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Trade: XMR/USDT/60/HL2/DCM/7082

Strategy
XMR/USDT/60/HL2/DCM/7082
Pair
XMR_USDT
Interval
1h
Score
452026
Daily Profit
0.187927
Profit Factor
1.629619
Profitability
74.260355
Streak
593.545729
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:05
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 86273.6025 40136.8418 46136.7607 114201.1636 37730.6526 76470.511
Total P&L (%) 86.2736 40.1368 46.1368 114.2012 37.7307 76.4705
Avg Daily Profit (%) 0.1879 0.0874 0.1005 0.1661 0.0698 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22913 -16607 -22913 -34006 -34006 -28514
Profit Factor 1.6296 1.5999 1.658 1.6338 1.3873 1.924
Total Trades 338 169 169 338 169 169
Winning Trades 251 125 126 251 125 126
Losing Trades 87 44 43 87 44 43
Profitability (%) 74.2604 73.9645 74.5562 74.2604 73.9645 74.5562
Ratio Avg Win / Avg Loss 0.5648 0.5632 0.5658 0.5663 0.4883 0.6566
Largest Winning Trade 11221 11221 10667 23120 12390 23120
Largest Losing Trade -22913 -14177 -22913 -34006 -34006 -28514
Avg Bars in Trades 30 31 30 30 31 30
Avg Bars in Winners 18 19 18 18 19 18
Avg Bars in Losers 65 64 66 65 64 66
Bars Traded 10473 5262 5211 10473 5262 5211
Profit Streak 593.5457 0 602.8374 593.5457 0 602.8374
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452026 -75522 -56041 445587 -100599 -22783
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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223150972,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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": [
        [
            86273.6024560668,
            40136.8417969377,
            46136.7606591292,
            114201.1635546478,
            37730.6525656929,
            76470.5109889549
        ],
        [
            86.273602,
            40.136842,
            46.136761,
            114.201164,
            37.730653,
            76.470511
        ],
        [
            0.187927,
            0.087429,
            0.100498,
            0.166066,
            0.069757,
            0.123799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22913,
            -16607,
            -22913,
            -34006,
            -34006,
            -28514
        ],
        [
            1.629619,
            1.599922,
            1.657952,
            1.63377,
            1.38726,
            1.923963
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            74.260355,
            73.964497,
            74.556213,
            74.260355,
            73.964497,
            74.556213
        ],
        [
            0.564848,
            0.563173,
            0.565809,
            0.566287,
            0.488316,
            0.65659
        ],
        [
            11221,
            11221,
            10667,
            23120,
            12390,
            23120
        ],
        [
            -22913,
            -14177,
            -22913,
            -34006,
            -34006,
            -28514
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            10473,
            5262,
            5211,
            10473,
            5262,
            5211
        ],
        [
            593.545729,
            0,
            602.837395,
            593.545729,
            0,
            602.837395
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452026,
            -75522,
            -56041,
            445587,
            -100599,
            -22783
        ]
    ]
}
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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223150972,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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)