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Trade: XMR/USDT/60/OHLC4/SWMA/1617

Strategy
XMR/USDT/60/OHLC4/SWMA/1617
Pair
XMR_USDT
Interval
1h
Score
437747
Daily Profit
0.159198
Profit Factor
1.276251
Profitability
71.563981
Streak
597.598021
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 10:21
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 73084.6016 35789.6412 37294.9605 87228.4146 28991.9026 58236.5119
Total P&L (%) 73.0846 35.7896 37.295 87.2284 28.9919 58.2365
Avg Daily Profit (%) 0.1592 0.078 0.0812 0.1367 0.0555 0.1
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31966 -19133 -27821 -34058 -35383 -28588
Profit Factor 1.2763 1.2838 1.2694 1.294 1.1914 1.401
Total Trades 633 316 317 633 316 317
Winning Trades 453 229 224 453 229 224
Losing Trades 180 87 93 180 87 93
Profitability (%) 71.564 72.4684 70.6625 71.564 72.4684 70.6625
Ratio Avg Win / Avg Loss 0.5071 0.4877 0.527 0.5142 0.4526 0.5817
Largest Winning Trade 11042 3797 11042 20713 4716 20713
Largest Losing Trade -18968 -15257 -18968 -31780 -31780 -17606
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 38 34 41 38 34 41
Bars Traded 10918 5100 5818 10918 5100 5818
Profit Streak 597.598 0 601.1397 597.598 0 601.1397
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437747 -89339 -84078 -5536 -129941 -56559
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": 1668960000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759908069002,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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": [
        [
            73084.6016494993,
            35789.6411616408,
            37294.9604878585,
            87228.4145547272,
            28991.9026416563,
            58236.5119130709
        ],
        [
            73.084602,
            35.789641,
            37.29496,
            87.228415,
            28.991903,
            58.236512
        ],
        [
            0.159198,
            0.077959,
            0.081238,
            0.136706,
            0.05547,
            0.100015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31966,
            -19133,
            -27821,
            -34058,
            -35383,
            -28588
        ],
        [
            1.276251,
            1.283781,
            1.269392,
            1.29396,
            1.191363,
            1.400987
        ],
        [
            633,
            316,
            317,
            633,
            316,
            317
        ],
        [
            453,
            229,
            224,
            453,
            229,
            224
        ],
        [
            180,
            87,
            93,
            180,
            87,
            93
        ],
        [
            71.563981,
            72.468354,
            70.662461,
            71.563981,
            72.468354,
            70.662461
        ],
        [
            0.50712,
            0.487725,
            0.527024,
            0.514156,
            0.452614,
            0.58166
        ],
        [
            11042,
            3797,
            11042,
            20713,
            4716,
            20713
        ],
        [
            -18968,
            -15257,
            -18968,
            -31780,
            -31780,
            -17606
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            38,
            34,
            41,
            38,
            34,
            41
        ],
        [
            10918,
            5100,
            5818,
            10918,
            5100,
            5818
        ],
        [
            597.598021,
            0,
            601.139687,
            597.598021,
            0,
            601.139687
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437747,
            -89339,
            -84078,
            -5536,
            -129941,
            -56559
        ]
    ]
}
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": 1668960000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759908069002,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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)