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Trade: XMR/USDT/720/DCM/PWMA/6809

Strategy
XMR/USDT/720/DCM/PWMA/6809
Pair
XMR_USDT
Interval
12h
Score
531664
Daily Profit
0.198051
Profit Factor
2.189202
Profitability
67.391304
Streak
653.345438
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-11 11:17
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357185.704 239967.8145 117217.8895 1238828.8252 720925.9592 517902.866
Total P&L (%) 357.1857 239.9678 117.2179 1238.8288 720.926 517.9029
Avg Daily Profit (%) 0.1981 0.1331 0.065 0.144 0.1168 0.101
Buy And Hold Return (%) 49.2519 49.2519 49.2519 49.2519 49.2519 49.2519
Max Trade Drawdown -66270 -16940 -95689 -340009 -131393 -266835
Profit Factor 2.1892 4.1826 1.5211 1.9888 2.957 1.5856
Total Trades 92 46 46 92 46 46
Winning Trades 62 33 29 62 33 29
Losing Trades 30 13 17 30 13 17
Profitability (%) 67.3913 71.7391 63.0435 67.3913 71.7391 63.0435
Ratio Avg Win / Avg Loss 1.0593 1.6477 0.8917 0.9623 1.1649 0.9295
Largest Winning Trade 43057 40002 43057 363349 153121 363349
Largest Losing Trade -41232 -16940 -41232 -266835 -131393 -266835
Avg Bars in Trades 36 35 38 36 35 38
Avg Bars in Winners 30 32 29 30 32 29
Avg Bars in Losers 49 41 55 49 41 55
Bars Traded 3400 1611 1789 3400 1611 1789
Profit Streak 653.3454 653.3454 653.8454 653.3454 653.3454 653.8454
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531664 -6173 -108011 167845 -28645 -54798
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760170645883,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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": [
        [
            357185.7040179834,
            239967.8145406258,
            117217.8894773575,
            1238828.825231009,
            720925.959240995,
            517902.865990014
        ],
        [
            357.185704,
            239.967815,
            117.217889,
            1238.828825,
            720.925959,
            517.902866
        ],
        [
            0.198051,
            0.133057,
            0.064995,
            0.143956,
            0.1168,
            0.10103
        ],
        [
            49.251855,
            49.251855,
            49.251855,
            49.251855,
            49.251855,
            49.251855
        ],
        [
            -66270,
            -16940,
            -95689,
            -340009,
            -131393,
            -266835
        ],
        [
            2.189202,
            4.182623,
            1.521066,
            1.988813,
            2.957007,
            1.585556
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            67.391304,
            71.73913,
            63.043478,
            67.391304,
            71.73913,
            63.043478
        ],
        [
            1.059291,
            1.6477,
            0.891659,
            0.962329,
            1.164882,
            0.929464
        ],
        [
            43057,
            40002,
            43057,
            363349,
            153121,
            363349
        ],
        [
            -41232,
            -16940,
            -41232,
            -266835,
            -131393,
            -266835
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            30,
            32,
            29,
            30,
            32,
            29
        ],
        [
            49,
            41,
            55,
            49,
            41,
            55
        ],
        [
            3400,
            1611,
            1789,
            3400,
            1611,
            1789
        ],
        [
            653.345438,
            653.345438,
            653.845438,
            653.345438,
            653.345438,
            653.845438
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531664,
            -6173,
            -108011,
            167845,
            -28645,
            -54798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760170645883,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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)