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Trade: XMR/USDT/60/FWMA/ZLMA/9156

Strategy
XMR/USDT/60/FWMA/ZLMA/9156
Pair
XMR_USDT
Interval
1h
Score
424188
Daily Profit
0.156888
Profit Factor
1.340257
Profitability
75.696203
Streak
592.914163
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 18:56
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 72024.2196 34472.6395 37551.5801 78535.2334 25623.9077 52911.3258
Total P&L (%) 72.0242 34.4726 37.5516 78.5352 25.6239 52.9113
Avg Daily Profit (%) 0.1569 0.0751 0.0818 0.1263 0.0497 0.0926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28543 -28096 -23578 -69002 -68221 -37138
Profit Factor 1.3403 1.3311 1.3491 1.2454 1.1515 1.3506
Total Trades 395 197 198 395 197 198
Winning Trades 299 154 145 299 154 145
Losing Trades 96 43 53 96 43 53
Profitability (%) 75.6962 78.1726 73.2323 75.6962 78.1726 73.2323
Ratio Avg Win / Avg Loss 0.4303 0.3717 0.4931 0.3999 0.3215 0.4937
Largest Winning Trade 9263 6515 9263 11202 8609 11202
Largest Losing Trade -28096 -28096 -23578 -68221 -68221 -37138
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 13 14 13 13 14 13
Avg Bars in Losers 68 68 67 68 68 67
Bars Traded 10715 5164 5551 10715 5164 5551
Profit Streak 592.9142 599.8308 592.9142 592.9142 599.8308 592.9142
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424188 -92566 -83877 -20407 -181322 -68228
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759334183699,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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": [
        [
            72024.2196187856,
            34472.6395489218,
            37551.5800698638,
            78535.2334436238,
            25623.9076636707,
            52911.3257799533
        ],
        [
            72.02422,
            34.47264,
            37.55158,
            78.535233,
            25.623908,
            52.911326
        ],
        [
            0.156888,
            0.075091,
            0.081797,
            0.126336,
            0.049704,
            0.092551
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28543,
            -28096,
            -23578,
            -69002,
            -68221,
            -37138
        ],
        [
            1.340257,
            1.331131,
            1.349088,
            1.245416,
            1.151529,
            1.350626
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            299,
            154,
            145,
            299,
            154,
            145
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            75.696203,
            78.172589,
            73.232323,
            75.696203,
            78.172589,
            73.232323
        ],
        [
            0.430317,
            0.37168,
            0.493115,
            0.399866,
            0.321531,
            0.493677
        ],
        [
            9263,
            6515,
            9263,
            11202,
            8609,
            11202
        ],
        [
            -28096,
            -28096,
            -23578,
            -68221,
            -68221,
            -37138
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            68,
            68,
            67,
            68,
            68,
            67
        ],
        [
            10715,
            5164,
            5551,
            10715,
            5164,
            5551
        ],
        [
            592.914163,
            599.83083,
            592.914163,
            592.914163,
            599.83083,
            592.914163
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424188,
            -92566,
            -83877,
            -20407,
            -181322,
            -68228
        ]
    ]
}
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759334183699,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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)