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Trade: XMR/USDT/60/SINWMA/SWMA/4010

Strategy
XMR/USDT/60/SINWMA/SWMA/4010
Pair
XMR_USDT
Interval
1h
Score
374941
Daily Profit
0.151260
Profit Factor
1.641589
Profitability
63.953488
Streak
621.149185
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 07:34
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 69440.2757 31392.9169 38047.3589 78158.3035 33012.823 45145.4805
Total P&L (%) 69.4403 31.3929 38.0474 78.1583 33.0128 45.1455
Avg Daily Profit (%) 0.1513 0.0684 0.0829 0.1259 0.0622 0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31970 -18885 -23322 -45865 -25430 -33556
Profit Factor 1.6416 1.6098 1.6704 1.5537 1.4932 1.6083
Total Trades 86 43 43 86 43 43
Winning Trades 55 28 27 55 28 27
Losing Trades 31 15 16 31 15 16
Profitability (%) 63.9535 65.1163 62.7907 63.9535 65.1163 62.7907
Ratio Avg Win / Avg Loss 0.9253 0.8624 0.9899 0.8757 0.8 0.9531
Largest Winning Trade 21259 9973 21259 28145 12179 28145
Largest Losing Trade -23322 -12303 -23322 -33463 -17328 -33463
Avg Bars in Trades 121 120 123 121 120 123
Avg Bars in Winners 89 89 90 89 89 90
Avg Bars in Losers 179 177 181 179 177 181
Bars Traded 10491 5162 5329 10491 5162 5329
Profit Streak 621.1492 621.1492 623.0659 621.1492 621.1492 623.0659
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374941 -102144 -82036 -22088 -110967 -83777
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552489618,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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": [
        [
            69440.2757389046,
            31392.9168609547,
            38047.3588779498,
            78158.3035138945,
            33012.8230424062,
            45145.4804714884
        ],
        [
            69.440276,
            31.392917,
            38.047359,
            78.158304,
            33.012823,
            45.14548
        ],
        [
            0.15126,
            0.068382,
            0.082877,
            0.125875,
            0.06216,
            0.081188
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31970,
            -18885,
            -23322,
            -45865,
            -25430,
            -33556
        ],
        [
            1.641589,
            1.609803,
            1.670423,
            1.553727,
            1.493239,
            1.608275
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            63.953488,
            65.116279,
            62.790698,
            63.953488,
            65.116279,
            62.790698
        ],
        [
            0.925259,
            0.862395,
            0.98988,
            0.875737,
            0.79995,
            0.953052
        ],
        [
            21259,
            9973,
            21259,
            28145,
            12179,
            28145
        ],
        [
            -23322,
            -12303,
            -23322,
            -33463,
            -17328,
            -33463
        ],
        [
            121,
            120,
            123,
            121,
            120,
            123
        ],
        [
            89,
            89,
            90,
            89,
            89,
            90
        ],
        [
            179,
            177,
            181,
            179,
            177,
            181
        ],
        [
            10491,
            5162,
            5329,
            10491,
            5162,
            5329
        ],
        [
            621.149185,
            621.149185,
            623.065852,
            621.149185,
            621.149185,
            623.065852
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374941,
            -102144,
            -82036,
            -22088,
            -110967,
            -83777
        ]
    ]
}
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": 1669320000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552489618,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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)