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Trade: XMR/USDT/360/FWMA/DCM/7509

Strategy
XMR/USDT/360/FWMA/DCM/7509
Pair
XMR_USDT
Interval
6h
Score
386227
Daily Profit
0.177177
Profit Factor
1.361301
Profitability
72.684086
Streak
634.382344
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-10-07 12:10
Expiration Time
2024-04-14 05:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319450.1803 254662.426 64787.7543 367129.9989 215962.0066 151167.9923
Total P&L (%) 319.4502 254.6624 64.7878 367.13 215.962 151.168
Avg Daily Profit (%) 0.1772 0.1412 0.0359 0.0855 0.0638 0.0511
Buy And Hold Return (%) 82.5592 82.5592 82.5592 82.5592 82.5592 82.5592
Max Trade Drawdown -103677 -61581 -164382 -111107 -68042 -116888
Profit Factor 1.3613 1.6271 1.1355 1.4103 1.4903 1.3327
Total Trades 421 210 211 421 210 211
Winning Trades 306 158 148 306 158 148
Losing Trades 115 52 63 115 52 63
Profitability (%) 72.6841 75.2381 70.1422 72.6841 75.2381 70.1422
Ratio Avg Win / Avg Loss 0.5116 0.5355 0.4834 0.53 0.4905 0.5673
Largest Winning Trade 31745 20589 31745 90513 68906 90513
Largest Losing Trade -70334 -36159 -70334 -56814 -45757 -56814
Avg Bars in Trades 16 14 18 16 14 18
Avg Bars in Winners 9 8 11 9 8 11
Avg Bars in Losers 34 33 35 34 33 35
Bars Traded 7007 3130 3877 7007 3130 3877
Profit Streak 634.3823 634.3823 650.3823 634.3823 634.3823 650.3823
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386227 -1772 -378970 -74652 -106132 -129263
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556712000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759828234514,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 29,
            "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": [
        [
            319450.1803352082,
            254662.4259966533,
            64787.7543385547,
            367129.998881139,
            215962.0066045724,
            151167.9922765668
        ],
        [
            319.45018,
            254.662426,
            64.787754,
            367.129999,
            215.962007,
            151.167992
        ],
        [
            0.177177,
            0.141244,
            0.035933,
            0.085529,
            0.063828,
            0.051092
        ],
        [
            82.559213,
            82.559213,
            82.559213,
            82.559213,
            82.559213,
            82.559213
        ],
        [
            -103677,
            -61581,
            -164382,
            -111107,
            -68042,
            -116888
        ],
        [
            1.361301,
            1.627062,
            1.135526,
            1.410273,
            1.490348,
            1.332663
        ],
        [
            421,
            210,
            211,
            421,
            210,
            211
        ],
        [
            306,
            158,
            148,
            306,
            158,
            148
        ],
        [
            115,
            52,
            63,
            115,
            52,
            63
        ],
        [
            72.684086,
            75.238095,
            70.14218,
            72.684086,
            75.238095,
            70.14218
        ],
        [
            0.5116,
            0.535489,
            0.483366,
            0.530005,
            0.490494,
            0.567282
        ],
        [
            31745,
            20589,
            31745,
            90513,
            68906,
            90513
        ],
        [
            -70334,
            -36159,
            -70334,
            -56814,
            -45757,
            -56814
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            9,
            8,
            11,
            9,
            8,
            11
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            7007,
            3130,
            3877,
            7007,
            3130,
            3877
        ],
        [
            634.382344,
            634.382344,
            650.382344,
            634.382344,
            634.382344,
            650.382344
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386227,
            -1772,
            -378970,
            -74652,
            -106132,
            -129263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556712000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759828234514,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 29,
            "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)