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Trade: XMR/USDT/60/HL2/DCM/5198

Strategy
XMR/USDT/60/HL2/DCM/5198
Pair
XMR_USDT
Interval
1h
Score
418309
Daily Profit
0.160017
Profit Factor
1.516171
Profitability
73.913043
Streak
603.120448
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 08:53
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 73460.6931 33745.323 39715.3701 88613.5795 28156.6388 60456.9407
Total P&L (%) 73.4607 33.7453 39.7154 88.6136 28.1566 60.4569
Avg Daily Profit (%) 0.16 0.0735 0.0865 0.1383 0.0541 0.1031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22422 -17337 -21655 -30510 -30510 -26040
Profit Factor 1.5162 1.4707 1.5624 1.5003 1.2904 1.7541
Total Trades 322 161 161 322 161 161
Winning Trades 238 120 118 238 120 118
Losing Trades 84 41 43 84 41 43
Profitability (%) 73.913 74.5342 73.2919 73.913 74.5342 73.2919
Ratio Avg Win / Avg Loss 0.5351 0.5025 0.5693 0.5295 0.4409 0.6392
Largest Winning Trade 10889 10889 10667 20451 11482 20451
Largest Losing Trade -21655 -14379 -21655 -30510 -30510 -26040
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 67 69 64 67 69 64
Bars Traded 10473 5266 5207 10473 5266 5207
Profit Streak 603.1204 0 612.7038 603.1204 0 612.7038
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418309 -95412 -75809 -4145 -122947 -51613
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": 1669489200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760075606739,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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": [
        [
            73460.6931029199,
            33745.3230412755,
            39715.3700616446,
            88613.5795116439,
            28156.6387756278,
            60456.9407360161
        ],
        [
            73.460693,
            33.745323,
            39.71537,
            88.61358,
            28.156639,
            60.456941
        ],
        [
            0.160017,
            0.073506,
            0.086511,
            0.138313,
            0.054054,
            0.103054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22422,
            -17337,
            -21655,
            -30510,
            -30510,
            -26040
        ],
        [
            1.516171,
            1.470655,
            1.562383,
            1.500283,
            1.290407,
            1.7541
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            238,
            120,
            118,
            238,
            120,
            118
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            73.913043,
            74.534161,
            73.291925,
            73.913043,
            74.534161,
            73.291925
        ],
        [
            0.535119,
            0.502474,
            0.569343,
            0.529512,
            0.440889,
            0.639206
        ],
        [
            10889,
            10889,
            10667,
            20451,
            11482,
            20451
        ],
        [
            -21655,
            -14379,
            -21655,
            -30510,
            -30510,
            -26040
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            67,
            69,
            64,
            67,
            69,
            64
        ],
        [
            10473,
            5266,
            5207,
            10473,
            5266,
            5207
        ],
        [
            603.120448,
            0,
            612.703782,
            603.120448,
            0,
            612.703782
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418309,
            -95412,
            -75809,
            -4145,
            -122947,
            -51613
        ]
    ]
}
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": 1669489200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760075606739,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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)