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Trade: XMR/USDT/60/FWMA/WMA/1208

Strategy
XMR/USDT/60/FWMA/WMA/1208
Pair
XMR_USDT
Interval
1h
Score
497832
Daily Profit
0.204365
Profit Factor
1.501029
Profitability
81.219512
Streak
597.135229
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 93820.0021 47600.0256 46219.9766 127006.702 45147.0858 81859.6162
Total P&L (%) 93.82 47.6 46.22 127.0067 45.1471 81.8596
Avg Daily Profit (%) 0.2044 0.1037 0.1007 0.1787 0.0812 0.1304
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26687 -26456 -20498 -70968 -69894 -27051
Profit Factor 1.501 1.4925 1.5101 1.4346 1.264 1.6752
Total Trades 410 205 205 410 205 205
Winning Trades 333 169 164 333 169 164
Losing Trades 77 36 41 77 36 41
Profitability (%) 81.2195 82.439 80 81.2195 82.439 80
Ratio Avg Win / Avg Loss 0.3471 0.3179 0.3775 0.3317 0.2692 0.4188
Largest Winning Trade 4084 3654 4084 7676 7676 6065
Largest Losing Trade -26456 -26456 -20498 -69894 -69894 -27051
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 80 78 82 80 78 82
Bars Traded 10758 5153 5605 10758 5153 5605
Profit Streak 597.1352 0 600.4686 597.1352 0 600.4686
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497832 -52076 -55003 465323 -83964 -13344
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": 1669172400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918483829,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "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": [
        [
            93820.0021460406,
            47600.0255782191,
            46219.9765678214,
            127006.7020286284,
            45147.0857828974,
            81859.616245731
        ],
        [
            93.820002,
            47.600026,
            46.219977,
            127.006702,
            45.147086,
            81.859616
        ],
        [
            0.204365,
            0.103686,
            0.10068,
            0.178736,
            0.08119,
            0.13036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26687,
            -26456,
            -20498,
            -70968,
            -69894,
            -27051
        ],
        [
            1.501029,
            1.492529,
            1.510095,
            1.434557,
            1.263974,
            1.675195
        ],
        [
            410,
            205,
            205,
            410,
            205,
            205
        ],
        [
            333,
            169,
            164,
            333,
            169,
            164
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            81.219512,
            82.439024,
            80,
            81.219512,
            82.439024,
            80
        ],
        [
            0.347085,
            0.317935,
            0.377524,
            0.331714,
            0.269249,
            0.418799
        ],
        [
            4084,
            3654,
            4084,
            7676,
            7676,
            6065
        ],
        [
            -26456,
            -26456,
            -20498,
            -69894,
            -69894,
            -27051
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            80,
            78,
            82,
            80,
            78,
            82
        ],
        [
            10758,
            5153,
            5605,
            10758,
            5153,
            5605
        ],
        [
            597.135229,
            0,
            600.468563,
            597.135229,
            0,
            600.468563
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497832,
            -52076,
            -55003,
            465323,
            -83964,
            -13344
        ]
    ]
}
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": 1669172400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759918483829,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "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)