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Trade: XMR/USDT/60/FWMA/MIDPOINT/4914

Strategy
XMR/USDT/60/FWMA/MIDPOINT/4914
Pair
XMR_USDT
Interval
1h
Score
434015
Daily Profit
0.186518
Profit Factor
1.458315
Profitability
79.005525
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 23:11
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 85626.8216 45125.816 40501.0056 108075.5027 40735.035 67340.4678
Total P&L (%) 85.6268 45.1258 40.501 108.0755 40.735 67.3405
Avg Daily Profit (%) 0.1865 0.0983 0.0882 0.1597 0.0745 0.1122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26576 -26576 -19641 -70848 -70848 -26958
Profit Factor 1.4583 1.4925 1.4254 1.3753 1.2533 1.5295
Total Trades 362 181 181 362 181 181
Winning Trades 286 144 142 286 144 142
Losing Trades 76 37 39 76 37 39
Profitability (%) 79.0055 79.558 78.453 79.0055 79.558 78.453
Ratio Avg Win / Avg Loss 0.3875 0.3835 0.3915 0.3655 0.322 0.4201
Largest Winning Trade 6600 4179 6600 8229 8229 5805
Largest Losing Trade -26576 -26576 -19221 -70848 -70848 -26385
Avg Bars in Trades 29 27 31 29 27 31
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 79 69 88 79 69 88
Bars Traded 10684 4957 5727 10684 4957 5727
Profit Streak 0 602.9662 0 0 602.9662 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 434015 -59319 -74855 407504 -93229 -40230
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": 1669341600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759608683248,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "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": [
        [
            85626.8215853935,
            45125.8160165311,
            40501.0055688625,
            108075.5027482375,
            40735.0349698003,
            67340.467778437
        ],
        [
            85.626822,
            45.125816,
            40.501006,
            108.075503,
            40.735035,
            67.340468
        ],
        [
            0.186518,
            0.098296,
            0.088222,
            0.159736,
            0.074461,
            0.112213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26576,
            -26576,
            -19641,
            -70848,
            -70848,
            -26958
        ],
        [
            1.458315,
            1.492524,
            1.425395,
            1.375262,
            1.253283,
            1.529524
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            286,
            144,
            142,
            286,
            144,
            142
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            79.005525,
            79.558011,
            78.453039,
            79.005525,
            79.558011,
            78.453039
        ],
        [
            0.387524,
            0.383496,
            0.391482,
            0.365454,
            0.322024,
            0.420081
        ],
        [
            6600,
            4179,
            6600,
            8229,
            8229,
            5805
        ],
        [
            -26576,
            -26576,
            -19221,
            -70848,
            -70848,
            -26385
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            79,
            69,
            88,
            79,
            69,
            88
        ],
        [
            10684,
            4957,
            5727,
            10684,
            4957,
            5727
        ],
        [
            0,
            602.966241,
            0,
            0,
            602.966241,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434015,
            -59319,
            -74855,
            407504,
            -93229,
            -40230
        ]
    ]
}
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": 1669341600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759608683248,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "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)