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Trade: XMR/USDT/60/FWMA/MIDPRICE/1152

Strategy
XMR/USDT/60/FWMA/MIDPRICE/1152
Pair
XMR_USDT
Interval
1h
Score
579531
Daily Profit
0.352856
Profit Factor
2.165395
Profitability
81.290323
Streak
605.800834
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 03:13
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 161989.009 80940.6564 81048.3526 353424.1085 128873.4425 224550.6661
Total P&L (%) 161.989 80.9407 81.0484 353.4241 128.8734 224.5507
Avg Daily Profit (%) 0.3529 0.1763 0.1765 0.3298 0.1805 0.2568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20346 -16296 -20271 -104745 -86708 -32765
Profit Factor 2.1654 2.2472 2.0938 2.149 1.7426 2.6751
Total Trades 310 155 155 310 155 155
Winning Trades 252 124 128 252 124 128
Losing Trades 58 31 27 58 31 27
Profitability (%) 81.2903 80 82.5806 81.2903 80 82.5806
Ratio Avg Win / Avg Loss 0.4984 0.5618 0.4417 0.4946 0.4357 0.5643
Largest Winning Trade 13754 4721 13754 64335 13696 64335
Largest Losing Trade -20132 -16296 -20132 -86708 -86708 -32583
Avg Bars in Trades 34 30 38 34 30 38
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 107 88 127 107 88 127
Bars Traded 10675 4672 6003 10675 4672 6003
Profit Streak 605.8008 606.4258 605.8008 605.8008 606.4258 605.8008
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 579531 483755 472199 571307 439997 537274
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": 1669359600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760141592060,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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": [
        [
            161989.0090382168,
            80940.6564041471,
            81048.3526340698,
            353424.108539411,
            128873.4424867544,
            224550.6660526569
        ],
        [
            161.989009,
            80.940656,
            81.048353,
            353.424109,
            128.873442,
            224.550666
        ],
        [
            0.352856,
            0.176311,
            0.176545,
            0.329823,
            0.180523,
            0.256771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20346,
            -16296,
            -20271,
            -104745,
            -86708,
            -32765
        ],
        [
            2.165395,
            2.247193,
            2.093755,
            2.149021,
            1.742626,
            2.675131
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            252,
            124,
            128,
            252,
            124,
            128
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            81.290323,
            80,
            82.580645,
            81.290323,
            80,
            82.580645
        ],
        [
            0.498384,
            0.561798,
            0.441651,
            0.494616,
            0.435657,
            0.564285
        ],
        [
            13754,
            4721,
            13754,
            64335,
            13696,
            64335
        ],
        [
            -20132,
            -16296,
            -20132,
            -86708,
            -86708,
            -32583
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            107,
            88,
            127,
            107,
            88,
            127
        ],
        [
            10675,
            4672,
            6003,
            10675,
            4672,
            6003
        ],
        [
            605.800834,
            606.425834,
            605.800834,
            605.800834,
            606.425834,
            605.800834
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579531,
            483755,
            472199,
            571307,
            439997,
            537274
        ]
    ]
}
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": 1669359600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760141592060,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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)