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Trade: XMR/USDT/60/FWMA/BBM/5113

Strategy
XMR/USDT/60/FWMA/BBM/5113
Pair
XMR_USDT
Interval
1h
Score
462014
Daily Profit
0.169556
Profit Factor
1.437748
Profitability
80.403458
Streak
588.294608
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 16:04
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 77839.7776 41457.0249 36382.7527 93364.8552 35232.4043 58132.4508
Total P&L (%) 77.8398 41.457 36.3828 93.3649 35.2324 58.1325
Avg Daily Profit (%) 0.1696 0.0903 0.0793 0.1437 0.0658 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27491 -27374 -20278 -64483 -64990 -29413
Profit Factor 1.4377 1.4562 1.4184 1.3362 1.2261 1.477
Total Trades 347 173 174 347 173 174
Winning Trades 279 141 138 279 141 138
Losing Trades 68 32 36 68 32 36
Profitability (%) 80.4035 81.5029 79.3103 80.4035 81.5029 79.3103
Ratio Avg Win / Avg Loss 0.3504 0.3305 0.37 0.3257 0.2783 0.3853
Largest Winning Trade 4580 3654 4580 6614 6614 5493
Largest Losing Trade -24690 -24690 -20278 -57625 -57625 -29413
Avg Bars in Trades 31 29 32 31 29 32
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 91 91 91 91 91 91
Bars Traded 10814 5150 5664 10814 5150 5664
Profit Streak 588.2946 592.2529 588.2946 588.2946 592.2529 588.2946
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462014 -69707 -86289 123177 -104662 -56962

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": 1669075200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758891854138,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 97,
            "offset": 0,
            "std": 2.75585
        }
    }
}
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": [
        [
            77839.7776180507,
            41457.0248748985,
            36382.7527431523,
            93364.8551671197,
            35232.4043396176,
            58132.4508275022
        ],
        [
            77.839778,
            41.457025,
            36.382753,
            93.364855,
            35.232404,
            58.132451
        ],
        [
            0.169556,
            0.090305,
            0.079251,
            0.14374,
            0.065767,
            0.099872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27491,
            -27374,
            -20278,
            -64483,
            -64990,
            -29413
        ],
        [
            1.437748,
            1.456225,
            1.418437,
            1.336205,
            1.226096,
            1.476993
        ],
        [
            347,
            173,
            174,
            347,
            173,
            174
        ],
        [
            279,
            141,
            138,
            279,
            141,
            138
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            80.403458,
            81.50289,
            79.310345,
            80.403458,
            81.50289,
            79.310345
        ],
        [
            0.350419,
            0.330491,
            0.370027,
            0.32567,
            0.278263,
            0.385302
        ],
        [
            4580,
            3654,
            4580,
            6614,
            6614,
            5493
        ],
        [
            -24690,
            -24690,
            -20278,
            -57625,
            -57625,
            -29413
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            91,
            91,
            91,
            91,
            91,
            91
        ],
        [
            10814,
            5150,
            5664,
            10814,
            5150,
            5664
        ],
        [
            588.294608,
            592.252941,
            588.294608,
            588.294608,
            592.252941,
            588.294608
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462014,
            -69707,
            -86289,
            123177,
            -104662,
            -56962
        ]
    ]
}
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": 1669075200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758891854138,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 97,
            "offset": 0,
            "std": 2.75585
        }
    }
}

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)