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Trade: XMR/USDT/60/FWMA/HILO/8742

Strategy
XMR/USDT/60/FWMA/HILO/8742
Pair
XMR_USDT
Interval
1h
Score
566444
Daily Profit
0.310002
Profit Factor
1.405675
Profitability
71.821756
Streak
597.826148
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 13:49
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 142315.9402 71626.8871 70689.053 267570.6889 98947.4181 168623.2708
Total P&L (%) 142.3159 71.6269 70.6891 267.5707 98.9474 168.6233
Avg Daily Profit (%) 0.31 0.156 0.154 0.284 0.1499 0.2155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21854 -18387 -17846 -81313 -71463 -25353
Profit Factor 1.4057 1.3969 1.415 1.4038 1.2694 1.571
Total Trades 763 381 382 763 381 382
Winning Trades 548 274 274 548 274 274
Losing Trades 215 107 108 215 107 108
Profitability (%) 71.8218 71.916 71.7277 71.8218 71.916 71.7277
Ratio Avg Win / Avg Loss 0.5515 0.5455 0.5577 0.5508 0.4957 0.6192
Largest Winning Trade 10667 4038 10667 37033 11580 37033
Largest Losing Trade -18026 -18026 -16184 -69256 -69256 -22480
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 29 23 34 29 23 34
Bars Traded 10844 4571 6272 10844 4571 6272
Profit Streak 597.8261 597.8261 600.7428 597.8261 597.8261 600.7428
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 566444 406103 414650 558024 363758 467896
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": 1669273200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759834179237,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            142315.9401687335,
            71626.8871187763,
            70689.0530499571,
            267570.6889135233,
            98947.4181036666,
            168623.2708098562
        ],
        [
            142.31594,
            71.626887,
            70.689053,
            267.570689,
            98.947418,
            168.623271
        ],
        [
            0.310002,
            0.156023,
            0.15398,
            0.283958,
            0.149949,
            0.215475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21854,
            -18387,
            -17846,
            -81313,
            -71463,
            -25353
        ],
        [
            1.405675,
            1.396871,
            1.415003,
            1.403828,
            1.269399,
            1.571029
        ],
        [
            763,
            381,
            382,
            763,
            381,
            382
        ],
        [
            548,
            274,
            274,
            548,
            274,
            274
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            71.821756,
            71.91601,
            71.727749,
            71.821756,
            71.91601,
            71.727749
        ],
        [
            0.551496,
            0.545493,
            0.557738,
            0.550772,
            0.495714,
            0.619238
        ],
        [
            10667,
            4038,
            10667,
            37033,
            11580,
            37033
        ],
        [
            -18026,
            -18026,
            -16184,
            -69256,
            -69256,
            -22480
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            29,
            23,
            34,
            29,
            23,
            34
        ],
        [
            10844,
            4571,
            6272,
            10844,
            4571,
            6272
        ],
        [
            597.826148,
            597.826148,
            600.742815,
            597.826149,
            597.826149,
            600.742815
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            566444,
            406103,
            414650,
            558024,
            363758,
            467896
        ]
    ]
}
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": 1669273200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759834179237,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)