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Trade: XMR/USDT/60/DEMA/PWMA/4331

Strategy
XMR/USDT/60/DEMA/PWMA/4331
Pair
XMR_USDT
Interval
1h
Score
388631
Daily Profit
0.150957
Profit Factor
1.528630
Profitability
72.388060
Streak
602.482199
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 14:34
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 69301.4638 35695.4456 33606.0182 75548.8179 28741.2534 46807.5645
Total P&L (%) 69.3015 35.6954 33.606 75.5488 28.7413 46.8076
Avg Daily Profit (%) 0.151 0.0778 0.0732 0.1227 0.055 0.0837
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32302 -27127 -21686 -73207 -60768 -37471
Profit Factor 1.5286 1.5426 1.5146 1.3437 1.2456 1.4553
Total Trades 134 67 67 134 67 67
Winning Trades 97 46 51 97 46 51
Losing Trades 37 21 16 37 21 16
Profitability (%) 72.3881 68.6567 76.1194 72.3881 68.6567 76.1194
Ratio Avg Win / Avg Loss 0.5831 0.7042 0.4752 0.5125 0.5686 0.4566
Largest Winning Trade 6807 6485 6807 13273 10785 13273
Largest Losing Trade -27127 -27127 -21686 -60768 -60768 -37471
Avg Bars in Trades 79 76 82 79 76 82
Avg Bars in Winners 58 55 60 58 55 60
Avg Bars in Losers 136 123 153 136 123 153
Bars Traded 10679 5149 5530 10679 5149 5530
Profit Streak 602.4822 602.4822 610.3989 602.4822 602.4822 610.3989
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388631 -206282 -210990 -26753 -238993 -196223
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759577662004,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "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": [
        [
            69301.4638111063,
            35695.4455971936,
            33606.0182139127,
            75548.8178956518,
            28741.2534259898,
            46807.564469662
        ],
        [
            69.301464,
            35.695446,
            33.606018,
            75.548818,
            28.741253,
            46.807564
        ],
        [
            0.150957,
            0.077754,
            0.073203,
            0.122657,
            0.055046,
            0.08367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32302,
            -27127,
            -21686,
            -73207,
            -60768,
            -37471
        ],
        [
            1.52863,
            1.542585,
            1.514572,
            1.343672,
            1.245604,
            1.455303
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            72.38806,
            68.656716,
            76.119403,
            72.38806,
            68.656716,
            76.119403
        ],
        [
            0.583086,
            0.704224,
            0.47516,
            0.512535,
            0.568645,
            0.456566
        ],
        [
            6807,
            6485,
            6807,
            13273,
            10785,
            13273
        ],
        [
            -27127,
            -27127,
            -21686,
            -60768,
            -60768,
            -37471
        ],
        [
            79,
            76,
            82,
            79,
            76,
            82
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            136,
            123,
            153,
            136,
            123,
            153
        ],
        [
            10679,
            5149,
            5530,
            10679,
            5149,
            5530
        ],
        [
            602.482199,
            602.482199,
            610.398866,
            602.482199,
            602.482199,
            610.398866
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388631,
            -206282,
            -210990,
            -26753,
            -238993,
            -196223
        ]
    ]
}
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759577662004,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "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)