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Trade: XMR/USDT/60/FWMA/SMA/9560

Strategy
XMR/USDT/60/FWMA/SMA/9560
Pair
XMR_USDT
Interval
1h
Score
493522
Daily Profit
0.202905
Profit Factor
1.689919
Profitability
85.447761
Streak
593.888055
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 23:18
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 93149.5487 43524.2869 49625.2618 129712.6135 44969.1419 84743.4715
Total P&L (%) 93.1495 43.5243 49.6253 129.7126 44.9691 84.7435
Avg Daily Profit (%) 0.2029 0.0948 0.1081 0.1813 0.0809 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31147 -14005 -21754 -45022 -35901 -30491
Profit Factor 1.6899 1.657 1.7217 1.6108 1.3934 1.8641
Total Trades 268 134 134 268 134 134
Winning Trades 229 110 119 229 110 119
Losing Trades 39 24 15 39 24 15
Profitability (%) 85.4478 82.0896 88.806 85.4478 82.0896 88.806
Ratio Avg Win / Avg Loss 0.2878 0.3615 0.217 0.2743 0.304 0.235
Largest Winning Trade 11042 4658 11042 25312 7181 25312
Largest Losing Trade -21754 -13704 -21754 -34883 -34883 -30491
Avg Bars in Trades 39 37 40 39 37 40
Avg Bars in Winners 18 16 19 18 16 19
Avg Bars in Losers 161 134 203 161 134 203
Bars Traded 10474 5058 5416 10474 5058 5416
Profit Streak 593.8881 0 602.3047 593.8881 0 602.3047
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493522 -64260 -44165 481382 -84295 -8265
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": 1759177127975,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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": [
        [
            93149.5487383361,
            43524.2869384817,
            49625.2617998542,
            129712.6134603855,
            44969.1419420762,
            84743.4715183094
        ],
        [
            93.149549,
            43.524287,
            49.625262,
            129.712613,
            44.969142,
            84.743472
        ],
        [
            0.202905,
            0.094808,
            0.108097,
            0.181322,
            0.080923,
            0.133791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31147,
            -14005,
            -21754,
            -45022,
            -35901,
            -30491
        ],
        [
            1.689919,
            1.656957,
            1.721678,
            1.610754,
            1.393395,
            1.864105
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            229,
            110,
            119,
            229,
            110,
            119
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            85.447761,
            82.089552,
            88.80597,
            85.447761,
            82.089552,
            88.80597
        ],
        [
            0.287803,
            0.361518,
            0.217018,
            0.274321,
            0.304014,
            0.234971
        ],
        [
            11042,
            4658,
            11042,
            25312,
            7181,
            25312
        ],
        [
            -21754,
            -13704,
            -21754,
            -34883,
            -34883,
            -30491
        ],
        [
            39,
            37,
            40,
            39,
            37,
            40
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            161,
            134,
            203,
            161,
            134,
            203
        ],
        [
            10474,
            5058,
            5416,
            10474,
            5058,
            5416
        ],
        [
            593.888055,
            0,
            602.304722,
            593.888055,
            0,
            602.304722
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493522,
            -64260,
            -44165,
            481382,
            -84295,
            -8265
        ]
    ]
}
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": 1759177127975,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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)