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Trade: XMR/USDT/60/DCU/MIDPRICE/3780

Strategy
XMR/USDT/60/DCU/MIDPRICE/3780
Pair
XMR_USDT
Interval
1h
Score
406667
Daily Profit
0.218709
Profit Factor
1.426610
Profitability
61.827957
Streak
594.024231
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 07:34
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 100404.912 55267.0288 45137.8832 127649.2315 68184.8729 59464.3586
Total P&L (%) 100.4049 55.267 45.1379 127.6492 68.1849 59.4644
Avg Daily Profit (%) 0.2187 0.1204 0.0983 0.1794 0.1133 0.1017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57388 -28805 -37178 -67305 -32422 -44083
Profit Factor 1.4266 1.6248 1.3073 1.4763 1.6702 1.3577
Total Trades 372 186 186 372 186 186
Winning Trades 230 120 110 230 120 110
Losing Trades 142 66 76 142 66 76
Profitability (%) 61.828 64.5161 59.1398 61.828 64.5161 59.1398
Ratio Avg Win / Avg Loss 0.8808 0.8936 0.9032 0.9115 0.9186 0.938
Largest Winning Trade 37858 24483 37858 42721 38087 42721
Largest Losing Trade -21120 -6715 -21120 -28358 -6777 -28358
Avg Bars in Trades 29 12 45 29 12 45
Avg Bars in Winners 21 10 31 21 10 31
Avg Bars in Losers 42 16 66 42 16 66
Bars Traded 10919 2382 8537 10919 2382 8537
Profit Streak 594.0242 594.0242 596.1492 594.0242 594.0242 596.1492
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406667 -30579 -62842 405499 -39063 -56965
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": 1668855600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552493542,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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": [
        [
            100404.9119899599,
            55267.0287576868,
            45137.883232273,
            127649.231523443,
            68184.8729157994,
            59464.3586076436
        ],
        [
            100.404912,
            55.267029,
            45.137883,
            127.649232,
            68.184873,
            59.464359
        ],
        [
            0.218709,
            0.120386,
            0.098322,
            0.179353,
            0.113311,
            0.101701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57388,
            -28805,
            -37178,
            -67305,
            -32422,
            -44083
        ],
        [
            1.42661,
            1.624786,
            1.307274,
            1.476342,
            1.670234,
            1.35769
        ],
        [
            372,
            186,
            186,
            372,
            186,
            186
        ],
        [
            230,
            120,
            110,
            230,
            120,
            110
        ],
        [
            142,
            66,
            76,
            142,
            66,
            76
        ],
        [
            61.827957,
            64.516129,
            59.139785,
            61.827957,
            64.516129,
            59.139785
        ],
        [
            0.880777,
            0.893632,
            0.903208,
            0.911481,
            0.918629,
            0.938041
        ],
        [
            37858,
            24483,
            37858,
            42721,
            38087,
            42721
        ],
        [
            -21120,
            -6715,
            -21120,
            -28358,
            -6777,
            -28358
        ],
        [
            29,
            12,
            45,
            29,
            12,
            45
        ],
        [
            21,
            10,
            31,
            21,
            10,
            31
        ],
        [
            42,
            16,
            66,
            42,
            16,
            66
        ],
        [
            10919,
            2382,
            8537,
            10919,
            2382,
            8537
        ],
        [
            594.024231,
            594.024231,
            596.149231,
            594.024231,
            594.024231,
            596.149231
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406667,
            -30579,
            -62842,
            405499,
            -39063,
            -56965
        ]
    ]
}
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": 1668855600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552493542,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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)