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Trade: XMR/USDT/60/WMA/DCM/1299

Strategy
XMR/USDT/60/WMA/DCM/1299
Pair
XMR_USDT
Interval
1h
Score
436987
Daily Profit
0.162711
Profit Factor
1.617085
Profitability
75.961538
Streak
636.045649
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 02:05
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 74697.3703 35782.1836 38915.1867 82770.3887 38309.6367 44460.752
Total P&L (%) 74.6974 35.7822 38.9152 82.7704 38.3096 44.4608
Avg Daily Profit (%) 0.1627 0.0779 0.0848 0.1314 0.0707 0.0802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38916 -20068 -24382 -49110 -26418 -29420
Profit Factor 1.6171 1.6668 1.5775 1.6159 1.6249 1.6083
Total Trades 104 52 52 104 52 52
Winning Trades 79 38 41 79 38 41
Losing Trades 25 14 11 25 14 11
Profitability (%) 75.9615 73.0769 78.8462 75.9615 73.0769 78.8462
Ratio Avg Win / Avg Loss 0.5117 0.6141 0.4232 0.5114 0.5986 0.4315
Largest Winning Trade 31528 15734 31528 36543 23987 36543
Largest Losing Trade -18886 -14314 -18886 -22475 -20024 -22475
Avg Bars in Trades 98 87 110 98 87 110
Avg Bars in Winners 63 56 71 63 56 71
Avg Bars in Losers 208 171 255 208 171 255
Bars Traded 10256 4533 5723 10256 4533 5723
Profit Streak 636.0456 636.0456 667.879 636.0456 636.0456 667.879
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436987 -267596 -257672 -12707 -277147 -263174
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760137544095,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 239,
            "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": [
        [
            74697.3702859922,
            35782.1835575308,
            38915.1867284614,
            82770.3886832173,
            38309.636665219,
            44460.7520179982
        ],
        [
            74.69737,
            35.782184,
            38.915187,
            82.770389,
            38.309637,
            44.460752
        ],
        [
            0.162711,
            0.077943,
            0.084768,
            0.131449,
            0.070672,
            0.080157
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38916,
            -20068,
            -24382,
            -49110,
            -26418,
            -29420
        ],
        [
            1.617085,
            1.666838,
            1.577468,
            1.615867,
            1.624868,
            1.608317
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            75.961538,
            73.076923,
            78.846154,
            75.961538,
            73.076923,
            78.846154
        ],
        [
            0.511736,
            0.614098,
            0.423223,
            0.51135,
            0.598636,
            0.4315
        ],
        [
            31528,
            15734,
            31528,
            36543,
            23987,
            36543
        ],
        [
            -18886,
            -14314,
            -18886,
            -22475,
            -20024,
            -22475
        ],
        [
            98,
            87,
            110,
            98,
            87,
            110
        ],
        [
            63,
            56,
            71,
            63,
            56,
            71
        ],
        [
            208,
            171,
            255,
            208,
            171,
            255
        ],
        [
            10256,
            4533,
            5723,
            10256,
            4533,
            5723
        ],
        [
            636.045649,
            636.045649,
            667.878982,
            636.045649,
            636.045649,
            667.878983
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436987,
            -267596,
            -257672,
            -12707,
            -277147,
            -263174
        ]
    ]
}
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760137544095,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 239,
            "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)