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Trade: XMR/USDT/120/DCM/ZLMA/4396

Strategy
XMR/USDT/120/DCM/ZLMA/4396
Pair
XMR_USDT
Interval
2h
Score
350173
Daily Profit
0.218205
Profit Factor
1.836987
Profitability
56.617647
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-09 23:54
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327307.2144 244188.8827 83118.3317 830118.698 397305.5827 432813.1153
Total P&L (%) 327.3072 244.1889 83.1183 830.1187 397.3056 432.8131
Avg Daily Profit (%) 0.2182 0.1628 0.0554 0.1488 0.107 0.1116
Buy And Hold Return (%) 70.3502 70.3502 70.3502 70.3502 70.3502 70.3502
Max Trade Drawdown -95182 -54570 -58039 -866528 -546054 -453014
Profit Factor 1.837 2.2233 1.4342 1.2781 1.236 1.3325
Total Trades 136 68 68 136 68 68
Winning Trades 77 42 35 77 42 35
Losing Trades 59 26 33 59 26 33
Profitability (%) 56.6176 61.7647 51.4706 56.6176 61.7647 51.4706
Ratio Avg Win / Avg Loss 1.4076 1.3763 1.3522 0.9793 0.7651 1.2564
Largest Winning Trade 58222 58222 43553 236367 232369 236367
Largest Losing Trade -29185 -29185 -23818 -383342 -383342 -166764
Avg Bars in Trades 129 150 108 129 150 108
Avg Bars in Winners 151 185 111 151 185 111
Avg Bars in Losers 101 94 106 101 94 106
Bars Traded 17648 10238 7410 17648 10238 7410
Profit Streak 0 0 659.1212 0 0 659.1212
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350173 -99924 -334974 197793 -160679 -151935
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043269365,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "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": [
        [
            327307.2143646879,
            244188.8827067857,
            83118.3316579023,
            830118.6979560605,
            397305.5826537252,
            432813.1153023358
        ],
        [
            327.307214,
            244.188883,
            83.118332,
            830.118698,
            397.305583,
            432.813115
        ],
        [
            0.218205,
            0.162793,
            0.055412,
            0.148787,
            0.106993,
            0.111596
        ],
        [
            70.350172,
            70.350172,
            70.350172,
            70.350172,
            70.350172,
            70.350172
        ],
        [
            -95182,
            -54570,
            -58039,
            -866528,
            -546054,
            -453014
        ],
        [
            1.836987,
            2.223305,
            1.434174,
            1.27807,
            1.235987,
            1.3325
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            56.617647,
            61.764706,
            51.470588,
            56.617647,
            61.764706,
            51.470588
        ],
        [
            1.407561,
            1.376332,
            1.352221,
            0.979301,
            0.765135,
            1.256357
        ],
        [
            58222,
            58222,
            43553,
            236367,
            232369,
            236367
        ],
        [
            -29185,
            -29185,
            -23818,
            -383342,
            -383342,
            -166764
        ],
        [
            129,
            150,
            108,
            129,
            150,
            108
        ],
        [
            151,
            185,
            111,
            151,
            185,
            111
        ],
        [
            101,
            94,
            106,
            101,
            94,
            106
        ],
        [
            17648,
            10238,
            7410,
            17648,
            10238,
            7410
        ],
        [
            0,
            0,
            659.121173,
            0,
            0,
            659.121173
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350173,
            -99924,
            -334974,
            197793,
            -160679,
            -151935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043269365,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "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)