← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/SMA/6536

Strategy
XMR/USDT/60/FWMA/SMA/6536
Pair
XMR_USDT
Interval
1h
Score
475174
Daily Profit
0.164673
Profit Factor
1.491771
Profitability
83.687943
Streak
598.384030
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 11:13
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 75598.037 38540.7399 37057.2971 88636.6293 32079.4762 56557.153
Total P&L (%) 75.598 38.5407 37.0573 88.6366 32.0795 56.5572
Avg Daily Profit (%) 0.1647 0.084 0.0807 0.1383 0.0606 0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27338 -26871 -20541 -64489 -63868 -33652
Profit Factor 1.4918 1.493 1.4905 1.3384 1.2205 1.4857
Total Trades 282 141 141 282 141 141
Winning Trades 236 117 119 236 117 119
Losing Trades 46 24 22 46 24 22
Profitability (%) 83.6879 82.9787 84.3972 83.6879 82.9787 84.3972
Ratio Avg Win / Avg Loss 0.2908 0.3063 0.2756 0.2609 0.2504 0.2747
Largest Winning Trade 6600 5591 6600 8185 7203 8185
Largest Losing Trade -23976 -23976 -20541 -56085 -56085 -33652
Avg Bars in Trades 37 36 39 37 36 39
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 144 134 154 144 134 154
Bars Traded 10692 5086 5606 10692 5086 5606
Profit Streak 598.384 598.384 606.8007 598.384 598.384 606.8007
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475174 -79531 -83082 -3410 -112873 -58899
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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479180172,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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": [
        [
            75598.0369568668,
            38540.7398940899,
            37057.2970627769,
            88636.6292607898,
            32079.4762401044,
            56557.1530206854
        ],
        [
            75.598037,
            38.54074,
            37.057297,
            88.636629,
            32.079476,
            56.557153
        ],
        [
            0.164673,
            0.083952,
            0.080721,
            0.13834,
            0.060625,
            0.097689
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27338,
            -26871,
            -20541,
            -64489,
            -63868,
            -33652
        ],
        [
            1.491771,
            1.493003,
            1.490496,
            1.338387,
            1.220478,
            1.485725
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            236,
            117,
            119,
            236,
            117,
            119
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            83.687943,
            82.978723,
            84.397163,
            83.687943,
            82.978723,
            84.397163
        ],
        [
            0.290769,
            0.306257,
            0.275554,
            0.260872,
            0.250354,
            0.274672
        ],
        [
            6600,
            5591,
            6600,
            8185,
            7203,
            8185
        ],
        [
            -23976,
            -23976,
            -20541,
            -56085,
            -56085,
            -33652
        ],
        [
            37,
            36,
            39,
            37,
            36,
            39
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            144,
            134,
            154,
            144,
            134,
            154
        ],
        [
            10692,
            5086,
            5606,
            10692,
            5086,
            5606
        ],
        [
            598.38403,
            598.38403,
            606.800696,
            598.38403,
            598.38403,
            606.800696
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475174,
            -79531,
            -83082,
            -3410,
            -112873,
            -58899
        ]
    ]
}
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": 1669464000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479180172,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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)