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Trade: XMR/USDT/60/FWMA/SWMA/4239

Strategy
XMR/USDT/60/FWMA/SWMA/4239
Pair
XMR_USDT
Interval
1h
Score
511656
Daily Profit
0.242295
Profit Factor
1.672248
Profitability
81.350482
Streak
595.050668
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 11:12
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 111232.9223 58277.1201 52955.8022 167545.5883 63766.9952 103778.5931
Total P&L (%) 111.2329 58.2771 52.9558 167.5456 63.767 103.7786
Avg Daily Profit (%) 0.2423 0.1269 0.1154 0.2146 0.1075 0.1552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26383 -26878 -20278 -87916 -90783 -35256
Profit Factor 1.6722 1.6929 1.6509 1.4951 1.3279 1.7207
Total Trades 311 155 156 311 155 156
Winning Trades 253 129 124 253 129 124
Losing Trades 58 26 32 58 26 32
Profitability (%) 81.3505 83.2258 79.4872 81.3505 83.2258 79.4872
Ratio Avg Win / Avg Loss 0.3834 0.3412 0.426 0.3427 0.2676 0.4441
Largest Winning Trade 6600 5238 6600 14814 9182 14814
Largest Losing Trade -26383 -26383 -20278 -87916 -87916 -35256
Avg Bars in Trades 34 33 36 34 33 36
Avg Bars in Winners 19 18 19 19 18 19
Avg Bars in Losers 101 103 100 101 103 100
Bars Traded 10812 5149 5664 10812 5149 5664
Profit Streak 595.0507 598.9673 595.0507 595.0507 598.9673 595.0507
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511656 -18970 -35610 475028 -46362 428477
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": 1669143600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479177750,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "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": [
        [
            111232.9223172927,
            58277.1201452145,
            52955.8021720783,
            167545.5883066643,
            63766.9952205929,
            103778.5930860714
        ],
        [
            111.232922,
            58.27712,
            52.955802,
            167.545588,
            63.766995,
            103.778593
        ],
        [
            0.242295,
            0.126943,
            0.115352,
            0.214598,
            0.107506,
            0.155183
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26383,
            -26878,
            -20278,
            -87916,
            -90783,
            -35256
        ],
        [
            1.672248,
            1.692897,
            1.650901,
            1.49506,
            1.327942,
            1.720743
        ],
        [
            311,
            155,
            156,
            311,
            155,
            156
        ],
        [
            253,
            129,
            124,
            253,
            129,
            124
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            81.350482,
            83.225806,
            79.487179,
            81.350482,
            83.225806,
            79.487179
        ],
        [
            0.383361,
            0.341204,
            0.426039,
            0.342741,
            0.267647,
            0.444063
        ],
        [
            6600,
            5238,
            6600,
            14814,
            9182,
            14814
        ],
        [
            -26383,
            -26383,
            -20278,
            -87916,
            -87916,
            -35256
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            101,
            103,
            100,
            101,
            103,
            100
        ],
        [
            10812,
            5149,
            5664,
            10812,
            5149,
            5664
        ],
        [
            595.050668,
            598.967335,
            595.050668,
            595.050668,
            598.967335,
            595.050668
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511656,
            -18970,
            -35610,
            475028,
            -46362,
            428477
        ]
    ]
}
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": 1669143600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479177750,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "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)