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Trade: XMR/USDT/60/FWMA/MIDPOINT/9754

Strategy
XMR/USDT/60/FWMA/MIDPOINT/9754
Pair
XMR_USDT
Interval
1h
Score
460770
Daily Profit
0.183557
Profit Factor
1.454378
Profitability
77.685950
Streak
596.569381
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 23:39
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 84267.3825 45826.0532 38441.3293 104211.1361 41239.0989 62972.0372
Total P&L (%) 84.2674 45.8261 38.4413 104.2111 41.2391 62.972
Avg Daily Profit (%) 0.1836 0.0998 0.0837 0.1556 0.0752 0.1064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26937 -26937 -20703 -69095 -69095 -30350
Profit Factor 1.4544 1.5078 1.4038 1.3518 1.2556 1.467
Total Trades 363 181 182 363 181 182
Winning Trades 282 141 141 282 141 141
Losing Trades 81 40 41 81 40 41
Profitability (%) 77.686 77.9006 77.4725 77.686 77.9006 77.4725
Ratio Avg Win / Avg Loss 0.4177 0.4277 0.4082 0.3883 0.3562 0.4266
Largest Winning Trade 6600 5023 6600 7049 7049 6003
Largest Losing Trade -26937 -26937 -20703 -69095 -69095 -30350
Avg Bars in Trades 29 27 31 29 27 31
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 76 68 84 76 68 84
Bars Traded 10816 4999 5817 10816 4999 5817
Profit Streak 596.5694 602.7777 596.5694 596.5694 602.7777 596.5694
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460770 -57248 -80690 429613 -91972 -48133
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": 1669050000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759610394530,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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": [
        [
            84267.3824550314,
            45826.0531515397,
            38441.3293034917,
            104211.136054757,
            41239.0988636127,
            62972.0371911443
        ],
        [
            84.267382,
            45.826053,
            38.441329,
            104.211136,
            41.239099,
            62.972037
        ],
        [
            0.183557,
            0.099821,
            0.083736,
            0.155646,
            0.07524,
            0.106445
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26937,
            -26937,
            -20703,
            -69095,
            -69095,
            -30350
        ],
        [
            1.454378,
            1.50776,
            1.403774,
            1.351791,
            1.25555,
            1.466956
        ],
        [
            363,
            181,
            182,
            363,
            181,
            182
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            77.68595,
            77.900552,
            77.472527,
            77.68595,
            77.900552,
            77.472527
        ],
        [
            0.417747,
            0.427733,
            0.408189,
            0.38828,
            0.356184,
            0.426562
        ],
        [
            6600,
            5023,
            6600,
            7049,
            7049,
            6003
        ],
        [
            -26937,
            -26937,
            -20703,
            -69095,
            -69095,
            -30350
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            76,
            68,
            84,
            76,
            68,
            84
        ],
        [
            10816,
            4999,
            5817,
            10816,
            4999,
            5817
        ],
        [
            596.569381,
            602.777714,
            596.569381,
            596.569381,
            602.777714,
            596.569381
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460770,
            -57248,
            -80690,
            429613,
            -91972,
            -48133
        ]
    ]
}
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": 1669050000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759610394530,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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)