← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/SWMA/4172

Strategy
XMR/USDT/60/FWMA/SWMA/4172
Pair
XMR_USDT
Interval
1h
Score
344959
Daily Profit
0.148688
Profit Factor
1.449858
Profitability
79.914530
Streak
594.131639
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 10:09
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 68259.609 34579.9292 33679.6798 75778.9476 25748.6228 50030.3248
Total P&L (%) 68.2596 34.5799 33.6797 75.7789 25.7486 50.0303
Avg Daily Profit (%) 0.1487 0.0753 0.0734 0.1229 0.0499 0.0884
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29535 -26557 -19680 -66271 -59457 -31263
Profit Factor 1.4499 1.4577 1.4421 1.3062 1.191 1.4439
Total Trades 234 117 117 234 117 117
Winning Trades 187 90 97 187 90 97
Losing Trades 47 27 20 47 27 20
Profitability (%) 79.9145 76.9231 82.906 79.9145 76.9231 82.906
Ratio Avg Win / Avg Loss 0.3644 0.4373 0.2973 0.3283 0.3573 0.2977
Largest Winning Trade 6600 6156 6600 7250 6785 7250
Largest Losing Trade -23582 -23582 -19680 -52247 -52247 -31263
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 19 16 22 19 16 22
Avg Bars in Losers 148 135 166 148 135 166
Bars Traded 10681 5130 5551 10681 5130 5551
Profit Streak 594.1316 0 601.84 594.1316 0 601.84
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344959 -92937 -94463 -25507 -139063 -72944
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": 1669424400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129773614,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "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": [
        [
            68259.6089862158,
            34579.9291546457,
            33679.6798315702,
            75778.9475854129,
            25748.6228317663,
            50030.3247536466
        ],
        [
            68.259609,
            34.579929,
            33.67968,
            75.778948,
            25.748623,
            50.030325
        ],
        [
            0.148688,
            0.075324,
            0.073363,
            0.122942,
            0.04992,
            0.088404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29535,
            -26557,
            -19680,
            -66271,
            -59457,
            -31263
        ],
        [
            1.449858,
            1.457697,
            1.442084,
            1.306169,
            1.191005,
            1.443921
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            187,
            90,
            97,
            187,
            90,
            97
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            79.91453,
            76.923077,
            82.905983,
            79.91453,
            76.923077,
            82.905983
        ],
        [
            0.364403,
            0.437309,
            0.297337,
            0.328288,
            0.357302,
            0.297716
        ],
        [
            6600,
            6156,
            6600,
            7250,
            6785,
            7250
        ],
        [
            -23582,
            -23582,
            -19680,
            -52247,
            -52247,
            -31263
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            148,
            135,
            166,
            148,
            135,
            166
        ],
        [
            10681,
            5130,
            5551,
            10681,
            5130,
            5551
        ],
        [
            594.131639,
            0,
            601.839972,
            594.131639,
            0,
            601.839972
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344959,
            -92937,
            -94463,
            -25507,
            -139063,
            -72944
        ]
    ]
}
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": 1669424400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129773614,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "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)