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Trade: XMR/USDT/60/FWMA/RMA/8113

Strategy
XMR/USDT/60/FWMA/RMA/8113
Pair
XMR_USDT
Interval
1h
Score
492332
Daily Profit
0.214756
Profit Factor
1.726624
Profitability
81.028939
Streak
597.990521
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 06:46
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 98590.0966 51559.973 47030.1236 145722.2733 59160.5858 86561.6875
Total P&L (%) 98.5901 51.56 47.0301 145.7223 59.1606 86.5617
Avg Daily Profit (%) 0.2148 0.1123 0.1024 0.196 0.1013 0.1359
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22619 -13903 -19511 -33944 -33944 -28838
Profit Factor 1.7266 1.809 1.6537 1.674 1.5251 1.836
Total Trades 311 155 156 311 155 156
Winning Trades 252 126 126 252 126 126
Losing Trades 59 29 30 59 29 30
Profitability (%) 81.0289 81.2903 80.7692 81.0289 81.2903 80.7692
Ratio Avg Win / Avg Loss 0.4042 0.4164 0.3937 0.3919 0.351 0.4371
Largest Winning Trade 10667 4038 10667 26484 7611 26484
Largest Losing Trade -19511 -12354 -19511 -33944 -33944 -28838
Avg Bars in Trades 34 32 36 34 32 36
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 115 106 123 115 106 123
Bars Traded 10772 5075 5697 10772 5075 5697
Profit Streak 597.9905 0 606.5739 597.9905 0 606.5739
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492332 -39570 -52369 482912 -54905 -5776
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": 1669064400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759549581015,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "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": [
        [
            98590.0965556082,
            51559.9729864257,
            47030.1235691825,
            145722.273279166,
            59160.5858060607,
            86561.6874731054
        ],
        [
            98.590097,
            51.559973,
            47.030124,
            145.722273,
            59.160586,
            86.561687
        ],
        [
            0.214756,
            0.112312,
            0.102444,
            0.196025,
            0.101285,
            0.135927
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22619,
            -13903,
            -19511,
            -33944,
            -33944,
            -28838
        ],
        [
            1.726624,
            1.80898,
            1.653668,
            1.673987,
            1.525099,
            1.835991
        ],
        [
            311,
            155,
            156,
            311,
            155,
            156
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            81.028939,
            81.290323,
            80.769231,
            81.028939,
            81.290323,
            80.769231
        ],
        [
            0.404249,
            0.416353,
            0.393731,
            0.391926,
            0.351015,
            0.437141
        ],
        [
            10667,
            4038,
            10667,
            26484,
            7611,
            26484
        ],
        [
            -19511,
            -12354,
            -19511,
            -33944,
            -33944,
            -28838
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            115,
            106,
            123,
            115,
            106,
            123
        ],
        [
            10772,
            5075,
            5697,
            10772,
            5075,
            5697
        ],
        [
            597.990521,
            0,
            606.573854,
            597.990521,
            0,
            606.573854
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492332,
            -39570,
            -52369,
            482912,
            -54905,
            -5776
        ]
    ]
}
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": 1669064400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759549581015,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "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)