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Trade: XMR/USDT/60/FWMA/HILO/9260

Strategy
XMR/USDT/60/FWMA/HILO/9260
Pair
XMR_USDT
Interval
1h
Score
565870
Daily Profit
0.309632
Profit Factor
1.405190
Profitability
71.784777
Streak
593.307042
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 01:22
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 142145.7479 71626.8871 70518.8607 266946.1748 98779.3033 168166.8714
Total P&L (%) 142.1457 71.6269 70.5189 266.9462 98.7793 168.1669
Avg Daily Profit (%) 0.3096 0.156 0.1536 0.2836 0.1498 0.2151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21854 -18387 -17846 -81174 -71342 -25310
Profit Factor 1.4052 1.3969 1.414 1.4036 1.2694 1.5705
Total Trades 762 381 381 762 381 381
Winning Trades 547 274 273 547 274 273
Losing Trades 215 107 108 215 107 108
Profitability (%) 71.7848 71.916 71.6535 71.7848 71.916 71.6535
Ratio Avg Win / Avg Loss 0.5523 0.5455 0.5594 0.5517 0.4957 0.6213
Largest Winning Trade 10667 4038 10667 36970 11560 36970
Largest Losing Trade -18026 -18026 -16184 -69139 -69139 -22442
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 10826 4571 6255 10826 4571 6255
Profit Streak 593.307 593.307 596.2237 593.307 593.307 596.2237
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 565870 406105 413790 557499 354928 467131
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": 1669287600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759443728419,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 156,
            "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": [
        [
            142145.7478610412,
            71626.8871187763,
            70518.8607422648,
            266946.1747507241,
            98779.3033278101,
            168166.871422914
        ],
        [
            142.145748,
            71.626887,
            70.518861,
            266.946175,
            98.779303,
            168.166871
        ],
        [
            0.309632,
            0.156023,
            0.153609,
            0.283586,
            0.149765,
            0.215104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21854,
            -18387,
            -17846,
            -81174,
            -71342,
            -25310
        ],
        [
            1.40519,
            1.396871,
            1.414004,
            1.403571,
            1.269399,
            1.570453
        ],
        [
            762,
            381,
            381,
            762,
            381,
            381
        ],
        [
            547,
            274,
            273,
            547,
            274,
            273
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            71.784777,
            71.91601,
            71.653543,
            71.784777,
            71.91601,
            71.653543
        ],
        [
            0.552314,
            0.545493,
            0.559386,
            0.551678,
            0.495714,
            0.621278
        ],
        [
            10667,
            4038,
            10667,
            36970,
            11560,
            36970
        ],
        [
            -18026,
            -18026,
            -16184,
            -69139,
            -69139,
            -22442
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            29,
            23,
            34,
            29,
            23,
            34
        ],
        [
            10826,
            4571,
            6255,
            10826,
            4571,
            6255
        ],
        [
            593.307042,
            593.307042,
            596.223708,
            593.307042,
            593.307042,
            596.223709
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            565870,
            406105,
            413790,
            557499,
            354928,
            467131
        ]
    ]
}
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": 1669287600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759443728419,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 156,
            "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)