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Trade: XMR/USDT/480/LINREG/SINWMA/1042

Strategy
XMR/USDT/480/LINREG/SINWMA/1042
Pair
XMR_USDT
Interval
8h
Score
358664
Daily Profit
0.177068
Profit Factor
1.966813
Profitability
61.176471
Streak
0.000000
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-10-05 22:17
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319311.2985 235672.0877 83639.2108 758209.7989 224465.0789 533744.72
Total P&L (%) 319.3113 235.6721 83.6392 758.2098 224.4651 533.7447
Avg Daily Profit (%) 0.1771 0.1307 0.0464 0.1193 0.0653 0.1024
Buy And Hold Return (%) 75.9561 75.9561 75.9561 75.9561 75.9561 75.9561
Max Trade Drawdown -101538 -47204 -68726 -2790607 -1424671 -1486680
Profit Factor 1.9668 2.3806 1.5242 1.1409 1.0757 1.2209
Total Trades 85 43 42 85 43 42
Winning Trades 52 29 23 52 29 23
Losing Trades 33 14 19 33 14 19
Profitability (%) 61.1765 67.4419 54.7619 61.1765 67.4419 54.7619
Ratio Avg Win / Avg Loss 1.2482 1.1493 1.2591 0.724 0.5193 1.0086
Largest Winning Trade 48785 48785 32506 895125 565120 895125
Largest Losing Trade -47204 -47204 -27044 -1380388 -1380388 -911485
Avg Bars in Trades 61 58 63 61 58 63
Avg Bars in Winners 65 61 70 65 61 70
Avg Bars in Losers 54 52 55 54 52 55
Bars Traded 5197 2516 2681 5197 2516 2681
Profit Streak 0 0 700.1374 0 0 700.1374
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358664 -15841 -262203 -98595 -245511 -54578
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759691870076,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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": [
        [
            319311.2985205497,
            235672.0877073986,
            83639.2108131512,
            758209.7988861975,
            224465.078898288,
            533744.719987908
        ],
        [
            319.311299,
            235.672088,
            83.639211,
            758.209799,
            224.465079,
            533.74472
        ],
        [
            0.177068,
            0.130687,
            0.04638,
            0.119277,
            0.06529,
            0.102445
        ],
        [
            75.956122,
            75.956122,
            75.956122,
            75.956122,
            75.956122,
            75.956122
        ],
        [
            -101538,
            -47204,
            -68726,
            -2790607,
            -1424671,
            -1486680
        ],
        [
            1.966813,
            2.380596,
            1.524157,
            1.140908,
            1.075704,
            1.220934
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            61.176471,
            67.44186,
            54.761905,
            61.176471,
            67.44186,
            54.761905
        ],
        [
            1.24817,
            1.149253,
            1.259086,
            0.724038,
            0.519306,
            1.008598
        ],
        [
            48785,
            48785,
            32506,
            895125,
            565120,
            895125
        ],
        [
            -47204,
            -47204,
            -27044,
            -1380388,
            -1380388,
            -911485
        ],
        [
            61,
            58,
            63,
            61,
            58,
            63
        ],
        [
            65,
            61,
            70,
            65,
            61,
            70
        ],
        [
            54,
            52,
            55,
            54,
            52,
            55
        ],
        [
            5197,
            2516,
            2681,
            5197,
            2516,
            2681
        ],
        [
            0,
            0,
            700.137385,
            0,
            0,
            700.137385
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358664,
            -15841,
            -262203,
            -98595,
            -245511,
            -54578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759691870076,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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)