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Trade: XMR/USDT/60/FWMA/SMA/5291

Strategy
XMR/USDT/60/FWMA/SMA/5291
Pair
XMR_USDT
Interval
1h
Score
465238
Daily Profit
0.170289
Profit Factor
1.511957
Profitability
78.819444
Streak
603.020686
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
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 78176.1798 40497.676 37678.5039 94644.1576 34681.4312 59962.7264
Total P&L (%) 78.1762 40.4977 37.6785 94.6442 34.6814 59.9627
Avg Daily Profit (%) 0.1703 0.0882 0.0821 0.1452 0.0649 0.1024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26239 -27946 -18500 -61019 -65050 -26264
Profit Factor 1.512 1.5109 1.5131 1.3852 1.247 1.5692
Total Trades 288 144 144 288 144 144
Winning Trades 227 112 115 227 112 115
Losing Trades 61 32 29 61 32 29
Profitability (%) 78.8194 77.7778 79.8611 78.8194 77.7778 79.8611
Ratio Avg Win / Avg Loss 0.4063 0.4317 0.3816 0.3722 0.3563 0.3957
Largest Winning Trade 6922 6922 6600 12150 12150 6985
Largest Losing Trade -26007 -26007 -18239 -59258 -59258 -25954
Avg Bars in Trades 37 35 38 37 35 38
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 110 103 117 110 103 117
Bars Traded 10694 5131 5563 10694 5131 5563
Profit Streak 603.0207 603.0207 611.5624 603.0207 603.0207 611.5624
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465238 -73758 -81506 199691 -107005 -52327
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": 1669215600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822187311,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 136,
            "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": [
        [
            78176.1798269631,
            40497.6759680012,
            37678.5038589618,
            94644.1576152897,
            34681.4311769764,
            59962.7264383134
        ],
        [
            78.17618,
            40.497676,
            37.678504,
            94.644158,
            34.681431,
            59.962726
        ],
        [
            0.170289,
            0.088215,
            0.082074,
            0.145179,
            0.064877,
            0.102381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26239,
            -27946,
            -18500,
            -61019,
            -65050,
            -26264
        ],
        [
            1.511957,
            1.510892,
            1.513107,
            1.38516,
            1.247036,
            1.569246
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            227,
            112,
            115,
            227,
            112,
            115
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            78.819444,
            77.777778,
            79.861111,
            78.819444,
            77.777778,
            79.861111
        ],
        [
            0.406297,
            0.431684,
            0.381566,
            0.372223,
            0.356296,
            0.395723
        ],
        [
            6922,
            6922,
            6600,
            12150,
            12150,
            6985
        ],
        [
            -26007,
            -26007,
            -18239,
            -59258,
            -59258,
            -25954
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            110,
            103,
            117,
            110,
            103,
            117
        ],
        [
            10694,
            5131,
            5563,
            10694,
            5131,
            5563
        ],
        [
            603.020686,
            603.020686,
            611.562353,
            603.020686,
            603.020686,
            611.562353
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465238,
            -73758,
            -81506,
            199691,
            -107005,
            -52327
        ]
    ]
}
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": 1669215600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822187311,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 136,
            "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)