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Trade: XMR/USDT/60/FWMA/BBM/3395

Strategy
XMR/USDT/60/FWMA/BBM/3395
Pair
XMR_USDT
Interval
1h
Score
427522
Daily Profit
0.150065
Profit Factor
1.348460
Profitability
78.961749
Streak
590.600206
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 23:24
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 68892.0035 35123.3005 33768.703 76778.7977 26080.6252 50698.1725
Total P&L (%) 68.892 35.1233 33.7687 76.7788 26.0806 50.6982
Avg Daily Profit (%) 0.1501 0.0765 0.0736 0.1242 0.0505 0.0894
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29641 -29759 -21655 -63633 -64852 -28914
Profit Factor 1.3485 1.3599 1.3373 1.2589 1.1624 1.3729
Total Trades 366 183 183 366 183 183
Winning Trades 289 143 146 289 143 146
Losing Trades 77 40 37 77 40 37
Profitability (%) 78.9617 78.1421 79.7814 78.9617 78.1421 79.7814
Ratio Avg Win / Avg Loss 0.3593 0.3804 0.3389 0.3354 0.3251 0.3479
Largest Winning Trade 4444 4444 4084 7396 7396 5627
Largest Losing Trade -25119 -25119 -21655 -53456 -53456 -28914
Avg Bars in Trades 29 28 30 29 28 30
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 82 75 89 82 75 89
Bars Traded 10758 5198 5560 10758 5198 5560
Profit Streak 590.6002 0 593.9752 590.6002 0 593.9752
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427522 -90826 -94126 -23304 -168932 -71609
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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759350257831,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 2.98691
        }
    }
}
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": [
        [
            68892.0034749011,
            35123.3005028986,
            33768.7029720025,
            76778.797690103,
            26080.6251643345,
            50698.1725257685
        ],
        [
            68.892003,
            35.123301,
            33.768703,
            76.778798,
            26.080625,
            50.698173
        ],
        [
            0.150065,
            0.076508,
            0.073557,
            0.124179,
            0.050494,
            0.089373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29641,
            -29759,
            -21655,
            -63633,
            -64852,
            -28914
        ],
        [
            1.34846,
            1.359936,
            1.337276,
            1.258917,
            1.162398,
            1.372942
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            289,
            143,
            146,
            289,
            143,
            146
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            78.961749,
            78.142077,
            79.781421,
            78.961749,
            78.142077,
            79.781421
        ],
        [
            0.359278,
            0.380402,
            0.338899,
            0.335421,
            0.325146,
            0.347937
        ],
        [
            4444,
            4444,
            4084,
            7396,
            7396,
            5627
        ],
        [
            -25119,
            -25119,
            -21655,
            -53456,
            -53456,
            -28914
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            82,
            75,
            89,
            82,
            75,
            89
        ],
        [
            10758,
            5198,
            5560,
            10758,
            5198,
            5560
        ],
        [
            590.600206,
            0,
            593.975206,
            590.600206,
            0,
            593.975206
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427522,
            -90826,
            -94126,
            -23304,
            -168932,
            -71609
        ]
    ]
}
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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759350257831,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 2.98691
        }
    }
}

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)