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Trade: XMR/USDT/60/DEMA/ZLMA/9128

Strategy
XMR/USDT/60/DEMA/ZLMA/9128
Pair
XMR_USDT
Interval
1h
Score
409585
Daily Profit
0.165039
Profit Factor
1.558108
Profitability
74.100719
Streak
605.113076
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 08:42
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 75766.2227 31210.9944 44555.2283 85778.6109 24131.6239 61646.987
Total P&L (%) 75.7662 31.211 44.5552 85.7786 24.1316 61.647
Avg Daily Profit (%) 0.165 0.068 0.0971 0.135 0.0471 0.1047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26339 -26339 -21157 -59069 -59069 -34091
Profit Factor 1.5581 1.4558 1.6622 1.4013 1.2108 1.6208
Total Trades 139 69 70 139 69 70
Winning Trades 103 50 53 103 50 53
Losing Trades 36 19 17 36 19 17
Profitability (%) 74.1007 72.4638 75.7143 74.1007 72.4638 75.7143
Ratio Avg Win / Avg Loss 0.5446 0.5532 0.5332 0.4898 0.4601 0.5199
Largest Winning Trade 9453 8213 9453 14935 11331 14935
Largest Losing Trade -26339 -26339 -21157 -59069 -59069 -34091
Avg Bars in Trades 76 75 78 76 75 78
Avg Bars in Winners 54 50 57 54 50 57
Avg Bars in Losers 141 140 142 141 140 142
Bars Traded 10690 5210 5480 10690 5210 5480
Profit Streak 605.1131 605.1131 614.9881 605.1131 605.1131 614.9881
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409585 -204742 -155095 -9696 -235219 -143765
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759815769777,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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": [
        [
            75766.2227064079,
            31210.9944350806,
            44555.2282713273,
            85778.6108980245,
            24131.6239368888,
            61646.9869611356
        ],
        [
            75.766223,
            31.210994,
            44.555228,
            85.778611,
            24.131624,
            61.646987
        ],
        [
            0.165039,
            0.067986,
            0.097053,
            0.13501,
            0.047099,
            0.104665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26339,
            -26339,
            -21157,
            -59069,
            -59069,
            -34091
        ],
        [
            1.558108,
            1.455819,
            1.662207,
            1.401283,
            1.21083,
            1.620813
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            74.100719,
            72.463768,
            75.714286,
            74.100719,
            72.463768,
            75.714286
        ],
        [
            0.544582,
            0.553211,
            0.533161,
            0.489769,
            0.460115,
            0.519884
        ],
        [
            9453,
            8213,
            9453,
            14935,
            11331,
            14935
        ],
        [
            -26339,
            -26339,
            -21157,
            -59069,
            -59069,
            -34091
        ],
        [
            76,
            75,
            78,
            76,
            75,
            78
        ],
        [
            54,
            50,
            57,
            54,
            50,
            57
        ],
        [
            141,
            140,
            142,
            141,
            140,
            142
        ],
        [
            10690,
            5210,
            5480,
            10690,
            5210,
            5480
        ],
        [
            605.113076,
            605.113076,
            614.988076,
            605.113076,
            605.113076,
            614.988076
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409585,
            -204742,
            -155095,
            -9696,
            -235219,
            -143765
        ]
    ]
}
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759815769777,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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)