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Trade: XMR/USDT/120/FWMA/VWMA/4472

Strategy
XMR/USDT/120/FWMA/VWMA/4472
Pair
XMR_USDT
Interval
2h
Score
441211
Daily Profit
0.178832
Profit Factor
1.201507
Profitability
72.011385
Streak
594.474782
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-05 10:23
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268247.8726 223339.2449 44908.6276 303948.9083 211750.9871 92197.9212
Total P&L (%) 268.2479 223.3392 44.9086 303.9489 211.751 92.1979
Avg Daily Profit (%) 0.1788 0.1489 0.0299 0.0931 0.0758 0.0436
Buy And Hold Return (%) 73.0825 73.0825 73.0825 73.0825 73.0825 73.0825
Max Trade Drawdown -140481 -99271 -82810 -363670 -297530 -220022
Profit Factor 1.2015 1.3705 1.0616 1.1124 1.1658 1.0646
Total Trades 1054 527 527 1054 527 527
Winning Trades 759 393 366 759 393 366
Losing Trades 295 134 161 295 134 161
Profitability (%) 72.0114 74.5731 69.4497 72.0114 74.5731 69.4497
Ratio Avg Win / Avg Loss 0.467 0.4673 0.467 0.4323 0.3975 0.4683
Largest Winning Trade 17441 12342 17441 61734 42073 61734
Largest Losing Trade -40786 -40786 -31551 -138178 -138178 -80851
Avg Bars in Trades 16 15 18 16 15 18
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 36 33 38 36 33 38
Bars Traded 17901 8102 9799 17901 8102 9799
Profit Streak 594.4748 0 597.7248 594.4748 0 597.7248
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441211 257975 -467465 -159791 -129043 -364692
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759649021160,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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": [
        [
            268247.8725808469,
            223339.2449426528,
            44908.6276381948,
            303948.9082826974,
            211750.9871281211,
            92197.921154576
        ],
        [
            268.247873,
            223.339245,
            44.908628,
            303.948908,
            211.750987,
            92.197921
        ],
        [
            0.178832,
            0.148893,
            0.029939,
            0.093118,
            0.075831,
            0.043567
        ],
        [
            73.082531,
            73.082531,
            73.082531,
            73.082531,
            73.082531,
            73.082531
        ],
        [
            -140481,
            -99271,
            -82810,
            -363670,
            -297530,
            -220022
        ],
        [
            1.201507,
            1.370538,
            1.061648,
            1.112379,
            1.165809,
            1.064583
        ],
        [
            1054,
            527,
            527,
            1054,
            527,
            527
        ],
        [
            759,
            393,
            366,
            759,
            393,
            366
        ],
        [
            295,
            134,
            161,
            295,
            134,
            161
        ],
        [
            72.011385,
            74.573055,
            69.449715,
            72.011385,
            74.573055,
            69.449715
        ],
        [
            0.466989,
            0.467308,
            0.467009,
            0.432348,
            0.397502,
            0.4683
        ],
        [
            17441,
            12342,
            17441,
            61734,
            42073,
            61734
        ],
        [
            -40786,
            -40786,
            -31551,
            -138178,
            -138178,
            -80851
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            36,
            33,
            38,
            36,
            33,
            38
        ],
        [
            17901,
            8102,
            9799,
            17901,
            8102,
            9799
        ],
        [
            594.474782,
            0,
            597.724782,
            594.474782,
            0,
            597.724782
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441211,
            257975,
            -467465,
            -159791,
            -129043,
            -364692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759649021160,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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)