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Trade: XMR/USDT/120/FWMA/KCU/1623

Strategy
XMR/USDT/120/FWMA/KCU/1623
Pair
XMR_USDT
Interval
2h
Score
364675
Daily Profit
0.170325
Profit Factor
1.498828
Profitability
80.983607
Streak
618.283420
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-08 21:48
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 255488.1865 214129.2483 41358.9382 432067.541 208732.5303 223335.0108
Total P&L (%) 255.4882 214.1292 41.3589 432.0675 208.7325 223.335
Avg Daily Profit (%) 0.1703 0.1428 0.0276 0.1115 0.0752 0.0783
Buy And Hold Return (%) 82.7278 82.7278 82.7278 82.7278 82.7278 82.7278
Max Trade Drawdown -65344 -71537 -44983 -332516 -385148 -120365
Profit Factor 1.4988 1.676 1.2116 1.2454 1.1632 1.4641
Total Trades 305 152 153 305 152 153
Winning Trades 247 130 117 247 130 117
Losing Trades 58 22 36 58 22 36
Profitability (%) 80.9836 85.5263 76.4706 80.9836 85.5263 76.4706
Ratio Avg Win / Avg Loss 0.352 0.2836 0.3728 0.2924 0.1968 0.4505
Largest Winning Trade 26510 26510 10046 78594 78594 38099
Largest Losing Trade -44440 -44440 -32171 -196809 -196809 -89963
Avg Bars in Trades 57 98 17 57 98 17
Avg Bars in Winners 27 46 7 27 46 7
Avg Bars in Losers 184 403 50 184 403 50
Bars Traded 17539 14904 2635 17539 14904 2635
Profit Streak 618.2834 0 706.7001 618.2834 0 706.7001
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364675 -603 -318656 -41075 -133881 -87124
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759949287463,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            255488.1864782392,
            214129.2483090393,
            41358.9381692,
            432067.5410489552,
            208732.5302918814,
            223335.0107570739
        ],
        [
            255.488186,
            214.129248,
            41.358938,
            432.067541,
            208.73253,
            223.335011
        ],
        [
            0.170325,
            0.142753,
            0.027573,
            0.111502,
            0.075182,
            0.078265
        ],
        [
            82.727833,
            82.727833,
            82.727833,
            82.727833,
            82.727833,
            82.727833
        ],
        [
            -65344,
            -71537,
            -44983,
            -332516,
            -385148,
            -120365
        ],
        [
            1.498828,
            1.67602,
            1.211633,
            1.245406,
            1.163151,
            1.464075
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            247,
            130,
            117,
            247,
            130,
            117
        ],
        [
            58,
            22,
            36,
            58,
            22,
            36
        ],
        [
            80.983607,
            85.526316,
            76.470588,
            80.983607,
            85.526316,
            76.470588
        ],
        [
            0.351951,
            0.283634,
            0.37281,
            0.292443,
            0.196841,
            0.450485
        ],
        [
            26510,
            26510,
            10046,
            78594,
            78594,
            38099
        ],
        [
            -44440,
            -44440,
            -32171,
            -196809,
            -196809,
            -89963
        ],
        [
            57,
            98,
            17,
            57,
            98,
            17
        ],
        [
            27,
            46,
            7,
            27,
            46,
            7
        ],
        [
            184,
            403,
            50,
            184,
            403,
            50
        ],
        [
            17539,
            14904,
            2635,
            17539,
            14904,
            2635
        ],
        [
            618.28342,
            0,
            706.700086,
            618.28342,
            0,
            706.700086
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364675,
            -603,
            -318656,
            -41075,
            -133881,
            -87124
        ]
    ]
}
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": 1579557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759949287463,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)