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Trade: XMR/USDT/60/PWMA/KCL/6704

Strategy
XMR/USDT/60/PWMA/KCL/6704
Pair
XMR_USDT
Interval
1h
Score
399149
Daily Profit
0.170428
Profit Factor
1.480450
Profitability
56.459330
Streak
610.657309
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 05:46
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 78240.0237 37346.9517 40893.072 87733.2504 42611.7146 45121.5359
Total P&L (%) 78.24 37.347 40.8931 87.7333 42.6117 45.1215
Avg Daily Profit (%) 0.1704 0.0814 0.0891 0.1373 0.0773 0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40958 -16038 -29825 -44909 -15369 -32178
Profit Factor 1.4805 1.6118 1.4017 1.5354 1.7086 1.4349
Total Trades 209 105 104 209 105 104
Winning Trades 118 60 58 118 60 58
Losing Trades 91 45 46 91 45 46
Profitability (%) 56.4593 57.1429 55.7692 56.4593 57.1429 55.7692
Ratio Avg Win / Avg Loss 1.1417 1.2089 1.1117 1.184 1.2815 1.138
Largest Winning Trade 27391 10045 27391 35165 16428 35165
Largest Losing Trade -22110 -7248 -22110 -24603 -8767 -24603
Avg Bars in Trades 50 27 73 50 27 73
Avg Bars in Winners 48 30 66 48 30 66
Avg Bars in Losers 52 24 80 52 24 80
Bars Traded 10512 2918 7594 10512 2918 7594
Profit Streak 610.6573 626.8656 610.6573 610.6573 626.8656 610.6573
Trades During Streak 5 7 2 5 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399149 -83292 -74811 -5694 -87975 -84798
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": 1669204800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758941191490,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            78240.0236694354,
            37346.9516624465,
            40893.0720069889,
            87733.2504431192,
            42611.7145655458,
            45121.5358775734
        ],
        [
            78.240024,
            37.346952,
            40.893072,
            87.73325,
            42.611715,
            45.121536
        ],
        [
            0.170428,
            0.081352,
            0.089076,
            0.137293,
            0.077349,
            0.081152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40958,
            -16038,
            -29825,
            -44909,
            -15369,
            -32178
        ],
        [
            1.48045,
            1.611808,
            1.401685,
            1.535356,
            1.708638,
            1.434921
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            56.45933,
            57.142857,
            55.769231,
            56.45933,
            57.142857,
            55.769231
        ],
        [
            1.141703,
            1.208856,
            1.111681,
            1.184046,
            1.281478,
            1.138041
        ],
        [
            27391,
            10045,
            27391,
            35165,
            16428,
            35165
        ],
        [
            -22110,
            -7248,
            -22110,
            -24603,
            -8767,
            -24603
        ],
        [
            50,
            27,
            73,
            50,
            27,
            73
        ],
        [
            48,
            30,
            66,
            48,
            30,
            66
        ],
        [
            52,
            24,
            80,
            52,
            24,
            80
        ],
        [
            10512,
            2918,
            7594,
            10512,
            2918,
            7594
        ],
        [
            610.657309,
            626.865642,
            610.657309,
            610.657309,
            626.865642,
            610.657309
        ],
        [
            5,
            7,
            2,
            5,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399149,
            -83292,
            -74811,
            -5694,
            -87975,
            -84798
        ]
    ]
}
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": 1669204800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758941191490,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)