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Trade: XMR/USDT/60/FWMA/BBM/5967

Strategy
XMR/USDT/60/FWMA/BBM/5967
Pair
XMR_USDT
Interval
1h
Score
387917
Daily Profit
0.150680
Profit Factor
1.221407
Profitability
69.280000
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 03:05
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 69173.9889 34795.6613 34378.3276 79800.4557 31525.0959 48275.3598
Total P&L (%) 69.174 34.7957 34.3783 79.8005 31.5251 48.2754
Avg Daily Profit (%) 0.1507 0.0758 0.0749 0.1279 0.0597 0.0858
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31415 -20117 -27589 -33253 -33634 -28930
Profit Factor 1.2214 1.2337 1.2103 1.2243 1.1783 1.2698
Total Trades 625 312 313 625 312 313
Winning Trades 433 221 212 433 221 212
Losing Trades 192 91 101 192 91 101
Profitability (%) 69.28 70.8333 67.7316 69.28 70.8333 67.7316
Ratio Avg Win / Avg Loss 0.5416 0.508 0.5766 0.5429 0.4852 0.605
Largest Winning Trade 11042 5108 11042 16514 7731 16514
Largest Losing Trade -15338 -13096 -15338 -21750 -21750 -14543
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 36 34 39 36 34 39
Bars Traded 10964 5022 5942 10964 5022 5942
Profit Streak 0 591.0454 0 0 591.0454 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387917 -92547 -94920 -18656 -138388 -78715
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": 1668837600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759277121014,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 2.5185
        }
    }
}
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": [
        [
            69173.988855535,
            34795.6612871627,
            34378.3275683722,
            79800.4557120189,
            31525.0958899178,
            48275.359822101
        ],
        [
            69.173989,
            34.795661,
            34.378328,
            79.800456,
            31.525096,
            48.27536
        ],
        [
            0.15068,
            0.075794,
            0.074885,
            0.127876,
            0.059708,
            0.085839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31415,
            -20117,
            -27589,
            -33253,
            -33634,
            -28930
        ],
        [
            1.221407,
            1.233657,
            1.21025,
            1.224318,
            1.178276,
            1.269823
        ],
        [
            625,
            312,
            313,
            625,
            312,
            313
        ],
        [
            433,
            221,
            212,
            433,
            221,
            212
        ],
        [
            192,
            91,
            101,
            192,
            91,
            101
        ],
        [
            69.28,
            70.833333,
            67.731629,
            69.28,
            70.833333,
            67.731629
        ],
        [
            0.541594,
            0.507976,
            0.576581,
            0.542884,
            0.485173,
            0.604963
        ],
        [
            11042,
            5108,
            11042,
            16514,
            7731,
            16514
        ],
        [
            -15338,
            -13096,
            -15338,
            -21750,
            -21750,
            -14543
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            36,
            34,
            39,
            36,
            34,
            39
        ],
        [
            10964,
            5022,
            5942,
            10964,
            5022,
            5942
        ],
        [
            0,
            591.045382,
            0,
            0,
            591.045382,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387917,
            -92547,
            -94920,
            -18656,
            -138388,
            -78715
        ]
    ]
}
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": 1668837600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759277121014,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 2.5185
        }
    }
}

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)