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Trade: XMR/USDT/60/DEMA/MIDPRICE/4879

Strategy
XMR/USDT/60/DEMA/MIDPRICE/4879
Pair
XMR_USDT
Interval
1h
Score
358075
Daily Profit
0.159141
Profit Factor
1.464136
Profitability
67.307692
Streak
605.380388
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 23:07
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 73058.6523 38377.9154 34680.7369 81276.1935 42409.4276 38866.7659
Total P&L (%) 73.0587 38.3779 34.6807 81.2762 42.4094 38.8668
Avg Daily Profit (%) 0.1591 0.0836 0.0755 0.1297 0.077 0.0715
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28115 -14865 -23558 -38674 -17860 -30848
Profit Factor 1.4641 1.5037 1.427 1.4284 1.4545 1.4031
Total Trades 156 78 78 156 78 78
Winning Trades 105 54 51 105 54 51
Losing Trades 51 24 27 51 24 27
Profitability (%) 67.3077 69.2308 65.3846 67.3077 69.2308 65.3846
Ratio Avg Win / Avg Loss 0.7112 0.6683 0.7555 0.6938 0.6464 0.7428
Largest Winning Trade 28854 14736 28854 34419 22651 34419
Largest Losing Trade -17426 -10385 -17426 -23273 -13824 -23273
Avg Bars in Trades 68 60 76 68 60 76
Avg Bars in Winners 50 46 54 50 46 54
Avg Bars in Losers 105 91 118 105 91 118
Bars Traded 10689 4725 5964 10689 4725 5964
Profit Streak 605.3804 611.5471 605.3804 605.3804 611.5471 605.3804
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358075 -115542 -127950 -17471 -124228 -133052
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760040465517,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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": [
        [
            73058.6522711266,
            38377.9153640003,
            34680.7369071262,
            81276.1934725941,
            42409.4275501821,
            38866.765922412
        ],
        [
            73.058652,
            38.377915,
            34.680737,
            81.276193,
            42.409428,
            38.866766
        ],
        [
            0.159141,
            0.083597,
            0.075544,
            0.129659,
            0.077039,
            0.071548
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28115,
            -14865,
            -23558,
            -38674,
            -17860,
            -30848
        ],
        [
            1.464136,
            1.503687,
            1.42703,
            1.428378,
            1.454474,
            1.403121
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            67.307692,
            69.230769,
            65.384615,
            67.307692,
            69.230769,
            65.384615
        ],
        [
            0.711152,
            0.668305,
            0.755486,
            0.693784,
            0.646433,
            0.742829
        ],
        [
            28854,
            14736,
            28854,
            34419,
            22651,
            34419
        ],
        [
            -17426,
            -10385,
            -17426,
            -23273,
            -13824,
            -23273
        ],
        [
            68,
            60,
            76,
            68,
            60,
            76
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            105,
            91,
            118,
            105,
            91,
            118
        ],
        [
            10689,
            4725,
            5964,
            10689,
            4725,
            5964
        ],
        [
            605.380388,
            611.547055,
            605.380388,
            605.380388,
            611.547055,
            605.380388
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358075,
            -115542,
            -127950,
            -17471,
            -124228,
            -133052
        ]
    ]
}
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760040465517,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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)