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Trade: XMR/USDT/120/FWMA/JMA/3144

Strategy
XMR/USDT/120/FWMA/JMA/3144
Pair
XMR_USDT
Interval
2h
Score
361592
Daily Profit
0.158251
Profit Factor
1.243102
Profitability
78.079710
Streak
602.058119
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-05 10:23
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 237376.2585 196098.775 41277.4835 157201.6882 72713.9323 84487.756
Total P&L (%) 237.3763 196.0988 41.2775 157.2017 72.7139 84.4878
Avg Daily Profit (%) 0.1583 0.1307 0.0275 0.063 0.0364 0.0408
Buy And Hold Return (%) 71.1855 71.1855 71.1855 71.1855 71.1855 71.1855
Max Trade Drawdown -79295 -64555 -111791 -145526 -123901 -88238
Profit Factor 1.2431 1.4393 1.0779 1.1191 1.105 1.1346
Total Trades 552 276 276 552 276 276
Winning Trades 431 223 208 431 223 208
Losing Trades 121 53 68 121 53 68
Profitability (%) 78.0797 80.7971 75.3623 78.0797 80.7971 75.3623
Ratio Avg Win / Avg Loss 0.349 0.3421 0.3524 0.3142 0.2626 0.3709
Largest Winning Trade 21433 21433 20216 18544 18382 18544
Largest Losing Trade -42755 -42755 -42271 -91543 -91543 -38009
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 83 79 87 83 79 87
Bars Traded 17570 7942 9628 17570 7942 9628
Profit Streak 602.0581 0 609.5581 602.0581 0 609.5581
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361592 -17423 -453670 -197982 -404859 -315373
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759649021531,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "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": [
        [
            237376.2585362273,
            196098.7750064607,
            41277.4835297666,
            157201.6882307524,
            72713.9322755439,
            84487.7559552083
        ],
        [
            237.376259,
            196.098775,
            41.277484,
            157.201688,
            72.713932,
            84.487756
        ],
        [
            0.158251,
            0.130733,
            0.027518,
            0.062999,
            0.036438,
            0.040836
        ],
        [
            71.185463,
            71.185463,
            71.185463,
            71.185463,
            71.185463,
            71.185463
        ],
        [
            -79295,
            -64555,
            -111791,
            -145526,
            -123901,
            -88238
        ],
        [
            1.243102,
            1.439315,
            1.077871,
            1.119086,
            1.10502,
            1.134601
        ],
        [
            552,
            276,
            276,
            552,
            276,
            276
        ],
        [
            431,
            223,
            208,
            431,
            223,
            208
        ],
        [
            121,
            53,
            68,
            121,
            53,
            68
        ],
        [
            78.07971,
            80.797101,
            75.362319,
            78.07971,
            80.797101,
            75.362319
        ],
        [
            0.348992,
            0.342079,
            0.352381,
            0.314175,
            0.262628,
            0.370927
        ],
        [
            21433,
            21433,
            20216,
            18544,
            18382,
            18544
        ],
        [
            -42755,
            -42755,
            -42271,
            -91543,
            -91543,
            -38009
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            83,
            79,
            87,
            83,
            79,
            87
        ],
        [
            17570,
            7942,
            9628,
            17570,
            7942,
            9628
        ],
        [
            602.058119,
            0,
            609.558119,
            602.05812,
            0,
            609.55812
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361592,
            -17423,
            -453670,
            -197982,
            -404859,
            -315373
        ]
    ]
}
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": 1580371200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759649021531,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "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)