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Trade: XMR/USDT/60/FWMA/BBM/5392

Strategy
XMR/USDT/60/FWMA/BBM/5392
Pair
XMR_USDT
Interval
1h
Score
431599
Daily Profit
0.150288
Profit Factor
1.362198
Profitability
79.281768
Streak
594.544919
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 23:04
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 68994.0023 34954.4691 34039.5331 77897.9429 25445.8548 52452.0881
Total P&L (%) 68.994 34.9545 34.0395 77.8979 25.4459 52.4521
Avg Daily Profit (%) 0.1503 0.0761 0.0741 0.1256 0.0494 0.0919
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27976 -25119 -20498 -61531 -55071 -27323
Profit Factor 1.3622 1.3678 1.3566 1.2801 1.1668 1.4178
Total Trades 362 181 181 362 181 181
Winning Trades 287 142 145 287 142 145
Losing Trades 75 39 36 75 39 36
Profitability (%) 79.2818 78.453 80.1105 79.2818 78.453 80.1105
Ratio Avg Win / Avg Loss 0.356 0.3757 0.3368 0.3345 0.3205 0.352
Largest Winning Trade 4305 3654 4305 6231 6231 5786
Largest Losing Trade -25119 -25119 -20498 -54906 -54906 -27323
Avg Bars in Trades 29 28 30 29 28 30
Avg Bars in Winners 16 17 15 16 17 15
Avg Bars in Losers 80 71 89 80 71 89
Bars Traded 10758 5219 5539 10758 5219 5539
Profit Streak 594.5449 0 597.8783 594.5449 0 597.8783
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431599 -91253 -93169 -21318 -165616 -67825
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": 1669402800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759694681040,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 87,
            "offset": 0,
            "std": 2.27224
        }
    }
}
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": [
        [
            68994.0022628358,
            34954.4691438785,
            34039.5331189574,
            77897.9429458796,
            25445.8548242849,
            52452.0881215946
        ],
        [
            68.994002,
            34.954469,
            34.039533,
            77.897943,
            25.445855,
            52.452088
        ],
        [
            0.150288,
            0.07614,
            0.074147,
            0.125556,
            0.049394,
            0.091896
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27976,
            -25119,
            -20498,
            -61531,
            -55071,
            -27323
        ],
        [
            1.362198,
            1.367841,
            1.356581,
            1.280082,
            1.16677,
            1.417795
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            287,
            142,
            145,
            287,
            142,
            145
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            79.281768,
            78.453039,
            80.110497,
            79.281768,
            78.453039,
            80.110497
        ],
        [
            0.355975,
            0.375675,
            0.336806,
            0.334516,
            0.320451,
            0.352004
        ],
        [
            4305,
            3654,
            4305,
            6231,
            6231,
            5786
        ],
        [
            -25119,
            -25119,
            -20498,
            -54906,
            -54906,
            -27323
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            80,
            71,
            89,
            80,
            71,
            89
        ],
        [
            10758,
            5219,
            5539,
            10758,
            5219,
            5539
        ],
        [
            594.544919,
            0,
            597.878253,
            594.544919,
            0,
            597.878253
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431599,
            -91253,
            -93169,
            -21318,
            -165616,
            -67825
        ]
    ]
}
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": 1669402800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759694681040,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 87,
            "offset": 0,
            "std": 2.27224
        }
    }
}

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)