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Trade: XMR/USDT/60/KCU/SINWMA/1083

Strategy
XMR/USDT/60/KCU/SINWMA/1083
Pair
XMR_USDT
Interval
1h
Score
441345
Daily Profit
0.188104
Profit Factor
1.628720
Profitability
75.722543
Streak
587.679783
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 14:18
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 86354.9487 38589.2284 47765.7203 112460.1568 36340.6988 76119.458
Total P&L (%) 86.3549 38.5892 47.7657 112.4602 36.3407 76.1195
Avg Daily Profit (%) 0.1881 0.0841 0.104 0.1643 0.0675 0.1234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20609 -15928 -20343 -36382 -36946 -31831
Profit Factor 1.6287 1.7816 1.5429 1.4968 1.405 1.5572
Total Trades 173 86 87 173 86 87
Winning Trades 131 65 66 131 65 66
Losing Trades 42 21 21 42 21 21
Profitability (%) 75.7225 75.5814 75.8621 75.7225 75.5814 75.8621
Ratio Avg Win / Avg Loss 0.5222 0.5756 0.4909 0.4799 0.4539 0.4955
Largest Winning Trade 13806 4317 13806 27750 6181 27750
Largest Losing Trade -20117 -15666 -20117 -35836 -35836 -31831
Avg Bars in Trades 62 38 87 62 38 87
Avg Bars in Winners 38 26 50 38 26 50
Avg Bars in Losers 138 76 201 138 76 201
Bars Traded 10889 3312 7577 10889 3312 7577
Profit Streak 587.6798 592.5965 587.6798 587.6798 592.5965 587.6798
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441345 -79109 -52579 409328 -103145 -25204

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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758885533249,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "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": [
        [
            86354.9486926978,
            38589.228417519,
            47765.7202751788,
            112460.1567788393,
            36340.698756623,
            76119.4580222164
        ],
        [
            86.354949,
            38.589228,
            47.76572,
            112.460157,
            36.340699,
            76.119458
        ],
        [
            0.188104,
            0.084058,
            0.104047,
            0.164286,
            0.067546,
            0.123364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20609,
            -15928,
            -20343,
            -36382,
            -36946,
            -31831
        ],
        [
            1.62872,
            1.781647,
            1.542908,
            1.496845,
            1.404967,
            1.557199
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            75.722543,
            75.581395,
            75.862069,
            75.722543,
            75.581395,
            75.862069
        ],
        [
            0.522185,
            0.575609,
            0.490925,
            0.479905,
            0.453913,
            0.495472
        ],
        [
            13806,
            4317,
            13806,
            27750,
            6181,
            27750
        ],
        [
            -20117,
            -15666,
            -20117,
            -35836,
            -35836,
            -31831
        ],
        [
            62,
            38,
            87,
            62,
            38,
            87
        ],
        [
            38,
            26,
            50,
            38,
            26,
            50
        ],
        [
            138,
            76,
            201,
            138,
            76,
            201
        ],
        [
            10889,
            3312,
            7577,
            10889,
            3312,
            7577
        ],
        [
            587.679783,
            592.59645,
            587.679783,
            587.679783,
            592.59645,
            587.679783
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441345,
            -79109,
            -52579,
            409328,
            -103145,
            -25204
        ]
    ]
}
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758885533249,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "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)