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Trade: XMR/USDT/120/FWMA/BBM/1422

Strategy
XMR/USDT/120/FWMA/BBM/1422
Pair
XMR_USDT
Interval
2h
Score
463781
Daily Profit
0.207163
Profit Factor
1.223438
Profitability
72.028597
Streak
601.246124
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-12 02:54
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310744.3173 253797.0147 56947.3026 464255.003 255802.0161 208452.9869
Total P&L (%) 310.7443 253.797 56.9473 464.255 255.802 208.453
Avg Daily Profit (%) 0.2072 0.1692 0.038 0.1154 0.0846 0.0751
Buy And Hold Return (%) 83.2922 83.2922 83.2922 83.2922 83.2922 83.2922
Max Trade Drawdown -113516 -73797 -59578 -422260 -269345 -239549
Profit Factor 1.2234 1.3961 1.0759 1.1052 1.1141 1.096
Total Trades 1119 559 560 1119 559 560
Winning Trades 806 421 385 806 421 385
Losing Trades 313 138 175 313 138 175
Profitability (%) 72.0286 75.3131 68.75 72.0286 75.3131 68.75
Ratio Avg Win / Avg Loss 0.4751 0.4576 0.4891 0.4292 0.3652 0.4982
Largest Winning Trade 16010 16010 12496 40017 40017 34258
Largest Losing Trade -42684 -42684 -37063 -202462 -202462 -112557
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 17821 7971 9850 17821 7971 9850
Profit Streak 601.2461 0 604.8295 601.2461 0 604.8295
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463781 346814 -440965 -136604 -173307 -207106
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579694400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760226865123,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 228,
            "offset": 0,
            "std": 3.47335
        }
    }
}
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": [
        [
            310744.3172969609,
            253797.0147291556,
            56947.3025678051,
            464255.0029902158,
            255802.0161253805,
            208452.9868648364
        ],
        [
            310.744317,
            253.797015,
            56.947303,
            464.255003,
            255.802016,
            208.452987
        ],
        [
            0.207163,
            0.169198,
            0.037965,
            0.115422,
            0.084649,
            0.075121
        ],
        [
            83.292156,
            83.292156,
            83.292156,
            83.292156,
            83.292156,
            83.292156
        ],
        [
            -113516,
            -73797,
            -59578,
            -422260,
            -269345,
            -239549
        ],
        [
            1.223438,
            1.396057,
            1.075937,
            1.105216,
            1.114122,
            1.096021
        ],
        [
            1119,
            559,
            560,
            1119,
            559,
            560
        ],
        [
            806,
            421,
            385,
            806,
            421,
            385
        ],
        [
            313,
            138,
            175,
            313,
            138,
            175
        ],
        [
            72.028597,
            75.313059,
            68.75,
            72.028597,
            75.313059,
            68.75
        ],
        [
            0.475107,
            0.457615,
            0.489062,
            0.429197,
            0.365199,
            0.498192
        ],
        [
            16010,
            16010,
            12496,
            40017,
            40017,
            34258
        ],
        [
            -42684,
            -42684,
            -37063,
            -202462,
            -202462,
            -112557
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            17821,
            7971,
            9850,
            17821,
            7971,
            9850
        ],
        [
            601.246124,
            0,
            604.829457,
            601.246124,
            0,
            604.829457
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463781,
            346814,
            -440965,
            -136604,
            -173307,
            -207106
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579694400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760226865123,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 228,
            "offset": 0,
            "std": 3.47335
        }
    }
}

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)