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Trade: XMR/USDT/60/FWMA/RMA/3262

Strategy
XMR/USDT/60/FWMA/RMA/3262
Pair
XMR_USDT
Interval
1h
Score
556233
Daily Profit
0.259241
Profit Factor
1.845551
Profitability
82.848837
Streak
599.953747
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 01:53
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 119012.3449 61172.7132 57839.6318 200114.1734 79577.1867 120536.9867
Total P&L (%) 119.0123 61.1727 57.8396 200.1142 79.5772 120.537
Avg Daily Profit (%) 0.2592 0.1333 0.126 0.2397 0.1276 0.1724
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28349 -13569 -19748 -45288 -43825 -30870
Profit Factor 1.8456 1.8947 1.7991 1.8001 1.5794 2.0688
Total Trades 344 172 172 344 172 172
Winning Trades 285 140 145 285 140 145
Losing Trades 59 32 27 59 32 27
Profitability (%) 82.8488 81.3953 84.3023 82.8488 81.3953 84.3023
Ratio Avg Win / Avg Loss 0.3821 0.4331 0.335 0.3726 0.361 0.3852
Largest Winning Trade 11042 4038 11042 32117 7724 32117
Largest Losing Trade -19728 -13569 -19728 -43825 -43825 -30786
Avg Bars in Trades 31 29 32 31 29 32
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 116 104 131 116 104 131
Bars Traded 10682 5087 5595 10682 5087 5595
Profit Streak 599.9537 599.9537 610.1204 599.9537 599.9537 610.1204
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556233 -9135 -19431 547052 -17047 507784
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759704803778,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 84,
            "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": [
        [
            119012.3449321469,
            61172.7131579648,
            57839.6317741822,
            200114.1733740151,
            79577.1866561704,
            120536.986717845
        ],
        [
            119.012345,
            61.172713,
            57.839632,
            200.114173,
            79.577187,
            120.536987
        ],
        [
            0.259241,
            0.133251,
            0.12599,
            0.239677,
            0.127605,
            0.172427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28349,
            -13569,
            -19748,
            -45288,
            -43825,
            -30870
        ],
        [
            1.845551,
            1.894735,
            1.799093,
            1.800052,
            1.579365,
            2.068838
        ],
        [
            344,
            172,
            172,
            344,
            172,
            172
        ],
        [
            285,
            140,
            145,
            285,
            140,
            145
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            82.848837,
            81.395349,
            84.302326,
            82.848837,
            81.395349,
            84.302326
        ],
        [
            0.382061,
            0.433082,
            0.335003,
            0.372642,
            0.360998,
            0.385232
        ],
        [
            11042,
            4038,
            11042,
            32117,
            7724,
            32117
        ],
        [
            -19728,
            -13569,
            -19728,
            -43825,
            -43825,
            -30786
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            116,
            104,
            131,
            116,
            104,
            131
        ],
        [
            10682,
            5087,
            5595,
            10682,
            5087,
            5595
        ],
        [
            599.953747,
            599.953747,
            610.120414,
            599.953747,
            599.953747,
            610.120414
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556233,
            -9135,
            -19431,
            547052,
            -17047,
            507784
        ]
    ]
}
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759704803778,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 84,
            "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)