← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/BBM/6007

Strategy
XMR/USDT/60/FWMA/BBM/6007
Pair
XMR_USDT
Interval
1h
Score
431627
Daily Profit
0.158368
Profit Factor
1.469473
Profitability
80.272109
Streak
594.429373
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 11:18
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 72703.6511 37134.3641 35569.2869 86040.0973 29044.2988 56995.7984
Total P&L (%) 72.7037 37.1344 35.5693 86.0401 29.0443 56.9958
Avg Daily Profit (%) 0.1584 0.0809 0.0775 0.1353 0.0556 0.0983
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24072 -23572 -18414 -54444 -56601 -26282
Profit Factor 1.4695 1.471 1.4678 1.3453 1.208 1.5202
Total Trades 294 147 147 294 147 147
Winning Trades 236 117 119 236 117 119
Losing Trades 58 30 28 58 30 28
Profitability (%) 80.2721 79.5918 80.9524 80.2721 79.5918 80.9524
Ratio Avg Win / Avg Loss 0.3611 0.3772 0.3454 0.3306 0.3098 0.3577
Largest Winning Trade 6600 5379 6600 7016 6096 7016
Largest Losing Trade -23286 -23286 -18153 -54444 -54444 -25970
Avg Bars in Trades 36 34 37 36 34 37
Avg Bars in Winners 17 17 18 17 17 18
Avg Bars in Losers 111 104 118 111 104 118
Bars Traded 10695 5122 5573 10695 5122 5573
Profit Streak 594.4294 0 607.3877 594.4294 0 607.3877
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431627 -84784 -87978 -8418 -120885 -58149
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": 1669201200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759133897881,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 4.78835
        }
    }
}
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": [
        [
            72703.6510655606,
            37134.3641498121,
            35569.2869157484,
            86040.0972831884,
            29044.2988336725,
            56995.7984495159
        ],
        [
            72.703651,
            37.134364,
            35.569287,
            86.040097,
            29.044299,
            56.995798
        ],
        [
            0.158368,
            0.080889,
            0.077479,
            0.135317,
            0.055558,
            0.098299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24072,
            -23572,
            -18414,
            -54444,
            -56601,
            -26282
        ],
        [
            1.469473,
            1.471046,
            1.467842,
            1.345285,
            1.208028,
            1.520184
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            236,
            117,
            119,
            236,
            117,
            119
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            80.272109,
            79.591837,
            80.952381,
            80.272109,
            79.591837,
            80.952381
        ],
        [
            0.361142,
            0.377191,
            0.345375,
            0.330621,
            0.309751,
            0.35769
        ],
        [
            6600,
            5379,
            6600,
            7016,
            6096,
            7016
        ],
        [
            -23286,
            -23286,
            -18153,
            -54444,
            -54444,
            -25970
        ],
        [
            36,
            34,
            37,
            36,
            34,
            37
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            111,
            104,
            118,
            111,
            104,
            118
        ],
        [
            10695,
            5122,
            5573,
            10695,
            5122,
            5573
        ],
        [
            594.429373,
            0,
            607.387707,
            594.429374,
            0,
            607.387707
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431627,
            -84784,
            -87978,
            -8418,
            -120885,
            -58149
        ]
    ]
}
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": 1669201200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759133897881,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 4.78835
        }
    }
}

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)