← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/DCM/DCM/5766

Strategy
XMR/USDT/60/DCM/DCM/5766
Pair
XMR_USDT
Interval
1h
Score
435383
Daily Profit
0.195721
Profit Factor
1.815259
Profitability
76.470588
Streak
590.631605
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 10:09
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 89851.4487 39523.2824 50328.1663 120926.4353 39964.0095 80962.4258
Total P&L (%) 89.8514 39.5233 50.3282 120.9264 39.964 80.9624
Avg Daily Profit (%) 0.1957 0.0861 0.1096 0.1728 0.0733 0.1293
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23937 -18900 -21766 -45910 -47240 -44225
Profit Factor 1.8153 1.7868 1.8391 1.6256 1.4101 1.8446
Total Trades 119 59 60 119 59 60
Winning Trades 91 45 46 91 45 46
Losing Trades 28 14 14 28 14 14
Profitability (%) 76.4706 76.2712 76.6667 76.4706 76.2712 76.6667
Ratio Avg Win / Avg Loss 0.5585 0.5559 0.5597 0.5002 0.4387 0.5614
Largest Winning Trade 9935 6855 9935 17465 9450 17465
Largest Losing Trade -21639 -15730 -21639 -41935 -39603 -41935
Avg Bars in Trades 85 75 94 85 75 94
Avg Bars in Winners 52 43 61 52 43 61
Avg Bars in Losers 192 180 204 192 180 204
Bars Traded 10160 4475 5685 10160 4475 5685
Profit Streak 590.6316 0 644.0899 590.6316 0 644.0899
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435383 -253710 -212326 415156 -272295 -184800
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": 1669622400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129770718,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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": [
        [
            89851.4486815565,
            39523.2823858529,
            50328.1662957036,
            120926.4352886421,
            39964.0095148534,
            80962.4257737888
        ],
        [
            89.851449,
            39.523282,
            50.328166,
            120.926435,
            39.96401,
            80.962426
        ],
        [
            0.195721,
            0.086092,
            0.109628,
            0.172812,
            0.073264,
            0.129281
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23937,
            -18900,
            -21766,
            -45910,
            -47240,
            -44225
        ],
        [
            1.815259,
            1.786799,
            1.839094,
            1.625572,
            1.410129,
            1.844565
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            76.470588,
            76.271186,
            76.666667,
            76.470588,
            76.271186,
            76.666667
        ],
        [
            0.558541,
            0.555893,
            0.559724,
            0.500176,
            0.438707,
            0.561389
        ],
        [
            9935,
            6855,
            9935,
            17465,
            9450,
            17465
        ],
        [
            -21639,
            -15730,
            -21639,
            -41935,
            -39603,
            -41935
        ],
        [
            85,
            75,
            94,
            85,
            75,
            94
        ],
        [
            52,
            43,
            61,
            52,
            43,
            61
        ],
        [
            192,
            180,
            204,
            192,
            180,
            204
        ],
        [
            10160,
            4475,
            5685,
            10160,
            4475,
            5685
        ],
        [
            590.631605,
            0,
            644.089939,
            590.631605,
            0,
            644.089939
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435383,
            -253710,
            -212326,
            415156,
            -272295,
            -184800
        ]
    ]
}
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": 1669622400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129770718,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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)