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Trade: XMR/USDT/60/PWMA/KCL/9911

Strategy
XMR/USDT/60/PWMA/KCL/9911
Pair
XMR_USDT
Interval
1h
Score
421157
Daily Profit
0.205300
Profit Factor
1.643285
Profitability
53.367876
Streak
614.071227
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 20:42
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 94249.2522 48026.3186 46222.9335 120131.26 62645.2318 57486.0282
Total P&L (%) 94.2493 48.0263 46.2229 120.1313 62.6452 57.486
Avg Daily Profit (%) 0.2053 0.1046 0.1007 0.172 0.106 0.099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37794 -10039 -28934 -54834 -15137 -41073
Profit Factor 1.6433 1.8189 1.5261 1.6487 1.8449 1.5177
Total Trades 193 97 96 193 97 96
Winning Trades 103 53 50 103 53 50
Losing Trades 90 44 46 90 44 46
Profitability (%) 53.3679 54.6392 52.0833 53.3679 54.6392 52.0833
Ratio Avg Win / Avg Loss 1.4359 1.51 1.404 1.4406 1.5317 1.3962
Largest Winning Trade 32268 21956 32268 40977 36880 40977
Largest Losing Trade -22110 -6155 -22110 -32364 -9765 -32364
Avg Bars in Trades 53 33 73 53 33 73
Avg Bars in Winners 45 34 56 45 34 56
Avg Bars in Losers 62 31 92 62 31 92
Bars Traded 10304 3224 7080 10304 3224 7080
Profit Streak 614.0712 614.0712 614.4046 614.0712 614.0712 614.4046
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421157 -50879 -58596 411294 -47953 -60089
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": 1759254154013,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            94249.2521635643,
            48026.3186212305,
            46222.9335423339,
            120131.2600156786,
            62645.2317880786,
            57486.0282276
        ],
        [
            94.249252,
            48.026319,
            46.222934,
            120.13126,
            62.645232,
            57.486028
        ],
        [
            0.2053,
            0.104614,
            0.100686,
            0.172025,
            0.106007,
            0.098979
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37794,
            -10039,
            -28934,
            -54834,
            -15137,
            -41073
        ],
        [
            1.643285,
            1.818854,
            1.526087,
            1.648686,
            1.844947,
            1.517656
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            53.367876,
            54.639175,
            52.083333,
            53.367876,
            54.639175,
            52.083333
        ],
        [
            1.435881,
            1.509992,
            1.404,
            1.440599,
            1.531654,
            1.396244
        ],
        [
            32268,
            21956,
            32268,
            40977,
            36880,
            40977
        ],
        [
            -22110,
            -6155,
            -22110,
            -32364,
            -9765,
            -32364
        ],
        [
            53,
            33,
            73,
            53,
            33,
            73
        ],
        [
            45,
            34,
            56,
            45,
            34,
            56
        ],
        [
            62,
            31,
            92,
            62,
            31,
            92
        ],
        [
            10304,
            3224,
            7080,
            10304,
            3224,
            7080
        ],
        [
            614.071227,
            614.071227,
            614.40456,
            614.071227,
            614.071227,
            614.40456
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421157,
            -50879,
            -58596,
            411294,
            -47953,
            -60089
        ]
    ]
}
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": 1759254154013,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)