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Trade: XMR/USDT/60/FWMA/ALMA/2721

Strategy
XMR/USDT/60/FWMA/ALMA/2721
Pair
XMR_USDT
Interval
1h
Score
466675
Daily Profit
0.231239
Profit Factor
1.604198
Profitability
76.411960
Streak
598.850914
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 11:25
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 106157.3869 52774.9121 53382.4748 158503.4201 58339.1248 100164.2954
Total P&L (%) 106.1574 52.7749 53.3825 158.5034 58.3391 100.1643
Avg Daily Profit (%) 0.2312 0.115 0.1163 0.2071 0.1002 0.1513
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27309 -24128 -21118 -62802 -70972 -32574
Profit Factor 1.6042 1.6267 1.5835 1.4888 1.3347 1.6678
Total Trades 301 150 151 301 150 151
Winning Trades 230 116 114 230 116 114
Losing Trades 71 34 37 71 34 37
Profitability (%) 76.412 77.3333 75.4967 76.412 77.3333 75.4967
Ratio Avg Win / Avg Loss 0.4952 0.4768 0.5139 0.4596 0.3912 0.5413
Largest Winning Trade 6292 4744 6292 11725 10951 11725
Largest Losing Trade -21690 -21690 -21118 -62455 -62455 -32574
Avg Bars in Trades 36 34 37 36 34 37
Avg Bars in Winners 19 18 20 19 18 20
Avg Bars in Losers 88 87 90 88 87 90
Bars Traded 10885 5175 5710 10885 5175 5710
Profit Streak 598.8509 0 602.3509 598.8509 0 602.3509
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466675 -36810 -34614 434479 -58125 421036
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": 1669118400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760084718987,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "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": [
        [
            106157.386908892,
            52774.9120738483,
            53382.4748350437,
            158503.4201302719,
            58339.1247758529,
            100164.2953544191
        ],
        [
            106.157387,
            52.774912,
            53.382475,
            158.50342,
            58.339125,
            100.164295
        ],
        [
            0.231239,
            0.114958,
            0.116281,
            0.207093,
            0.100157,
            0.151279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27309,
            -24128,
            -21118,
            -62802,
            -70972,
            -32574
        ],
        [
            1.604198,
            1.626743,
            1.58345,
            1.488753,
            1.334667,
            1.667844
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            230,
            116,
            114,
            230,
            116,
            114
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            76.41196,
            77.333333,
            75.496689,
            76.41196,
            77.333333,
            75.496689
        ],
        [
            0.495209,
            0.476804,
            0.513927,
            0.459572,
            0.391195,
            0.541318
        ],
        [
            6292,
            4744,
            6292,
            11725,
            10951,
            11725
        ],
        [
            -21690,
            -21690,
            -21118,
            -62455,
            -62455,
            -32574
        ],
        [
            36,
            34,
            37,
            36,
            34,
            37
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            88,
            87,
            90,
            88,
            87,
            90
        ],
        [
            10885,
            5175,
            5710,
            10885,
            5175,
            5710
        ],
        [
            598.850914,
            0,
            602.350914,
            598.850914,
            0,
            602.350914
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466675,
            -36810,
            -34614,
            434479,
            -58125,
            421036
        ]
    ]
}
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": 1669118400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760084718987,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "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)