
            19707,
            4618,
            19707
        ],
        [
            -20586,
            -15595,
            -20586,
            -32479,
            -32479,
            -27722
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            101,
            92,
            109,
            101,
            92,
            109
        ],
        [
            10311,
            4804,
            5507,
            10311,
            4804,
            5507
        ],
        [
            586.736702,
            0,
            597.403369,
            586.736702,
            0,
            597.403369
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432918,
            -108271,
            -72291,
            -13356,
            -137148,
            -51909
        ]
    ]
}
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": 1669615200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758786051055,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "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)