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Trade: XMR/USDT/60/FWMA/SINWMA/5707

Strategy
XMR/USDT/60/FWMA/SINWMA/5707
Pair
XMR_USDT
Interval
1h
Score
481935
Daily Profit
0.198193
Profit Factor
1.554587
Profitability
80.434783
Streak
601.582263
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 23:58
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 90986.4401 47994.581 42991.8591 119741.1997 42486.5926 77254.6071
Total P&L (%) 90.9864 47.9946 42.9919 119.7412 42.4866 77.2546
Avg Daily Profit (%) 0.1982 0.1045 0.0936 0.1716 0.0772 0.1248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27373 -26198 -19971 -79690 -77136 -33107
Profit Factor 1.5546 1.5739 1.5345 1.3934 1.2436 1.5944
Total Trades 322 161 161 322 161 161
Winning Trades 259 128 131 259 128 131
Losing Trades 63 33 30 63 33 30
Profitability (%) 80.4348 79.5031 81.3665 80.4348 79.5031 81.3665
Ratio Avg Win / Avg Loss 0.3781 0.4058 0.3514 0.3389 0.3206 0.3651
Largest Winning Trade 6600 5238 6600 12661 8190 12661
Largest Losing Trade -26198 -26198 -19971 -77136 -77136 -33107
Avg Bars in Trades 33 31 34 33 31 34
Avg Bars in Winners 17 17 18 17 17 18
Avg Bars in Losers 97 88 106 97 88 106
Bars Traded 10692 5123 5569 10692 5123 5569
Profit Streak 601.5823 605.1239 601.5823 601.5823 605.1239 601.5823
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481935 -50624 -65642 438301 -89650 -21829
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": 1669237200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043507547,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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": [
        [
            90986.440093427,
            47994.5809508023,
            42991.8591426248,
            119741.1997012038,
            42486.5925607146,
            77254.607140489
        ],
        [
            90.98644,
            47.994581,
            42.991859,
            119.7412,
            42.486593,
            77.254607
        ],
        [
            0.198193,
            0.104545,
            0.093648,
            0.171638,
            0.077157,
            0.124766
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27373,
            -26198,
            -19971,
            -79690,
            -77136,
            -33107
        ],
        [
            1.554587,
            1.573882,
            1.534524,
            1.393393,
            1.243616,
            1.594353
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            259,
            128,
            131,
            259,
            128,
            131
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            80.434783,
            79.503106,
            81.36646,
            80.434783,
            79.503106,
            81.36646
        ],
        [
            0.378143,
            0.405766,
            0.351418,
            0.338933,
            0.32062,
            0.365119
        ],
        [
            6600,
            5238,
            6600,
            12661,
            8190,
            12661
        ],
        [
            -26198,
            -26198,
            -19971,
            -77136,
            -77136,
            -33107
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            97,
            88,
            106,
            97,
            88,
            106
        ],
        [
            10692,
            5123,
            5569,
            10692,
            5123,
            5569
        ],
        [
            601.582263,
            605.12393,
            601.582263,
            601.582263,
            605.12393,
            601.582263
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481935,
            -50624,
            -65642,
            438301,
            -89650,
            -21829
        ]
    ]
}
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": 1669237200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043507547,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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)