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Trade: XMR/USDT/480/FWMA/MIDPRICE/5530

Strategy
XMR/USDT/480/FWMA/MIDPRICE/5530
Pair
XMR_USDT
Interval
8h
Score
487045
Daily Profit
0.207829
Profit Factor
1.200768
Profitability
60.031471
Streak
0.000000
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-10-03 12:13
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374783.7018 285774.6991 89009.0027 856342.947 499851.976 356490.971
Total P&L (%) 374.7837 285.7747 89.009 856.3429 499.852 356.491
Avg Daily Profit (%) 0.2078 0.1585 0.0494 0.1253 0.0994 0.0842
Buy And Hold Return (%) 46.5613 46.5613 46.5613 46.5613 46.5613 46.5613
Max Trade Drawdown -75281 -60971 -118223 -274684 -187117 -175324
Profit Factor 1.2008 1.3346 1.0879 1.1877 1.2339 1.1471
Total Trades 1271 636 635 1271 636 635
Winning Trades 763 409 354 763 409 354
Losing Trades 508 227 281 508 227 281
Profitability (%) 60.0315 64.3082 55.748 60.0315 64.3082 55.748
Ratio Avg Win / Avg Loss 0.7995 0.7407 0.8635 0.7908 0.6848 0.9105
Largest Winning Trade 41200 22619 41200 218854 218854 214684
Largest Losing Trade -26681 -26681 -22240 -97856 -97856 -85816
Avg Bars in Trades 4 3 4 4 3 4
Avg Bars in Winners 3 2 3 3 2 3
Avg Bars in Losers 5 5 6 5 5 6
Bars Traded 5233 2303 2930 5233 2303 2930
Profit Streak 0 0 596.0514 0 0 596.0514
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487045 382909 -255624 -32982 -56951 -136540
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759482839239,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 5,
            "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": [
        [
            374783.7017968334,
            285774.6990844359,
            89009.0027123978,
            856342.9469550188,
            499851.9759594643,
            356490.9709955555
        ],
        [
            374.783702,
            285.774699,
            89.009003,
            856.342947,
            499.851976,
            356.490971
        ],
        [
            0.207829,
            0.158471,
            0.049358,
            0.125288,
            0.099394,
            0.084235
        ],
        [
            46.561304,
            46.561304,
            46.561304,
            46.561304,
            46.561304,
            46.561304
        ],
        [
            -75281,
            -60971,
            -118223,
            -274684,
            -187117,
            -175324
        ],
        [
            1.200768,
            1.334645,
            1.087886,
            1.187746,
            1.233879,
            1.147071
        ],
        [
            1271,
            636,
            635,
            1271,
            636,
            635
        ],
        [
            763,
            409,
            354,
            763,
            409,
            354
        ],
        [
            508,
            227,
            281,
            508,
            227,
            281
        ],
        [
            60.031471,
            64.308176,
            55.748031,
            60.031471,
            64.308176,
            55.748031
        ],
        [
            0.799463,
            0.740744,
            0.863548,
            0.790793,
            0.684818,
            0.910528
        ],
        [
            41200,
            22619,
            41200,
            218854,
            218854,
            214684
        ],
        [
            -26681,
            -26681,
            -22240,
            -97856,
            -97856,
            -85816
        ],
        [
            4,
            3,
            4,
            4,
            3,
            4
        ],
        [
            3,
            2,
            3,
            3,
            2,
            3
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            5233,
            2303,
            2930,
            5233,
            2303,
            2930
        ],
        [
            0,
            0,
            596.05138,
            0,
            0,
            596.05138
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487045,
            382909,
            -255624,
            -32982,
            -56951,
            -136540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759482839239,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 5,
            "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)