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Trade: XMR/USDT/60/FWMA/VWMA/9645

Strategy
XMR/USDT/60/FWMA/VWMA/9645
Pair
XMR_USDT
Interval
1h
Score
501403
Daily Profit
0.214296
Profit Factor
1.580825
Profitability
81.428571
Streak
599.020753
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 98379.2043 51136.5553 47242.649 139017.0325 56962.8323 82054.2002
Total P&L (%) 98.3792 51.1366 47.2426 139.017 56.9628 82.0542
Avg Daily Profit (%) 0.2143 0.1114 0.1029 0.19 0.0983 0.1306
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25532 -22644 -20883 -56260 -56260 -28427
Profit Factor 1.5808 1.5717 1.591 1.522 1.3695 1.7315
Total Trades 350 175 175 350 175 175
Winning Trades 285 140 145 285 140 145
Losing Trades 65 35 30 65 35 30
Profitability (%) 81.4286 80 82.8571 81.4286 80 82.8571
Ratio Avg Win / Avg Loss 0.3605 0.3929 0.3292 0.3471 0.3424 0.3583
Largest Winning Trade 5232 5232 4459 8570 7768 8570
Largest Losing Trade -22644 -22644 -20808 -56260 -56260 -28427
Avg Bars in Trades 30 29 31 30 29 31
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 91 80 104 91 80 104
Bars Traded 10692 5151 5541 10692 5151 5541
Profit Streak 599.0208 604.3541 599.0208 599.0208 604.3541 599.0208
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501403 -40371 -52077 480985 -58733 -13553
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822193078,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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": [
        [
            98379.204334861,
            51136.5553407945,
            47242.6489940664,
            139017.0324541992,
            56962.8323037499,
            82054.2001504493
        ],
        [
            98.379204,
            51.136555,
            47.242649,
            139.017032,
            56.962832,
            82.0542
        ],
        [
            0.214296,
            0.111389,
            0.102907,
            0.189987,
            0.098253,
            0.130593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25532,
            -22644,
            -20883,
            -56260,
            -56260,
            -28427
        ],
        [
            1.580825,
            1.571708,
            1.591027,
            1.522012,
            1.369544,
            1.731541
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            285,
            140,
            145,
            285,
            140,
            145
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            81.428571,
            80,
            82.857143,
            81.428571,
            80,
            82.857143
        ],
        [
            0.360539,
            0.392927,
            0.329178,
            0.347126,
            0.342386,
            0.35825
        ],
        [
            5232,
            5232,
            4459,
            8570,
            7768,
            8570
        ],
        [
            -22644,
            -22644,
            -20808,
            -56260,
            -56260,
            -28427
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            91,
            80,
            104,
            91,
            80,
            104
        ],
        [
            10692,
            5151,
            5541,
            10692,
            5151,
            5541
        ],
        [
            599.020753,
            604.354086,
            599.020753,
            599.020753,
            604.354087,
            599.020753
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501403,
            -40371,
            -52077,
            480985,
            -58733,
            -13553
        ]
    ]
}
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": 1669190400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822193078,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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)