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Trade: XMR/USDT/60/JMA/EMA/1913

Strategy
XMR/USDT/60/JMA/EMA/1913
Pair
XMR_USDT
Interval
1h
Score
441064
Daily Profit
0.173810
Profit Factor
2.065392
Profitability
59.375000
Streak
615.830474
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 20:55
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 94098.0369 46042.1422 48055.8947 121939.559 61020.8412 60918.7178
Total P&L (%) 94.098 46.0421 48.0559 121.9396 61.0208 60.9187
Avg Daily Profit (%) 0.205 0.1003 0.1047 0.1738 0.1038 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27262 -15259 -25831 -33049 -16055 -32065
Profit Factor 1.9158 2.1998 1.7465 2.0654 2.4755 1.8334
Total Trades 96 48 48 96 48 48
Winning Trades 57 29 28 57 29 28
Losing Trades 39 19 20 39 19 20
Profitability (%) 59.375 60.4167 58.3333 59.375 60.4167 58.3333
Ratio Avg Win / Avg Loss 1.3108 1.4412 1.2475 1.4132 1.6219 1.3096
Largest Winning Trade 35122 19275 35122 45603 33818 45603
Largest Losing Trade -21989 -8109 -21989 -27626 -8170 -27626
Avg Bars in Trades 106 113 100 106 113 100
Avg Bars in Winners 82 101 62 82 101 62
Avg Bars in Losers 142 131 153 142 131 153
Bars Traded 10264 5437 4827 10264 5437 4827
Profit Streak 615.8305 615.8305 617.9971 615.8305 615.8305 617.9971
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440260 -56436 -51178 441064 -49004 -51441
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205352926,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "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": [
        [
            94098.0368839753,
            46042.1421600947,
            48055.8947238806,
            121939.5590067011,
            61020.8411709918,
            60918.7178357093
        ],
        [
            94.098037,
            46.042142,
            48.055895,
            121.939559,
            61.020841,
            60.918718
        ],
        [
            0.204971,
            0.100292,
            0.104679,
            0.17381,
            0.103819,
            0.10368
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27262,
            -15259,
            -25831,
            -33049,
            -16055,
            -32065
        ],
        [
            1.915802,
            2.199755,
            1.746522,
            2.065392,
            2.475486,
            1.833377
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            59.375,
            60.416667,
            58.333333,
            59.375,
            60.416667,
            58.333333
        ],
        [
            1.310812,
            1.441219,
            1.247516,
            1.413163,
            1.62187,
            1.309555
        ],
        [
            35122,
            19275,
            35122,
            45603,
            33818,
            45603
        ],
        [
            -21989,
            -8109,
            -21989,
            -27626,
            -8170,
            -27626
        ],
        [
            106,
            113,
            100,
            106,
            113,
            100
        ],
        [
            82,
            101,
            62,
            82,
            101,
            62
        ],
        [
            142,
            131,
            153,
            142,
            131,
            153
        ],
        [
            10264,
            5437,
            4827,
            10264,
            5437,
            4827
        ],
        [
            615.830474,
            615.830474,
            617.99714,
            615.830474,
            615.830474,
            617.99714
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440260,
            -56436,
            -51178,
            441064,
            -49004,
            -51441
        ]
    ]
}
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205352926,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "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)