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Trade: XMR/USDT/240/MIDPOINT/SINWMA/9210

Strategy
XMR/USDT/240/MIDPOINT/SINWMA/9210
Pair
XMR_USDT
Interval
4h
Score
425900
Daily Profit
0.217741
Profit Factor
1.213594
Profitability
63.333333
Streak
586.567055
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-27 00:36
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392440.7527 317277.8396 75162.9132 865726.9102 442818.4072 422908.5029
Total P&L (%) 392.4408 317.2778 75.1629 865.7269 442.8184 422.9085
Avg Daily Profit (%) 0.2177 0.176 0.0417 0.1259 0.0939 0.0918
Buy And Hold Return (%) 122.493 122.493 122.493 122.493 122.493 122.493
Max Trade Drawdown -133700 -97517 -88176 -795841 -494014 -553954
Profit Factor 1.2136 1.3704 1.0766 1.0933 1.0927 1.094
Total Trades 1290 645 645 1290 645 645
Winning Trades 817 427 390 817 427 390
Losing Trades 473 218 255 473 218 255
Profitability (%) 63.3333 66.2016 60.4651 63.3333 66.2016 60.4651
Ratio Avg Win / Avg Loss 0.7026 0.6996 0.704 0.633 0.5579 0.7153
Largest Winning Trade 17154 15161 17154 117775 98654 117775
Largest Losing Trade -38218 -38218 -23512 -365046 -365046 -221756
Avg Bars in Trades 8 7 8 8 7 8
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 13 12 13 13 12 13
Bars Traded 10798 5005 5793 10798 5005 5793
Profit Streak 586.5671 0 589.5671 586.5671 0 589.5671
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425900 302280 -435829 -134943 -184762 -186842
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552766400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758922593567,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            392440.7527474456,
            317277.8395558621,
            75162.9131915838,
            865726.9101542032,
            442818.4072346413,
            422908.5029195618
        ],
        [
            392.440753,
            317.27784,
            75.162913,
            865.72691,
            442.818407,
            422.908503
        ],
        [
            0.217741,
            0.176038,
            0.041703,
            0.1259,
            0.093901,
            0.091825
        ],
        [
            122.492971,
            122.492971,
            122.492971,
            122.492971,
            122.492971,
            122.492971
        ],
        [
            -133700,
            -97517,
            -88176,
            -795841,
            -494014,
            -553954
        ],
        [
            1.213594,
            1.370352,
            1.076648,
            1.093341,
            1.09272,
            1.094001
        ],
        [
            1290,
            645,
            645,
            1290,
            645,
            645
        ],
        [
            817,
            427,
            390,
            817,
            427,
            390
        ],
        [
            473,
            218,
            255,
            473,
            218,
            255
        ],
        [
            63.333333,
            66.20155,
            60.465116,
            63.333333,
            66.20155,
            60.465116
        ],
        [
            0.702607,
            0.699618,
            0.703962,
            0.632987,
            0.557876,
            0.715308
        ],
        [
            17154,
            15161,
            17154,
            117775,
            98654,
            117775
        ],
        [
            -38218,
            -38218,
            -23512,
            -365046,
            -365046,
            -221756
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            10798,
            5005,
            5793,
            10798,
            5005,
            5793
        ],
        [
            586.567055,
            0,
            589.567055,
            586.567055,
            0,
            589.567055
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425900,
            302280,
            -435829,
            -134943,
            -184762,
            -186842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552766400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758922593567,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)