← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/ZLMA/8964

Strategy
XMR/USDT/60/FWMA/ZLMA/8964
Pair
XMR_USDT
Interval
1h
Score
432419
Daily Profit
0.162037
Profit Factor
1.392260
Profitability
72.851562
Streak
591.295840
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 21:06
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 83115.2207 38743.0691 44372.1517 110281.8675 35491.2657 74790.6018
Total P&L (%) 83.1152 38.7431 44.3722 110.2819 35.4913 74.7906
Avg Daily Profit (%) 0.181 0.0844 0.0967 0.162 0.0662 0.1217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28747 -21619 -22380 -28101 -30609 -21958
Profit Factor 1.334 1.3183 1.349 1.3923 1.2427 1.5544
Total Trades 512 256 256 512 256 256
Winning Trades 373 188 185 373 188 185
Losing Trades 139 68 71 139 68 71
Profitability (%) 72.8516 73.4375 72.2656 72.8516 73.4375 72.2656
Ratio Avg Win / Avg Loss 0.4971 0.4768 0.5177 0.5188 0.4495 0.5966
Largest Winning Trade 10989 3312 10989 21733 5059 21733
Largest Losing Trade -11607 -9450 -11607 -20744 -20744 -9926
Avg Bars in Trades 21 20 21 21 20 21
Avg Bars in Winners 11 12 11 11 12 11
Avg Bars in Losers 45 42 48 45 42 48
Bars Traded 10796 5215 5581 10796 5215 5581
Profit Streak 591.2958 0 610.2542 591.2958 0 610.2542
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425446 -80474 -62484 432419 -105782 -25984
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759341960616,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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": [
        [
            83115.2207222089,
            38743.0690575848,
            44372.1516646241,
            110281.8675282565,
            35491.2657432614,
            74790.6017849951
        ],
        [
            83.115221,
            38.743069,
            44.372152,
            110.281868,
            35.491266,
            74.790602
        ],
        [
            0.181047,
            0.084393,
            0.096655,
            0.162037,
            0.066184,
            0.121713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28747,
            -21619,
            -22380,
            -28101,
            -30609,
            -21958
        ],
        [
            1.333976,
            1.318307,
            1.348976,
            1.39226,
            1.242674,
            1.554439
        ],
        [
            512,
            256,
            256,
            512,
            256,
            256
        ],
        [
            373,
            188,
            185,
            373,
            188,
            185
        ],
        [
            139,
            68,
            71,
            139,
            68,
            71
        ],
        [
            72.851562,
            73.4375,
            72.265625,
            72.851562,
            73.4375,
            72.265625
        ],
        [
            0.497112,
            0.476835,
            0.517715,
            0.518831,
            0.449478,
            0.596568
        ],
        [
            10989,
            3312,
            10989,
            21733,
            5059,
            21733
        ],
        [
            -11607,
            -9450,
            -11607,
            -20744,
            -20744,
            -9926
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            10796,
            5215,
            5581,
            10796,
            5215,
            5581
        ],
        [
            591.29584,
            0,
            610.254174,
            591.29584,
            0,
            610.254174
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425446,
            -80474,
            -62484,
            432419,
            -105782,
            -25984
        ]
    ]
}
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759341960616,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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)