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Trade: XMR/USDT/60/WMA/KCB/5479

Strategy
XMR/USDT/60/WMA/KCB/5479
Pair
XMR_USDT
Interval
1h
Score
409721
Daily Profit
0.164534
Profit Factor
1.361655
Profitability
74.540682
Streak
593.894600
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 21:28
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 75534.1144 38390.3301 37143.7844 88016.7597 32588.3437 55428.416
Total P&L (%) 75.5341 38.3903 37.1438 88.0168 32.5883 55.4284
Avg Daily Profit (%) 0.1645 0.0836 0.0809 0.1376 0.0615 0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27142 -26548 -21064 -62232 -60350 -26372
Profit Factor 1.3617 1.3727 1.3509 1.2979 1.2059 1.404
Total Trades 381 190 191 381 190 191
Winning Trades 284 143 141 284 143 141
Losing Trades 97 47 50 97 47 50
Profitability (%) 74.5407 75.2632 73.822 74.5407 75.2632 73.822
Ratio Avg Win / Avg Loss 0.4651 0.4512 0.479 0.4433 0.3963 0.4979
Largest Winning Trade 5368 4721 5368 6902 5667 6902
Largest Losing Trade -26548 -26548 -20498 -60350 -60350 -26372
Avg Bars in Trades 28 26 30 28 26 30
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 68 63 74 68 63 74
Bars Traded 10914 5105 5809 10914 5105 5809
Profit Streak 593.8946 0 597.5196 593.8946 0 597.5196
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409721 -81306 -84574 -5636 -112667 -62476
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": 1668952800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759602493491,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            75534.114431103,
            38390.3300726433,
            37143.7843584597,
            88016.7597092435,
            32588.3436801122,
            55428.4160291314
        ],
        [
            75.534114,
            38.39033,
            37.143784,
            88.01676,
            32.588344,
            55.428416
        ],
        [
            0.164534,
            0.083624,
            0.080909,
            0.137622,
            0.061463,
            0.096111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27142,
            -26548,
            -21064,
            -62232,
            -60350,
            -26372
        ],
        [
            1.361655,
            1.37274,
            1.35087,
            1.297867,
            1.20589,
            1.403969
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            284,
            143,
            141,
            284,
            143,
            141
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            74.540682,
            75.263158,
            73.82199,
            74.540682,
            75.263158,
            73.82199
        ],
        [
            0.465072,
            0.45118,
            0.479032,
            0.443286,
            0.396341,
            0.497861
        ],
        [
            5368,
            4721,
            5368,
            6902,
            5667,
            6902
        ],
        [
            -26548,
            -26548,
            -20498,
            -60350,
            -60350,
            -26372
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            68,
            63,
            74,
            68,
            63,
            74
        ],
        [
            10914,
            5105,
            5809,
            10914,
            5105,
            5809
        ],
        [
            593.8946,
            0,
            597.5196,
            593.894601,
            0,
            597.519601
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409721,
            -81306,
            -84574,
            -5636,
            -112667,
            -62476
        ]
    ]
}
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": 1668952800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759602493491,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)