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Trade: XMR/USDT/60/FWMA/KCB/1530

Strategy
XMR/USDT/60/FWMA/KCB/1530
Pair
XMR_USDT
Interval
1h
Score
482869
Daily Profit
0.183140
Profit Factor
1.659067
Profitability
83.680556
Streak
602.092914
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 19:13
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 84075.7981 43697.6718 40378.1263 113607.3717 46759.4093 66847.9624
Total P&L (%) 84.0758 43.6977 40.3781 113.6074 46.7594 66.848
Avg Daily Profit (%) 0.1831 0.0952 0.088 0.1655 0.0836 0.1116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21497 -11758 -19149 -30624 -27714 -26970
Profit Factor 1.6591 1.7284 1.5975 1.6129 1.4918 1.7404
Total Trades 288 144 144 288 144 144
Winning Trades 241 119 122 241 119 122
Losing Trades 47 25 22 47 25 22
Profitability (%) 83.6806 82.6389 84.7222 83.6806 82.6389 84.7222
Ratio Avg Win / Avg Loss 0.3236 0.3631 0.2881 0.3146 0.3134 0.3139
Largest Winning Trade 10613 3833 10613 22661 6336 22661
Largest Losing Trade -19149 -11273 -19149 -26970 -26626 -26970
Avg Bars in Trades 36 35 38 36 35 38
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 138 128 149 138 128 149
Bars Traded 10644 5071 5573 10644 5071 5573
Profit Streak 602.0929 0 611.0512 602.0929 0 611.0512
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482869 -63524 -72841 474222 -79887 -39087
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940027761,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            84075.7981298957,
            43697.6717937376,
            40378.1263361582,
            113607.3717197836,
            46759.4093095363,
            66847.9624102471
        ],
        [
            84.075798,
            43.697672,
            40.378126,
            113.607372,
            46.759409,
            66.847962
        ],
        [
            0.18314,
            0.095185,
            0.087954,
            0.165461,
            0.083599,
            0.111571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21497,
            -11758,
            -19149,
            -30624,
            -27714,
            -26970
        ],
        [
            1.659067,
            1.728416,
            1.597505,
            1.612907,
            1.491808,
            1.740439
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            241,
            119,
            122,
            241,
            119,
            122
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            83.680556,
            82.638889,
            84.722222,
            83.680556,
            82.638889,
            84.722222
        ],
        [
            0.323553,
            0.363113,
            0.288075,
            0.31455,
            0.313405,
            0.31385
        ],
        [
            10613,
            3833,
            10613,
            22661,
            6336,
            22661
        ],
        [
            -19149,
            -11273,
            -19149,
            -26970,
            -26626,
            -26970
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            138,
            128,
            149,
            138,
            128,
            149
        ],
        [
            10644,
            5071,
            5573,
            10644,
            5071,
            5573
        ],
        [
            602.092914,
            0,
            611.051247,
            602.092914,
            0,
            611.051247
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482869,
            -63524,
            -72841,
            474222,
            -79887,
            -39087
        ]
    ]
}
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940027761,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)