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Trade: XMR/USDT/120/FWMA/VWMA/5122

Strategy
XMR/USDT/120/FWMA/VWMA/5122
Pair
XMR_USDT
Interval
2h
Score
390498
Daily Profit
0.180685
Profit Factor
1.249696
Profitability
76.658163
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-07 01:59
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 271027.9001 216387.7627 54640.1374 281328.4203 185956.7924 95371.6279
Total P&L (%) 271.0279 216.3878 54.6401 281.3284 185.9568 95.3716
Avg Daily Profit (%) 0.1807 0.1443 0.0364 0.0893 0.0701 0.0447
Buy And Hold Return (%) 85.6138 85.6138 85.6138 85.6138 85.6138 85.6138
Max Trade Drawdown -128348 -76697 -88317 -365731 -224899 -187204
Profit Factor 1.2497 1.4323 1.0934 1.129 1.1737 1.0859
Total Trades 784 392 392 784 392 392
Winning Trades 601 309 292 601 309 292
Losing Trades 183 83 100 183 83 100
Profitability (%) 76.6582 78.8265 74.4898 76.6582 78.8265 74.4898
Ratio Avg Win / Avg Loss 0.3805 0.3847 0.3745 0.3438 0.3153 0.3719
Largest Winning Trade 14455 13772 14455 23480 21452 23480
Largest Losing Trade -42891 -42891 -36746 -93267 -93267 -89255
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 11 11 12 11 11 12
Avg Bars in Losers 56 53 59 56 53 59
Bars Traded 17532 7963 9569 17532 7963 9569
Profit Streak 0 604.4579 0 0 604.4579 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390498 74702 -424501 -148661 -129393 -386318
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580068800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759791560993,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 50,
            "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": [
        [
            271027.9001279963,
            216387.7627179948,
            54640.1374100016,
            281328.420253876,
            185956.7923600798,
            95371.6278937964
        ],
        [
            271.0279,
            216.387763,
            54.640137,
            281.32842,
            185.956792,
            95.371628
        ],
        [
            0.180685,
            0.144259,
            0.036427,
            0.089273,
            0.070069,
            0.044659
        ],
        [
            85.613761,
            85.613761,
            85.613761,
            85.613761,
            85.613761,
            85.613761
        ],
        [
            -128348,
            -76697,
            -88317,
            -365731,
            -224899,
            -187204
        ],
        [
            1.249696,
            1.43231,
            1.093419,
            1.129018,
            1.173711,
            1.085917
        ],
        [
            784,
            392,
            392,
            784,
            392,
            392
        ],
        [
            601,
            309,
            292,
            601,
            309,
            292
        ],
        [
            183,
            83,
            100,
            183,
            83,
            100
        ],
        [
            76.658163,
            78.826531,
            74.489796,
            76.658163,
            78.826531,
            74.489796
        ],
        [
            0.380523,
            0.384731,
            0.374459,
            0.343778,
            0.315269,
            0.37189
        ],
        [
            14455,
            13772,
            14455,
            23480,
            21452,
            23480
        ],
        [
            -42891,
            -42891,
            -36746,
            -93267,
            -93267,
            -89255
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            17532,
            7963,
            9569,
            17532,
            7963,
            9569
        ],
        [
            0,
            604.457882,
            0,
            0,
            604.457882,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390498,
            74702,
            -424501,
            -148661,
            -129393,
            -386318
        ]
    ]
}
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": 1580068800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759791560993,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 50,
            "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)