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Trade: XMR/USDT/60/FWMA/HILO/1725

Strategy
XMR/USDT/60/FWMA/HILO/1725
Pair
XMR_USDT
Interval
1h
Score
562803
Daily Profit
0.304637
Profit Factor
1.390178
Profitability
71.761658
Streak
591.497687
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 05:56
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 139852.7302 71383.8936 68468.8367 258023.2998 96061.1547 161962.1451
Total P&L (%) 139.8527 71.3839 68.4688 258.0233 96.0612 161.9621
Avg Daily Profit (%) 0.3046 0.1555 0.1491 0.2782 0.1468 0.21
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21854 -18387 -17846 -79201 -69607 -24694
Profit Factor 1.3902 1.3893 1.3911 1.3951 1.2663 1.5539
Total Trades 772 386 386 772 386 386
Winning Trades 554 277 277 554 277 277
Losing Trades 218 109 109 218 109 109
Profitability (%) 71.7617 71.7617 71.7617 71.7617 71.7617 71.7617
Ratio Avg Win / Avg Loss 0.547 0.5467 0.5474 0.549 0.4983 0.6114
Largest Winning Trade 10667 4038 10667 36071 11279 36071
Largest Losing Trade -18026 -18026 -16184 -67458 -67458 -21896
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 28 23 34 28 23 34
Bars Traded 10957 4627 6330 10957 4627 6330
Profit Streak 591.4977 591.4977 594.4144 591.4977 591.4977 594.4144
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 562803 404490 364332 555745 210278 463355
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": 1668862800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759287400146,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            139852.7302349968,
            71383.8935586138,
            68468.8366763828,
            258023.2997921949,
            96061.1547247419,
            161962.1450674533
        ],
        [
            139.85273,
            71.383894,
            68.468837,
            258.0233,
            96.061155,
            161.962145
        ],
        [
            0.304637,
            0.155493,
            0.149144,
            0.278209,
            0.146761,
            0.209994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21854,
            -18387,
            -17846,
            -79201,
            -69607,
            -24694
        ],
        [
            1.390178,
            1.389273,
            1.391126,
            1.395059,
            1.26632,
            1.553853
        ],
        [
            772,
            386,
            386,
            772,
            386,
            386
        ],
        [
            554,
            277,
            277,
            554,
            277,
            277
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            71.761658,
            71.761658,
            71.761658,
            71.761658,
            71.761658,
            71.761658
        ],
        [
            0.547038,
            0.546682,
            0.547411,
            0.548958,
            0.498299,
            0.611444
        ],
        [
            10667,
            4038,
            10667,
            36071,
            11279,
            36071
        ],
        [
            -18026,
            -18026,
            -16184,
            -67458,
            -67458,
            -21896
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            28,
            23,
            34,
            28,
            23,
            34
        ],
        [
            10957,
            4627,
            6330,
            10957,
            4627,
            6330
        ],
        [
            591.497687,
            591.497687,
            594.414353,
            591.497687,
            591.497687,
            594.414354
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            562803,
            404490,
            364332,
            555745,
            210278,
            463355
        ]
    ]
}
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": 1668862800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759287400146,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)