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Trade: XMR/USDT/480/LINREG/DCM/1406

Strategy
XMR/USDT/480/LINREG/DCM/1406
Pair
XMR_USDT
Interval
8h
Score
594823
Daily Profit
0.159882
Profit Factor
3.435222
Profitability
63.157895
Streak
799.586847
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-10-04 09:05
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382431.1904 288320.7622 94110.4281 257916.2222 476703.1124 -218786.8902
Total P&L (%) 382.4312 288.3208 94.1104 257.9162 476.7031 -218.7869
Avg Daily Profit (%) 0.2121 0.1599 0.0522 0.0707 0.0972 0
Buy And Hold Return (%) 36.3114 36.3114 36.3114 36.3114 36.3114 36.3114
Max Trade Drawdown -180032 -35165 -213421 -445068 -63806 -578299
Profit Factor 1.9364 3.4352 1.3245 1.3116 4.864 0.6894
Total Trades 76 38 38 76 38 38
Winning Trades 50 24 26 50 24 26
Losing Trades 26 14 12 26 14 12
Profitability (%) 65.7895 63.1579 68.4211 65.7895 63.1579 68.4211
Ratio Avg Win / Avg Loss 1.007 2.0039 0.6113 0.682 2.8373 0.3182
Largest Winning Trade 58770 57896 58770 96845 88100 96845
Largest Losing Trade -83823 -28938 -83823 -237431 -54805 -237431
Avg Bars in Trades 67 62 71 67 62 71
Avg Bars in Winners 70 67 73 70 67 73
Avg Bars in Losers 61 55 68 61 55 68
Bars Traded 5108 2390 2718 5108 2390 2718
Profit Streak 799.5868 799.5868 1017.2535 799.5868 799.5868 1017.2535
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39801 594823 -124343 -150097 -52823 -576990
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559635200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759557903559,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "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": [
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            288320.7622498344,
            94110.4281281318,
            257916.2221988529,
            476703.1124114908,
            -218786.8902126374
        ],
        [
            382.43119,
            288.320762,
            94.110428,
            257.916222,
            476.703112,
            -218.78689
        ],
        [
            0.212069,
            0.159882,
            0.052187,
            0.070735,
            0.09721,
            0
        ],
        [
            36.311438,
            36.311438,
            36.311438,
            36.311438,
            36.311438,
            36.311438
        ],
        [
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            -35165,
            -213421,
            -445068,
            -63806,
            -578299
        ],
        [
            1.936448,
            3.435222,
            1.324531,
            1.31156,
            4.864022,
            0.689423
        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
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            68.421053,
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        ],
        [
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            2.00388,
            0.611322,
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            2.837346,
            0.318195
        ],
        [
            58770,
            57896,
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            88100,
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        ],
        [
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            -83823,
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        ],
        [
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            71,
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        ],
        [
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            73,
            70,
            67,
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        ],
        [
            61,
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            68,
            61,
            55,
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        ],
        [
            5108,
            2390,
            2718,
            5108,
            2390,
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        ],
        [
            799.586847,
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            1017.253513,
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        ],
        [
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        [
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        ],
        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559635200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759557903559,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "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)