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Trade: XMR/USDT/60/DCM/BBM/3204

Strategy
XMR/USDT/60/DCM/BBM/3204
Pair
XMR_USDT
Interval
1h
Score
382573
Daily Profit
0.211143
Profit Factor
1.672542
Profitability
64.375000
Streak
597.190535
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 05:34
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 96931.3603 48972.671 47958.6894 131831.2317 49229.829 82601.4026
Total P&L (%) 96.9314 48.9727 47.9587 131.8312 49.2298 82.6014
Avg Daily Profit (%) 0.2111 0.1067 0.1045 0.1833 0.0872 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28029 -23562 -20200 -82309 -68432 -36784
Profit Factor 1.6725 1.6451 1.7031 1.4774 1.3163 1.6856
Total Trades 160 80 80 160 80 80
Winning Trades 103 52 51 103 52 51
Losing Trades 57 28 29 57 28 29
Profitability (%) 64.375 65 63.75 64.375 65 63.75
Ratio Avg Win / Avg Loss 0.9256 0.8858 0.9684 0.8176 0.7088 0.9585
Largest Winning Trade 7428 7428 7300 19908 13469 19908
Largest Losing Trade -23562 -23562 -20059 -68432 -68432 -36573
Avg Bars in Trades 67 68 66 67 68 66
Avg Bars in Winners 50 50 49 50 50 49
Avg Bars in Losers 98 101 95 98 101 95
Bars Traded 10807 5493 5314 10807 5493 5314
Profit Streak 597.1905 0 608.8155 597.1905 0 608.8155
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382573 -69659 -71786 342009 -97374 -34599
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": 1669158000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759372462240,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.51657
        }
    }
}
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": [
        [
            96931.3603234952,
            48972.6709649401,
            47958.6893585552,
            131831.2316886532,
            49229.8290426576,
            82601.4026459957
        ],
        [
            96.93136,
            48.972671,
            47.958689,
            131.831232,
            49.229829,
            82.601403
        ],
        [
            0.211143,
            0.106676,
            0.104467,
            0.183325,
            0.087238,
            0.131247
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28029,
            -23562,
            -20200,
            -82309,
            -68432,
            -36784
        ],
        [
            1.672542,
            1.645083,
            1.703104,
            1.477431,
            1.316283,
            1.685631
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            64.375,
            65,
            63.75,
            64.375,
            65,
            63.75
        ],
        [
            0.925582,
            0.885814,
            0.968432,
            0.817607,
            0.708768,
            0.958496
        ],
        [
            7428,
            7428,
            7300,
            19908,
            13469,
            19908
        ],
        [
            -23562,
            -23562,
            -20059,
            -68432,
            -68432,
            -36573
        ],
        [
            67,
            68,
            66,
            67,
            68,
            66
        ],
        [
            50,
            50,
            49,
            50,
            50,
            49
        ],
        [
            98,
            101,
            95,
            98,
            101,
            95
        ],
        [
            10807,
            5493,
            5314,
            10807,
            5493,
            5314
        ],
        [
            597.190535,
            0,
            608.815535,
            597.190535,
            0,
            608.815535
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382573,
            -69659,
            -71786,
            342009,
            -97374,
            -34599
        ]
    ]
}
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": 1669158000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759372462240,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.51657
        }
    }
}

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)