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Trade: XMR/USDT/120/DEMA/KCB/3519

Strategy
XMR/USDT/120/DEMA/KCB/3519
Pair
XMR_USDT
Interval
2h
Score
432313
Daily Profit
0.192348
Profit Factor
1.207623
Profitability
72.545613
Streak
595.398996
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-06 06:34
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288522.4418 242324.6965 46197.7453 358626.6449 193308.9595 165317.6854
Total P&L (%) 288.5224 242.3247 46.1977 358.6266 193.309 165.3177
Avg Daily Profit (%) 0.1923 0.1616 0.0308 0.1016 0.0718 0.0651
Buy And Hold Return (%) 102.4906 102.4906 102.4906 102.4906 102.4906 102.4906
Max Trade Drawdown -110544 -73608 -63879 -342877 -256902 -202722
Profit Factor 1.2076 1.3825 1.0611 1.0975 1.1041 1.0907
Total Trades 1151 575 576 1151 575 576
Winning Trades 835 436 399 835 436 399
Losing Trades 316 139 177 316 139 177
Profitability (%) 72.5456 75.8261 69.2708 72.5456 75.8261 69.2708
Ratio Avg Win / Avg Loss 0.457 0.4407 0.4707 0.4153 0.352 0.4838
Largest Winning Trade 12496 12342 12496 30523 30523 22585
Largest Losing Trade -41117 -41117 -40465 -129290 -129290 -88270
Avg Bars in Trades 15 13 17 15 13 17
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 17959 7999 9960 17959 7999 9960
Profit Streak 595.399 0 598.9823 595.399 0 598.9823
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432313 296810 -466311 -165142 -206000 -231736
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578859200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759721673280,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            288522.4418251723,
            242324.6964768811,
            46197.7453482913,
            358626.6448723427,
            193308.9594539843,
            165317.6854183586
        ],
        [
            288.522442,
            242.324696,
            46.197745,
            358.626645,
            193.308959,
            165.317685
        ],
        [
            0.192348,
            0.16155,
            0.030798,
            0.101589,
            0.071763,
            0.065072
        ],
        [
            102.490618,
            102.490618,
            102.490618,
            102.490618,
            102.490618,
            102.490618
        ],
        [
            -110544,
            -73608,
            -63879,
            -342877,
            -256902,
            -202722
        ],
        [
            1.207623,
            1.382464,
            1.061104,
            1.097452,
            1.104066,
            1.090711
        ],
        [
            1151,
            575,
            576,
            1151,
            575,
            576
        ],
        [
            835,
            436,
            399,
            835,
            436,
            399
        ],
        [
            316,
            139,
            177,
            316,
            139,
            177
        ],
        [
            72.545613,
            75.826087,
            69.270833,
            72.545613,
            75.826087,
            69.270833
        ],
        [
            0.457017,
            0.44074,
            0.470715,
            0.415323,
            0.351984,
            0.483849
        ],
        [
            12496,
            12342,
            12496,
            30523,
            30523,
            22585
        ],
        [
            -41117,
            -41117,
            -40465,
            -129290,
            -129290,
            -88270
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            17959,
            7999,
            9960,
            17959,
            7999,
            9960
        ],
        [
            595.398996,
            0,
            598.982329,
            595.398996,
            0,
            598.98233
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            432313,
            296810,
            -466311,
            -165142,
            -206000,
            -231736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578859200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759721673280,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)