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Trade: XMR/USDT/720/MIDPOINT/DCM/2609

Strategy
XMR/USDT/720/MIDPOINT/DCM/2609
Pair
XMR_USDT
Interval
12h
Score
468744
Daily Profit
0.158154
Profit Factor
2.915184
Profitability
68.292683
Streak
775.437537
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-01 01:30
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 334599.9574 285230.9747 49368.9827 5142.1109 409273.8867 -404131.7758
Total P&L (%) 334.6 285.231 49.369 5.1421 409.2739 -404.1318
Avg Daily Profit (%) 0.1855 0.1582 0.0274 0.0028 0.0903 0
Buy And Hold Return (%) 75.8519 75.8519 75.8519 75.8519 75.8519 75.8519
Max Trade Drawdown -116661 -42621 -164900 -417591 -105131 -588467
Profit Factor 1.7525 2.9152 1.167 1.005 2.7278 0.491
Total Trades 82 41 41 82 41 41
Winning Trades 52 28 24 52 28 24
Losing Trades 30 13 17 30 13 17
Profitability (%) 63.4146 68.2927 58.5366 63.4146 68.2927 58.5366
Ratio Avg Win / Avg Loss 1.0111 1.3535 0.8266 0.5798 1.2665 0.3478
Largest Winning Trade 72910 72910 49808 149208 149208 97247
Largest Losing Trade -92510 -31943 -92510 -299621 -99723 -299621
Avg Bars in Trades 41 38 44 41 38 44
Avg Bars in Winners 38 39 38 38 39 38
Avg Bars in Losers 45 35 52 45 35 52
Bars Traded 3382 1567 1815 3382 1567 1815
Profit Streak 651.9375 775.4375 651.9375 651.9375 775.4375 651.9375
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 87834 468744 -358524 -576996 -65646 -578678
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": 1557144000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759271403182,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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": [
        [
            334599.9574204726,
            285230.974687247,
            49368.9827332258,
            5142.1108882337,
            409273.8866793205,
            -404131.7757910867
        ],
        [
            334.599957,
            285.230975,
            49.368983,
            5.142111,
            409.273887,
            -404.131776
        ],
        [
            0.185528,
            0.158154,
            0.027374,
            0.00278,
            0.090299,
            0
        ],
        [
            75.851852,
            75.851852,
            75.851852,
            75.851852,
            75.851852,
            75.851852
        ],
        [
            -116661,
            -42621,
            -164900,
            -417591,
            -105131,
            -588467
        ],
        [
            1.752541,
            2.915184,
            1.166959,
            1.004988,
            2.727776,
            0.491038
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            63.414634,
            68.292683,
            58.536585,
            63.414634,
            68.292683,
            58.536585
        ],
        [
            1.011082,
            1.353478,
            0.826596,
            0.579801,
            1.266467,
            0.347819
        ],
        [
            72910,
            72910,
            49808,
            149208,
            149208,
            97247
        ],
        [
            -92510,
            -31943,
            -92510,
            -299621,
            -99723,
            -299621
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            45,
            35,
            52,
            45,
            35,
            52
        ],
        [
            3382,
            1567,
            1815,
            3382,
            1567,
            1815
        ],
        [
            651.937537,
            775.437537,
            651.937537,
            651.937537,
            775.437537,
            651.937537
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            87834,
            468744,
            -358524,
            -576996,
            -65646,
            -578678
        ]
    ]
}
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": 1557144000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759271403182,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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)