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Trade: XMR/USDT/720/MIDPOINT/DEMA/2074

Strategy
XMR/USDT/720/MIDPOINT/DEMA/2074
Pair
XMR_USDT
Interval
12h
Score
433620
Daily Profit
0.199299
Profit Factor
1.971124
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-09 12:13
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359435.2899 274298.0081 85137.2819 1105855.7038 710576.5184 395279.1855
Total P&L (%) 359.4353 274.298 85.1373 1105.8557 710.5765 395.2792
Avg Daily Profit (%) 0.1993 0.1521 0.0472 0.1381 0.1161 0.0888
Buy And Hold Return (%) 34.9937 34.9937 34.9937 34.9937 34.9937 34.9937
Max Trade Drawdown -63400 -38663 -44165 -1101833 -595560 -729194
Profit Factor 1.9711 2.635 1.4207 1.3472 1.4666 1.2378
Total Trades 102 51 51 102 51 51
Winning Trades 63 34 29 63 34 29
Losing Trades 39 17 22 39 17 22
Profitability (%) 61.7647 66.6667 56.8627 61.7647 66.6667 56.8627
Ratio Avg Win / Avg Loss 1.2202 1.3175 1.0778 0.834 0.7333 0.939
Largest Winning Trade 59801 59801 39176 287258 287258 266032
Largest Losing Trade -38663 -38663 -24736 -595560 -595560 -506272
Avg Bars in Trades 31 25 37 31 25 37
Avg Bars in Winners 32 22 44 32 22 44
Avg Bars in Losers 29 30 28 29 30 28
Bars Traded 3181 1275 1906 3181 1275 1906
Profit Streak 0 810.3843 0 0 810.3843 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433620 -165145 -312210 -7690 -214431 -255597
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760001200574,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 171,
            "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": [
        [
            359435.2899485141,
            274298.0080577116,
            85137.2818908025,
            1105855.7038406488,
            710576.5183566179,
            395279.1854840299
        ],
        [
            359.43529,
            274.298008,
            85.137282,
            1105.855704,
            710.576518,
            395.279185
        ],
        [
            0.199299,
            0.152092,
            0.047207,
            0.138148,
            0.116096,
            0.088753
        ],
        [
            34.993745,
            34.993745,
            34.993745,
            34.993745,
            34.993745,
            34.993745
        ],
        [
            -63400,
            -38663,
            -44165,
            -1101833,
            -595560,
            -729194
        ],
        [
            1.971124,
            2.634974,
            1.420734,
            1.347219,
            1.466596,
            1.237834
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            61.764706,
            66.666667,
            56.862745,
            61.764706,
            66.666667,
            56.862745
        ],
        [
            1.220219,
            1.317487,
            1.077798,
            0.833993,
            0.733298,
            0.939046
        ],
        [
            59801,
            59801,
            39176,
            287258,
            287258,
            266032
        ],
        [
            -38663,
            -38663,
            -24736,
            -595560,
            -595560,
            -506272
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            32,
            22,
            44,
            32,
            22,
            44
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            3181,
            1275,
            1906,
            3181,
            1275,
            1906
        ],
        [
            0,
            810.384266,
            0,
            0,
            810.384266,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433620,
            -165145,
            -312210,
            -7690,
            -214431,
            -255597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760001200574,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 171,
            "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)