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Trade: XMR/USDT/60/FWMA/VWMA/8316

Strategy
XMR/USDT/60/FWMA/VWMA/8316
Pair
XMR_USDT
Interval
1h
Score
397040
Daily Profit
0.151495
Profit Factor
1.401478
Profitability
79.130435
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 07:04
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 69548.3695 36950.4721 32597.8974 79487.2438 30071.7832 49415.4606
Total P&L (%) 69.5484 36.9505 32.5979 79.4872 30.0718 49.4155
Avg Daily Profit (%) 0.1515 0.0805 0.071 0.1275 0.0573 0.0875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26336 -22551 -20893 -49229 -49229 -25945
Profit Factor 1.4015 1.4145 1.3877 1.3244 1.2211 1.4535
Total Trades 345 172 173 345 172 173
Winning Trades 273 135 138 273 135 138
Losing Trades 72 37 35 72 37 35
Profitability (%) 79.1304 78.4884 79.7688 79.1304 78.4884 79.7688
Ratio Avg Win / Avg Loss 0.3696 0.3877 0.352 0.3493 0.3347 0.3686
Largest Winning Trade 5232 5232 4459 7539 5383 7539
Largest Losing Trade -22551 -22551 -20793 -49229 -49229 -25945
Avg Bars in Trades 31 29 32 31 29 32
Avg Bars in Winners 16 16 17 16 16 17
Avg Bars in Losers 86 79 94 86 79 94
Bars Traded 10816 5140 5676 10816 5140 5676
Profit Streak 0 597.8781 0 0 597.8781 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397040 -84730 -98334 -19429 -117458 -74713
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": 1669136400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759291471203,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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": [
        [
            69548.3695163631,
            36950.472086947,
            32597.8974294161,
            79487.2438146723,
            30071.7831691501,
            49415.4606455224
        ],
        [
            69.54837,
            36.950472,
            32.597897,
            79.487244,
            30.071783,
            49.415461
        ],
        [
            0.151495,
            0.080488,
            0.071007,
            0.127496,
            0.057287,
            0.087509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26336,
            -22551,
            -20893,
            -49229,
            -49229,
            -25945
        ],
        [
            1.401478,
            1.414471,
            1.387702,
            1.324443,
            1.221083,
            1.453456
        ],
        [
            345,
            172,
            173,
            345,
            172,
            173
        ],
        [
            273,
            135,
            138,
            273,
            135,
            138
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            79.130435,
            78.488372,
            79.768786,
            79.130435,
            78.488372,
            79.768786
        ],
        [
            0.369621,
            0.38767,
            0.351953,
            0.349304,
            0.334667,
            0.36863
        ],
        [
            5232,
            5232,
            4459,
            7539,
            5383,
            7539
        ],
        [
            -22551,
            -22551,
            -20793,
            -49229,
            -49229,
            -25945
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            86,
            79,
            94,
            86,
            79,
            94
        ],
        [
            10816,
            5140,
            5676,
            10816,
            5140,
            5676
        ],
        [
            0,
            597.878139,
            0,
            0,
            597.878139,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397040,
            -84730,
            -98334,
            -19429,
            -117458,
            -74713
        ]
    ]
}
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": 1669136400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759291471203,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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)