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Trade: XMR/USDT/240/DCM/SWMA/9867

Strategy
XMR/USDT/240/DCM/SWMA/9867
Pair
XMR_USDT
Interval
4h
Score
363347
Daily Profit
0.269259
Profit Factor
1.722408
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-10 20:15
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485293.8675 382182.9654 103110.9021 2119754.3207 1513611.061 606143.2597
Total P&L (%) 485.2939 382.183 103.1109 2119.7543 1513.6111 606.1433
Avg Daily Profit (%) 0.2693 0.212 0.0572 0.1721 0.1544 0.1085
Buy And Hold Return (%) 119.8148 119.8148 119.8148 119.8148 119.8148 119.8148
Max Trade Drawdown -108286 -65726 -66031 -4071330 -2674935 -2245586
Profit Factor 1.7224 2.2725 1.2776 1.141 1.1883 1.0867
Total Trades 240 120 120 240 120 120
Winning Trades 132 69 63 132 69 63
Losing Trades 108 51 57 108 51 57
Profitability (%) 55 57.5 52.5 55 57.5 52.5
Ratio Avg Win / Avg Loss 1.4092 1.6797 1.1559 0.9336 0.8783 0.9832
Largest Winning Trade 105142 105142 58042 1216538 1216538 1058509
Largest Losing Trade -33689 -33689 -31574 -1460820 -1460820 -918853
Avg Bars in Trades 44 48 40 44 48 40
Avg Bars in Winners 46 52 39 46 52 39
Avg Bars in Losers 42 43 40 42 43 40
Bars Traded 10651 5849 4802 10651 5849 4802
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363347 354405 -282268 -57366 -6639 -175785
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1554019200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760116540156,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "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": [
        [
            485293.8674922457,
            382182.9653742009,
            103110.9021180446,
            2119754.3206564053,
            1513611.061005212,
            606143.2596511942
        ],
        [
            485.293867,
            382.182965,
            103.110902,
            2119.754321,
            1513.611061,
            606.14326
        ],
        [
            0.269259,
            0.212049,
            0.05721,
            0.172147,
            0.154423,
            0.10851
        ],
        [
            119.814815,
            119.814815,
            119.814815,
            119.814815,
            119.814815,
            119.814815
        ],
        [
            -108286,
            -65726,
            -66031,
            -4071330,
            -2674935,
            -2245586
        ],
        [
            1.722408,
            2.272514,
            1.277601,
            1.141022,
            1.188336,
            1.086658
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            132,
            69,
            63,
            132,
            69,
            63
        ],
        [
            108,
            51,
            57,
            108,
            51,
            57
        ],
        [
            55,
            57.5,
            52.5,
            55,
            57.5,
            52.5
        ],
        [
            1.409243,
            1.679684,
            1.155925,
            0.933563,
            0.878336,
            0.983167
        ],
        [
            105142,
            105142,
            58042,
            1216538,
            1216538,
            1058509
        ],
        [
            -33689,
            -33689,
            -31574,
            -1460820,
            -1460820,
            -918853
        ],
        [
            44,
            48,
            40,
            44,
            48,
            40
        ],
        [
            46,
            52,
            39,
            46,
            52,
            39
        ],
        [
            42,
            43,
            40,
            42,
            43,
            40
        ],
        [
            10651,
            5849,
            4802,
            10651,
            5849,
            4802
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363347,
            354405,
            -282268,
            -57366,
            -6639,
            -175785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1554019200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760116540156,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "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)