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Trade: XMR/USDT/60/FWMA/SMA/5040

Strategy
XMR/USDT/60/FWMA/SMA/5040
Pair
XMR_USDT
Interval
1h
Score
479835
Daily Profit
0.202947
Profit Factor
1.538376
Profitability
76.244344
Streak
585.058100
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 00:23
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 102573.5324 49184.3261 53389.2063 153640.2567 54706.3314 98933.9253
Total P&L (%) 102.5735 49.1843 53.3892 153.6403 54.7063 98.9339
Avg Daily Profit (%) 0.2234 0.1071 0.1163 0.2029 0.0951 0.1499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22672 -16726 -19583 -40694 -43616 -22202
Profit Factor 1.4948 1.5029 1.4875 1.5384 1.3663 1.7273
Total Trades 442 221 221 442 221 221
Winning Trades 337 169 168 337 169 168
Losing Trades 105 52 53 105 52 53
Profitability (%) 76.2443 76.4706 76.0181 76.2443 76.4706 76.0181
Ratio Avg Win / Avg Loss 0.4657 0.4624 0.4693 0.4793 0.4204 0.5449
Largest Winning Trade 10989 4444 10989 26061 10346 26061
Largest Losing Trade -19583 -15460 -19583 -40694 -40694 -22202
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 63 58 67 63 58 67
Bars Traded 10764 5096 5668 10764 5096 5668
Profit Streak 585.0581 0 588.6414 585.0581 0 588.6414
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476543 -47882 -34452 479835 -64663 447799

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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758835419822,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "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": [
        [
            102573.5323500823,
            49184.3260976889,
            53389.2062523934,
            153640.2567013741,
            54706.3313992363,
            98933.9253021377
        ],
        [
            102.573532,
            49.184326,
            53.389206,
            153.640257,
            54.706331,
            98.933925
        ],
        [
            0.223433,
            0.107137,
            0.116296,
            0.202947,
            0.095096,
            0.149934
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22672,
            -16726,
            -19583,
            -40694,
            -43616,
            -22202
        ],
        [
            1.494758,
            1.502897,
            1.48749,
            1.538376,
            1.366319,
            1.727259
        ],
        [
            442,
            221,
            221,
            442,
            221,
            221
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            76.244344,
            76.470588,
            76.0181,
            76.244344,
            76.470588,
            76.0181
        ],
        [
            0.465726,
            0.46243,
            0.469268,
            0.479316,
            0.420406,
            0.544909
        ],
        [
            10989,
            4444,
            10989,
            26061,
            10346,
            26061
        ],
        [
            -19583,
            -15460,
            -19583,
            -40694,
            -40694,
            -22202
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            63,
            58,
            67,
            63,
            58,
            67
        ],
        [
            10764,
            5096,
            5668,
            10764,
            5096,
            5668
        ],
        [
            585.0581,
            0,
            588.641433,
            585.0581,
            0,
            588.641433
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476543,
            -47882,
            -34452,
            479835,
            -64663,
            447799
        ]
    ]
}
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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758835419822,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "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)