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Trade: XMR/USDT/60/FWMA/SSF/9439

Strategy
XMR/USDT/60/FWMA/SSF/9439
Pair
XMR_USDT
Interval
1h
Score
496638
Daily Profit
0.200849
Profit Factor
1.248397
Profitability
69.099757
Streak
598.760337
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 13:14
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 92205.7221 45451.4769 46754.2452 123478.5186 44081.3614 79397.1572
Total P&L (%) 92.2057 45.4515 46.7542 123.4785 44.0814 79.3972
Avg Daily Profit (%) 0.2008 0.099 0.1018 0.1753 0.0796 0.1274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26857 -26674 -19227 -50811 -63715 -22641
Profit Factor 1.2484 1.2459 1.2509 1.2353 1.16 1.3185
Total Trades 822 411 411 822 411 411
Winning Trades 568 283 285 568 283 285
Losing Trades 254 128 126 254 128 126
Profitability (%) 69.0998 68.8564 69.3431 69.0998 68.8564 69.3431
Ratio Avg Win / Avg Loss 0.5583 0.5635 0.553 0.5524 0.5247 0.5829
Largest Winning Trade 10667 4104 10667 23038 7361 23038
Largest Losing Trade -18026 -18026 -15517 -43084 -43084 -16844
Avg Bars in Trades 13 12 13 13 12 13
Avg Bars in Winners 7 7 8 7 7 8
Avg Bars in Losers 24 22 26 24 22 26
Bars Traded 10768 5049 5719 10768 5049 5719
Profit Streak 598.7603 598.7603 601.7187 598.7603 598.7603 601.7187
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496638 -59663 -55524 485901 -130217 -19432
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": 1669550400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918493142,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            92205.7221448005,
            45451.4769452794,
            46754.2451995211,
            123478.518574488,
            44081.3614006237,
            79397.1571738643
        ],
        [
            92.205722,
            45.451477,
            46.754245,
            123.478519,
            44.081361,
            79.397157
        ],
        [
            0.200849,
            0.099006,
            0.101843,
            0.175318,
            0.079584,
            0.127386
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26857,
            -26674,
            -19227,
            -50811,
            -63715,
            -22641
        ],
        [
            1.248397,
            1.245902,
            1.250871,
            1.2353,
            1.16002,
            1.318485
        ],
        [
            822,
            411,
            411,
            822,
            411,
            411
        ],
        [
            568,
            283,
            285,
            568,
            283,
            285
        ],
        [
            254,
            128,
            126,
            254,
            128,
            126
        ],
        [
            69.099757,
            68.856448,
            69.343066,
            69.099757,
            68.856448,
            69.343066
        ],
        [
            0.558262,
            0.563518,
            0.553017,
            0.552405,
            0.524673,
            0.582909
        ],
        [
            10667,
            4104,
            10667,
            23038,
            7361,
            23038
        ],
        [
            -18026,
            -18026,
            -15517,
            -43084,
            -43084,
            -16844
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            10768,
            5049,
            5719,
            10768,
            5049,
            5719
        ],
        [
            598.760337,
            598.760337,
            601.71867,
            598.760337,
            598.760337,
            601.718671
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496638,
            -59663,
            -55524,
            485901,
            -130217,
            -19432
        ]
    ]
}
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": 1669550400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918493142,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}

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)