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Trade: XMR/USDT/60/LINREG/SINWMA/6780

Strategy
XMR/USDT/60/LINREG/SINWMA/6780
Pair
XMR_USDT
Interval
1h
Score
349661
Daily Profit
0.167483
Profit Factor
1.382427
Profitability
66.101695
Streak
586.179429
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 08:18
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 76888.0369 37328.6297 39559.4072 93231.2236 32120.7066 61110.517
Total P&L (%) 76.888 37.3286 39.5594 93.2312 32.1207 61.1105
Avg Daily Profit (%) 0.1675 0.0813 0.0862 0.1436 0.0607 0.1039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25820 -18375 -21612 -41832 -41040 -26816
Profit Factor 1.3824 1.4067 1.3621 1.3418 1.2418 1.4368
Total Trades 295 147 148 295 147 148
Winning Trades 195 96 99 195 96 99
Losing Trades 100 51 49 100 51 49
Profitability (%) 66.1017 65.3061 66.8919 66.1017 65.3061 66.8919
Ratio Avg Win / Avg Loss 0.7089 0.7473 0.6742 0.6881 0.6597 0.7112
Largest Winning Trade 10721 5747 10721 22257 6126 22257
Largest Losing Trade -21612 -14987 -21612 -34450 -34450 -26816
Avg Bars in Trades 37 35 38 37 35 38
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 68 62 75 68 62 75
Bars Traded 10919 5200 5719 10919 5200 5719
Profit Streak 586.1794 0 589.2211 586.1794 0 589.2211
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349661 -86726 -79530 27622 -115689 -53713
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": 1668938400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758950302694,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            76888.0369337226,
            37328.6297115056,
            39559.4072222169,
            93231.2236324748,
            32120.7066480808,
            61110.516984394
        ],
        [
            76.888037,
            37.32863,
            39.559407,
            93.231224,
            32.120707,
            61.110517
        ],
        [
            0.167483,
            0.081312,
            0.086171,
            0.143589,
            0.060693,
            0.10394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25820,
            -18375,
            -21612,
            -41832,
            -41040,
            -26816
        ],
        [
            1.382427,
            1.406671,
            1.36206,
            1.341828,
            1.241794,
            1.436816
        ],
        [
            295,
            147,
            148,
            295,
            147,
            148
        ],
        [
            195,
            96,
            99,
            195,
            96,
            99
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            66.101695,
            65.306122,
            66.891892,
            66.101695,
            65.306122,
            66.891892
        ],
        [
            0.708937,
            0.747294,
            0.674151,
            0.688117,
            0.659703,
            0.711151
        ],
        [
            10721,
            5747,
            10721,
            22257,
            6126,
            22257
        ],
        [
            -21612,
            -14987,
            -21612,
            -34450,
            -34450,
            -26816
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            68,
            62,
            75,
            68,
            62,
            75
        ],
        [
            10919,
            5200,
            5719,
            10919,
            5200,
            5719
        ],
        [
            586.179429,
            0,
            589.221096,
            586.179429,
            0,
            589.221096
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349661,
            -86726,
            -79530,
            27622,
            -115689,
            -53713
        ]
    ]
}
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": 1668938400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758950302694,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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)