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Trade: XMR/USDT/60/HLC3/DCM/5916

Strategy
XMR/USDT/60/HLC3/DCM/5916
Pair
XMR_USDT
Interval
1h
Score
530893
Daily Profit
0.254656
Profit Factor
1.763781
Profitability
77.467811
Streak
607.004196
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 07:06
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 116907.3507 56795.5188 60111.8319 193560.0078 68136.4763 125423.5315
Total P&L (%) 116.9074 56.7955 60.1118 193.56 68.1365 125.4235
Avg Daily Profit (%) 0.2547 0.1237 0.1309 0.2349 0.1132 0.1772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21516 -14379 -20581 -47813 -47813 -30622
Profit Factor 1.7638 1.7647 1.7629 1.7606 1.4871 2.0944
Total Trades 466 233 233 466 233 233
Winning Trades 361 181 180 361 181 180
Losing Trades 105 52 53 105 52 53
Profitability (%) 77.4678 77.6824 77.2532 77.4678 77.6824 77.2532
Ratio Avg Win / Avg Loss 0.513 0.507 0.5191 0.5121 0.4272 0.6167
Largest Winning Trade 10667 4249 10667 32050 7576 32050
Largest Losing Trade -20029 -14379 -20029 -47813 -47813 -29873
Avg Bars in Trades 22 19 25 22 19 25
Avg Bars in Winners 12 10 13 12 10 13
Avg Bars in Losers 59 51 68 59 51 68
Bars Traded 10658 4645 6013 10658 4645 6013
Profit Streak 607.0042 0 616.4209 607.0042 0 616.4209
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530893 -24120 -13255 524579 -38607 492833
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241962552,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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": [
        [
            116907.3507332687,
            56795.5187988864,
            60111.8319343822,
            193560.0077686723,
            68136.4762767041,
            125423.5314919679
        ],
        [
            116.907351,
            56.795519,
            60.111832,
            193.560008,
            68.136476,
            125.423531
        ],
        [
            0.254656,
            0.123716,
            0.13094,
            0.234856,
            0.113248,
            0.177209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21516,
            -14379,
            -20581,
            -47813,
            -47813,
            -30622
        ],
        [
            1.763781,
            1.764698,
            1.762916,
            1.760577,
            1.487085,
            2.094401
        ],
        [
            466,
            233,
            233,
            466,
            233,
            233
        ],
        [
            361,
            181,
            180,
            361,
            181,
            180
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            77.467811,
            77.682403,
            77.253219,
            77.467811,
            77.682403,
            77.253219
        ],
        [
            0.513011,
            0.506985,
            0.519081,
            0.512079,
            0.427229,
            0.616685
        ],
        [
            10667,
            4249,
            10667,
            32050,
            7576,
            32050
        ],
        [
            -20029,
            -14379,
            -20029,
            -47813,
            -47813,
            -29873
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            12,
            10,
            13,
            12,
            10,
            13
        ],
        [
            59,
            51,
            68,
            59,
            51,
            68
        ],
        [
            10658,
            4645,
            6013,
            10658,
            4645,
            6013
        ],
        [
            607.004196,
            0,
            616.420863,
            607.004196,
            0,
            616.420863
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530893,
            -24120,
            -13255,
            524579,
            -38607,
            492833
        ]
    ]
}
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241962552,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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)