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Trade: XMR/USDT/60/FWMA/KCB/6222

Strategy
XMR/USDT/60/FWMA/KCB/6222
Pair
XMR_USDT
Interval
1h
Score
553542
Daily Profit
0.212391
Profit Factor
1.374952
Profitability
72.832370
Streak
590.420644
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:05
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 107892.1991 54556.5978 53335.6012 164854.5113 64622.4892 100232.0221
Total P&L (%) 107.8922 54.5566 53.3356 164.8545 64.6225 100.232
Avg Daily Profit (%) 0.235 0.1188 0.1162 0.2124 0.1086 0.1514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28112 -20510 -20278 -32033 -33338 -22605
Profit Factor 1.3203 1.3264 1.3143 1.375 1.2798 1.4803
Total Trades 865 432 433 865 432 433
Winning Trades 630 319 311 630 319 311
Losing Trades 235 113 122 235 113 122
Profitability (%) 72.8324 73.8426 71.8245 72.8324 73.8426 71.8245
Ratio Avg Win / Avg Loss 0.4925 0.4699 0.5156 0.5129 0.4533 0.5807
Largest Winning Trade 11042 3764 11042 23831 8413 23831
Largest Losing Trade -15588 -13366 -15588 -32033 -32033 -16262
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 6 6 7 6 6 7
Avg Bars in Losers 28 26 30 28 26 30
Bars Traded 10917 5038 5879 10917 5038 5879
Profit Streak 590.4206 590.4206 593.629 590.4206 590.4206 593.629
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 548479 -31263 -35057 553542 -44750 438248
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": 1668963600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223143680,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            107892.1990565977,
            54556.5978210396,
            53335.6012355583,
            164854.5113337485,
            64622.4892122996,
            100232.022121449
        ],
        [
            107.892199,
            54.556598,
            53.335601,
            164.854511,
            64.622489,
            100.232022
        ],
        [
            0.235018,
            0.118839,
            0.116179,
            0.212391,
            0.108642,
            0.151353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28112,
            -20510,
            -20278,
            -32033,
            -33338,
            -22605
        ],
        [
            1.320292,
            1.32639,
            1.314285,
            1.374952,
            1.279788,
            1.48027
        ],
        [
            865,
            432,
            433,
            865,
            432,
            433
        ],
        [
            630,
            319,
            311,
            630,
            319,
            311
        ],
        [
            235,
            113,
            122,
            235,
            113,
            122
        ],
        [
            72.83237,
            73.842593,
            71.82448,
            72.83237,
            73.842593,
            71.82448
        ],
        [
            0.49249,
            0.46985,
            0.515572,
            0.512879,
            0.453342,
            0.580685
        ],
        [
            11042,
            3764,
            11042,
            23831,
            8413,
            23831
        ],
        [
            -15588,
            -13366,
            -15588,
            -32033,
            -32033,
            -16262
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            10917,
            5038,
            5879,
            10917,
            5038,
            5879
        ],
        [
            590.420644,
            590.420644,
            593.628978,
            590.420644,
            590.420644,
            593.628978
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548479,
            -31263,
            -35057,
            553542,
            -44750,
            438248
        ]
    ]
}
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": 1668963600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223143680,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)