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Trade: XMR/USDT/60/FWMA/WMA/4429

Strategy
XMR/USDT/60/FWMA/WMA/4429
Pair
XMR_USDT
Interval
1h
Score
495725
Daily Profit
0.202190
Profit Factor
1.492023
Profitability
81.159420
Streak
593.220310
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 15:17
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 92821.4402 47117.8024 45703.6378 124671.1215 44216.9202 80454.2014
Total P&L (%) 92.8214 47.1178 45.7036 124.6711 44.2169 80.4542
Avg Daily Profit (%) 0.2022 0.1026 0.0996 0.1765 0.0798 0.1287
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26687 -26456 -20498 -70237 -69175 -26831
Profit Factor 1.492 1.4874 1.4968 1.4279 1.2621 1.6558
Total Trades 414 207 207 414 207 207
Winning Trades 336 168 168 336 168 168
Losing Trades 78 39 39 78 39 39
Profitability (%) 81.1594 81.1594 81.1594 81.1594 81.1594 81.1594
Ratio Avg Win / Avg Loss 0.3464 0.3453 0.3475 0.3315 0.293 0.3844
Largest Winning Trade 4084 3654 4084 7597 7597 6003
Largest Losing Trade -26456 -26456 -20498 -69175 -69175 -26831
Avg Bars in Trades 25 24 27 25 24 27
Avg Bars in Winners 13 13 14 13 13 14
Avg Bars in Losers 78 73 83 78 73 83
Bars Traded 10758 5152 5606 10758 5152 5606
Profit Streak 593.2203 0 596.5536 593.2203 0 596.5536
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495725 -53666 -56507 463701 -86040 -15516
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": 1759580234764,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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": [
        [
            92821.4402386244,
            47117.802441697,
            45703.6377969272,
            124671.1215374328,
            44216.920178774,
            80454.2013586588
        ],
        [
            92.82144,
            47.117802,
            45.703638,
            124.671122,
            44.21692,
            80.454201
        ],
        [
            0.20219,
            0.102635,
            0.099555,
            0.176479,
            0.079789,
            0.128667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26687,
            -26456,
            -20498,
            -70237,
            -69175,
            -26831
        ],
        [
            1.492023,
            1.487439,
            1.496841,
            1.427873,
            1.262122,
            1.655773
        ],
        [
            414,
            207,
            207,
            414,
            207,
            207
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            81.15942,
            81.15942,
            81.15942,
            81.15942,
            81.15942,
            81.15942
        ],
        [
            0.346363,
            0.345298,
            0.347481,
            0.33147,
            0.292993,
            0.384376
        ],
        [
            4084,
            3654,
            4084,
            7597,
            7597,
            6003
        ],
        [
            -26456,
            -26456,
            -20498,
            -69175,
            -69175,
            -26831
        ],
        [
            25,
            24,
            27,
            25,
            24,
            27
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            78,
            73,
            83,
            78,
            73,
            83
        ],
        [
            10758,
            5152,
            5606,
            10758,
            5152,
            5606
        ],
        [
            593.22031,
            0,
            596.553643,
            593.22031,
            0,
            596.553643
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495725,
            -53666,
            -56507,
            463701,
            -86040,
            -15516
        ]
    ]
}
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": 1759580234764,
    "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": "wma",
        "factors": {
            "length": 122,
            "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)