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Trade: XMR/USDT/60/FWMA/WMA/9126

Strategy
XMR/USDT/60/FWMA/WMA/9126
Pair
XMR_USDT
Interval
1h
Score
544184
Daily Profit
0.227723
Profit Factor
1.240698
Profitability
68.790397
Streak
595.866513
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 14:47
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 104543.2929 55785.5319 48757.761 150898.3669 55056.2366 95842.1303
Total P&L (%) 104.5433 55.7855 48.7578 150.8984 55.0562 95.8421
Avg Daily Profit (%) 0.2277 0.1215 0.1062 0.2006 0.0956 0.1465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30071 -23469 -18610 -80962 -66775 -21070
Profit Factor 1.2407 1.2609 1.2211 1.223 1.1574 1.293
Total Trades 1083 541 542 1083 541 542
Winning Trades 745 386 359 745 386 359
Losing Trades 338 155 183 338 155 183
Profitability (%) 68.7904 71.3494 66.2362 68.7904 71.3494 66.2362
Ratio Avg Win / Avg Loss 0.5629 0.5063 0.6225 0.5548 0.4648 0.6591
Largest Winning Trade 10667 3833 10667 27737 8109 27737
Largest Losing Trade -20794 -20794 -8733 -59837 -59837 -19905
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 10895 5081 5814 10895 5081 5814
Profit Streak 595.8665 595.8665 598.7832 595.8665 595.8665 598.7832
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544184 -27766 -49410 531928 -109870 223847
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759664866789,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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": [
        [
            104543.2929476026,
            55785.5319118429,
            48757.7610357598,
            150898.3669006621,
            55056.2366223708,
            95842.1302782912
        ],
        [
            104.543293,
            55.785532,
            48.757761,
            150.898367,
            55.056237,
            95.84213
        ],
        [
            0.227723,
            0.121516,
            0.106208,
            0.200575,
            0.095588,
            0.146517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30071,
            -23469,
            -18610,
            -80962,
            -66775,
            -21070
        ],
        [
            1.240698,
            1.260869,
            1.221134,
            1.222958,
            1.157423,
            1.293034
        ],
        [
            1083,
            541,
            542,
            1083,
            541,
            542
        ],
        [
            745,
            386,
            359,
            745,
            386,
            359
        ],
        [
            338,
            155,
            183,
            338,
            155,
            183
        ],
        [
            68.790397,
            71.349353,
            66.236162,
            68.790397,
            71.349353,
            66.236162
        ],
        [
            0.562894,
            0.506307,
            0.622472,
            0.554845,
            0.464768,
            0.659123
        ],
        [
            10667,
            3833,
            10667,
            27737,
            8109,
            27737
        ],
        [
            -20794,
            -20794,
            -8733,
            -59837,
            -59837,
            -19905
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            10895,
            5081,
            5814,
            10895,
            5081,
            5814
        ],
        [
            595.866513,
            595.866513,
            598.78318,
            595.866514,
            595.866514,
            598.78318
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544184,
            -27766,
            -49410,
            531928,
            -109870,
            223847
        ]
    ]
}
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759664866789,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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)