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Trade: XMR/USDT/60/HL2/DCM/9994

Strategy
XMR/USDT/60/HL2/DCM/9994
Pair
XMR_USDT
Interval
1h
Score
444807
Daily Profit
0.173337
Profit Factor
1.592769
Profitability
74.698795
Streak
596.190881
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 07:34
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 79575.5016 34804.0669 44771.4348 101138.4696 29918.4071 71220.0625
Total P&L (%) 79.5755 34.8041 44.7714 101.1385 29.9184 71.2201
Avg Daily Profit (%) 0.1733 0.0758 0.0975 0.1523 0.057 0.1172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24848 -16418 -21173 -34380 -34380 -24815
Profit Factor 1.5928 1.4956 1.6994 1.601 1.3112 1.987
Total Trades 332 166 166 332 166 166
Winning Trades 248 122 126 248 122 126
Losing Trades 84 44 40 84 44 40
Profitability (%) 74.6988 73.494 75.9036 74.6988 73.494 75.9036
Ratio Avg Win / Avg Loss 0.5395 0.5394 0.5395 0.5423 0.4729 0.6308
Largest Winning Trade 10889 10889 10667 22111 11191 22111
Largest Losing Trade -21173 -14987 -21173 -34380 -34380 -24815
Avg Bars in Trades 31 31 30 31 31 30
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 66 62 71 66 62 71
Bars Traded 10298 5278 5020 10298 5278 5020
Profit Streak 596.1909 0 612.1492 596.1909 0 612.1492
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444807 -92199 -59889 440005 -118804 -31286
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552492143,
    "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": 233,
            "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": [
        [
            79575.5016339234,
            34804.066880067,
            44771.4347538565,
            101138.4695800939,
            29918.4071060443,
            71220.0624740495
        ],
        [
            79.575502,
            34.804067,
            44.771435,
            101.13847,
            29.918407,
            71.220062
        ],
        [
            0.173337,
            0.075813,
            0.097524,
            0.152338,
            0.05703,
            0.117212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24848,
            -16418,
            -21173,
            -34380,
            -34380,
            -24815
        ],
        [
            1.592769,
            1.495594,
            1.699371,
            1.60099,
            1.311233,
            1.987007
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            248,
            122,
            126,
            248,
            122,
            126
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            74.698795,
            73.493976,
            75.903614,
            74.698795,
            73.493976,
            75.903614
        ],
        [
            0.539486,
            0.539394,
            0.539483,
            0.542271,
            0.472904,
            0.630796
        ],
        [
            10889,
            10889,
            10667,
            22111,
            11191,
            22111
        ],
        [
            -21173,
            -14987,
            -21173,
            -34380,
            -34380,
            -24815
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            66,
            62,
            71,
            66,
            62,
            71
        ],
        [
            10298,
            5278,
            5020,
            10298,
            5278,
            5020
        ],
        [
            596.190881,
            0,
            612.149215,
            596.190881,
            0,
            612.149215
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444807,
            -92199,
            -59889,
            440005,
            -118804,
            -31286
        ]
    ]
}
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552492143,
    "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": 233,
            "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)