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Trade: XMR/USDT/60/FWMA/VWMA/5723

Strategy
XMR/USDT/60/FWMA/VWMA/5723
Pair
XMR_USDT
Interval
1h
Score
451232
Daily Profit
0.150864
Profit Factor
1.332622
Profitability
73.518519
Streak
600.362705
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 22:42
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 78974.9299 38237.0572 40737.8727 99783.8584 36185.7086 63598.1498
Total P&L (%) 78.9749 38.2371 40.7379 99.7839 36.1857 63.5982
Avg Daily Profit (%) 0.172 0.0833 0.0887 0.1509 0.0673 0.1073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30660 -19852 -20587 -28368 -20100 -20081
Profit Factor 1.2997 1.3038 1.2961 1.3326 1.239 1.428
Total Trades 540 270 270 540 270 270
Winning Trades 397 202 195 397 202 195
Losing Trades 143 68 75 143 68 75
Profitability (%) 73.5185 74.8148 72.2222 73.5185 74.8148 72.2222
Ratio Avg Win / Avg Loss 0.4682 0.4389 0.4985 0.48 0.4171 0.5492
Largest Winning Trade 13858 4444 13858 23258 8230 23258
Largest Losing Trade -16811 -10207 -16811 -19505 -19505 -17012
Avg Bars in Trades 19 18 21 19 18 21
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 47 42 50 47 42 50
Bars Traded 10791 4985 5806 10791 4985 5806
Profit Streak 600.3627 600.3627 603.696 600.3627 600.3627 603.696
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450511 -81242 -73652 451232 -103422 -46392
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": 1669442400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125337712,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            78974.9298721248,
            38237.0571614916,
            40737.8727106332,
            99783.8583713406,
            36185.7085702418,
            63598.1498010988
        ],
        [
            78.97493,
            38.237057,
            40.737873,
            99.783858,
            36.185709,
            63.59815
        ],
        [
            0.172029,
            0.083291,
            0.088738,
            0.150864,
            0.067298,
            0.107281
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30660,
            -19852,
            -20587,
            -28368,
            -20100,
            -20081
        ],
        [
            1.299747,
            1.30377,
            1.296068,
            1.332622,
            1.239036,
            1.427955
        ],
        [
            540,
            270,
            270,
            540,
            270,
            270
        ],
        [
            397,
            202,
            195,
            397,
            202,
            195
        ],
        [
            143,
            68,
            75,
            143,
            68,
            75
        ],
        [
            73.518519,
            74.814815,
            72.222222,
            73.518519,
            74.814815,
            72.222222
        ],
        [
            0.468171,
            0.438893,
            0.498488,
            0.480013,
            0.417101,
            0.549213
        ],
        [
            13858,
            4444,
            13858,
            23258,
            8230,
            23258
        ],
        [
            -16811,
            -10207,
            -16811,
            -19505,
            -19505,
            -17012
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            47,
            42,
            50,
            47,
            42,
            50
        ],
        [
            10791,
            4985,
            5806,
            10791,
            4985,
            5806
        ],
        [
            600.362705,
            600.362705,
            603.696038,
            600.362705,
            600.362705,
            603.696038
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450511,
            -81242,
            -73652,
            451232,
            -103422,
            -46392
        ]
    ]
}
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": 1669442400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125337712,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)