← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/120/FWMA/BBM/4157

Strategy
XMR/USDT/120/FWMA/BBM/4157
Pair
XMR_USDT
Interval
2h
Score
484498
Daily Profit
0.210075
Profit Factor
1.231814
Profitability
71.715328
Streak
601.475947
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-12 08:25
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 315113.1481 244412.1575 70700.9906 517054.3947 290771.213 226283.1818
Total P&L (%) 315.1131 244.4122 70.701 517.0544 290.7712 226.2832
Avg Daily Profit (%) 0.2101 0.1629 0.0471 0.1214 0.0909 0.0789
Buy And Hold Return (%) 71.3585 71.3585 71.3585 71.3585 71.3585 71.3585
Max Trade Drawdown -110006 -73430 -62895 -346221 -269221 -203373
Profit Factor 1.2318 1.3908 1.0963 1.127 1.1435 1.1106
Total Trades 1096 548 548 1096 548 548
Winning Trades 786 410 376 786 410 376
Losing Trades 310 138 172 310 138 172
Profitability (%) 71.7153 74.8175 68.6131 71.7153 74.8175 68.6131
Ratio Avg Win / Avg Loss 0.4858 0.4681 0.5015 0.4445 0.3849 0.508
Largest Winning Trade 16010 16010 12496 45584 45584 35791
Largest Losing Trade -42952 -42952 -37063 -203806 -203806 -94304
Avg Bars in Trades 16 14 17 16 14 17
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 17704 7964 9740 17704 7964 9740
Profit Streak 601.4759 0 604.8093 601.4759 0 604.8093
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484498 351448 -406382 -103465 -131876 -185576
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580378400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760246721874,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 4.46127
        }
    }
}
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": [
        [
            315113.148069232,
            244412.1574867819,
            70700.9905824504,
            517054.3947459547,
            290771.2129860353,
            226283.1817599189
        ],
        [
            315.113148,
            244.412157,
            70.700991,
            517.054395,
            290.771213,
            226.283182
        ],
        [
            0.210075,
            0.162941,
            0.047134,
            0.121393,
            0.090905,
            0.078871
        ],
        [
            71.358452,
            71.358452,
            71.358452,
            71.358452,
            71.358452,
            71.358452
        ],
        [
            -110006,
            -73430,
            -62895,
            -346221,
            -269221,
            -203373
        ],
        [
            1.231814,
            1.390793,
            1.096335,
            1.126961,
            1.143503,
            1.110582
        ],
        [
            1096,
            548,
            548,
            1096,
            548,
            548
        ],
        [
            786,
            410,
            376,
            786,
            410,
            376
        ],
        [
            310,
            138,
            172,
            310,
            138,
            172
        ],
        [
            71.715328,
            74.817518,
            68.613139,
            71.715328,
            74.817518,
            68.613139
        ],
        [
            0.48583,
            0.468121,
            0.501515,
            0.444476,
            0.384886,
            0.508032
        ],
        [
            16010,
            16010,
            12496,
            45584,
            45584,
            35791
        ],
        [
            -42952,
            -42952,
            -37063,
            -203806,
            -203806,
            -94304
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            17704,
            7964,
            9740,
            17704,
            7964,
            9740
        ],
        [
            601.475947,
            0,
            604.809281,
            601.475948,
            0,
            604.809281
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484498,
            351448,
            -406382,
            -103465,
            -131876,
            -185576
        ]
    ]
}
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": 1580378400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760246721874,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 4.46127
        }
    }
}

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)