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Trade: XMR/USDT/120/FWMA/BBU/2500

Strategy
XMR/USDT/120/FWMA/BBU/2500
Pair
XMR_USDT
Interval
2h
Score
415235
Daily Profit
0.248566
Profit Factor
1.731886
Profitability
74.294671
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-30 12:07
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372848.3417 284087.3286 88761.0131 1223568.4864 602815.0544 620753.432
Total P&L (%) 372.8483 284.0873 88.761 1223.5685 602.8151 620.7534
Avg Daily Profit (%) 0.2486 0.1894 0.0592 0.1723 0.1301 0.1318
Buy And Hold Return (%) 83.8315 83.8315 83.8315 83.8315 83.8315 83.8315
Max Trade Drawdown -63221 -64687 -12581 -1321802 -1529303 -137246
Profit Factor 1.7319 1.6468 2.2637 1.2168 1.1185 2.1141
Total Trades 319 159 160 319 159 160
Winning Trades 237 119 118 237 119 118
Losing Trades 82 40 42 82 40 42
Profitability (%) 74.2947 74.8428 73.75 74.2947 74.8428 73.75
Ratio Avg Win / Avg Loss 0.5992 0.5536 0.8057 0.421 0.376 0.7525
Largest Winning Trade 25968 25968 8011 340891 340891 48986
Largest Losing Trade -54688 -54688 -7670 -794506 -794506 -75986
Avg Bars in Trades 54 106 3 54 106 3
Avg Bars in Winners 35 68 2 35 68 2
Avg Bars in Losers 110 221 6 110 221 6
Bars Traded 17511 16974 537 17511 16974 537
Profit Streak 0 627.2135 0 0 627.2135 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415235 344218 -256220 379002 -106297 -11825
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579485600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223249128,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.93474
        }
    }
}
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": [
        [
            372848.3416903453,
            284087.3285870253,
            88761.0131033199,
            1223568.4863932207,
            602815.0543750214,
            620753.4320181994
        ],
        [
            372.848342,
            284.087329,
            88.761013,
            1223.568486,
            602.815054,
            620.753432
        ],
        [
            0.248566,
            0.189392,
            0.059174,
            0.172343,
            0.130079,
            0.131762
        ],
        [
            83.831501,
            83.831501,
            83.831501,
            83.831501,
            83.831501,
            83.831501
        ],
        [
            -63221,
            -64687,
            -12581,
            -1321802,
            -1529303,
            -137246
        ],
        [
            1.731886,
            1.646834,
            2.263713,
            1.216845,
            1.118538,
            2.11411
        ],
        [
            319,
            159,
            160,
            319,
            159,
            160
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            74.294671,
            74.842767,
            73.75,
            74.294671,
            74.842767,
            73.75
        ],
        [
            0.599218,
            0.553558,
            0.805728,
            0.421018,
            0.375979,
            0.75248
        ],
        [
            25968,
            25968,
            8011,
            340891,
            340891,
            48986
        ],
        [
            -54688,
            -54688,
            -7670,
            -794506,
            -794506,
            -75986
        ],
        [
            54,
            106,
            3,
            54,
            106,
            3
        ],
        [
            35,
            68,
            2,
            35,
            68,
            2
        ],
        [
            110,
            221,
            6,
            110,
            221,
            6
        ],
        [
            17511,
            16974,
            537,
            17511,
            16974,
            537
        ],
        [
            0,
            627.213531,
            0,
            0,
            627.213532,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415235,
            344218,
            -256220,
            379002,
            -106297,
            -11825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579485600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223249128,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.93474
        }
    }
}

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)