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Trade: XMR/USDT/60/FWMA/DCM/9281

Strategy
XMR/USDT/60/FWMA/DCM/9281
Pair
XMR_USDT
Interval
1h
Score
576112
Daily Profit
0.336674
Profit Factor
2.260348
Profitability
84.459459
Streak
602.684669
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 07:25
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 154560.3483 76280.1568 78280.1915 324937.1276 120954.1572 203982.9705
Total P&L (%) 154.5603 76.2802 78.2802 324.9371 120.9542 203.983
Avg Daily Profit (%) 0.3367 0.1662 0.1705 0.3156 0.1728 0.2425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21122 -12447 -21477 -58928 -58928 -41313
Profit Factor 2.2603 2.4487 2.1186 2.2207 1.873 2.598
Total Trades 296 148 148 296 148 148
Winning Trades 250 126 124 250 126 124
Losing Trades 46 22 24 46 22 24
Profitability (%) 84.4595 85.1351 83.7838 84.4595 85.1351 83.7838
Ratio Avg Win / Avg Loss 0.4159 0.4276 0.4101 0.4086 0.327 0.5028
Largest Winning Trade 13806 4249 13806 57433 11885 57433
Largest Losing Trade -20645 -12447 -20645 -58928 -58928 -39742
Avg Bars in Trades 36 30 41 36 30 41
Avg Bars in Winners 20 18 22 20 18 22
Avg Bars in Losers 120 101 137 120 101 137
Bars Traded 10657 4586 6071 10657 4586 6071
Profit Streak 602.6847 0 612.393 602.6847 0 612.393
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 576112 476524 488782 566885 428582 544231
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": 1669348800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759897555419,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "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": [
        [
            154560.3483064091,
            76280.1568429446,
            78280.1914634646,
            324937.1276491766,
            120954.1571880225,
            203982.9704611544
        ],
        [
            154.560348,
            76.280157,
            78.280191,
            324.937128,
            120.954157,
            203.98297
        ],
        [
            0.336674,
            0.166159,
            0.170515,
            0.315643,
            0.172839,
            0.242474
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21122,
            -12447,
            -21477,
            -58928,
            -58928,
            -41313
        ],
        [
            2.260348,
            2.448724,
            2.118613,
            2.220677,
            1.87301,
            2.598039
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            250,
            126,
            124,
            250,
            126,
            124
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            84.459459,
            85.135135,
            83.783784,
            84.459459,
            85.135135,
            83.783784
        ],
        [
            0.415904,
            0.427555,
            0.410054,
            0.408605,
            0.327034,
            0.502846
        ],
        [
            13806,
            4249,
            13806,
            57433,
            11885,
            57433
        ],
        [
            -20645,
            -12447,
            -20645,
            -58928,
            -58928,
            -39742
        ],
        [
            36,
            30,
            41,
            36,
            30,
            41
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            120,
            101,
            137,
            120,
            101,
            137
        ],
        [
            10657,
            4586,
            6071,
            10657,
            4586,
            6071
        ],
        [
            602.684669,
            0,
            612.393002,
            602.684669,
            0,
            612.393003
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            576112,
            476524,
            488782,
            566885,
            428582,
            544231
        ]
    ]
}
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": 1669348800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759897555419,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "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)