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Trade: XMR/USDT/60/FWMA/BBM/9519

Strategy
XMR/USDT/60/FWMA/BBM/9519
Pair
XMR_USDT
Interval
1h
Score
451754
Daily Profit
0.174565
Profit Factor
1.310706
Profitability
73.624288
Streak
598.402714
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 00:39
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 80139.4135 38352.7678 41786.6457 100654.5978 38493.8581 62160.7397
Total P&L (%) 80.1394 38.3528 41.7866 100.6546 38.4939 62.1607
Avg Daily Profit (%) 0.1746 0.0835 0.091 0.1518 0.071 0.1054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25721 -17816 -20028 -28896 -23301 -22924
Profit Factor 1.3107 1.313 1.3087 1.3216 1.2466 1.3962
Total Trades 527 263 264 527 263 264
Winning Trades 388 198 190 388 198 190
Losing Trades 139 65 74 139 65 74
Profitability (%) 73.6243 75.2852 71.9697 73.6243 75.2852 71.9697
Ratio Avg Win / Avg Loss 0.4696 0.431 0.5097 0.4734 0.4092 0.5438
Largest Winning Trade 10828 4444 10828 17496 8275 17496
Largest Losing Trade -19687 -12489 -19687 -22606 -22364 -22606
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 48 46 51 48 46 51
Bars Traded 10765 5045 5720 10765 5045 5720
Profit Streak 598.4027 598.4027 601.7777 598.4027 598.4027 601.7777
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451754 -80815 -70499 447143 -98261 -49311
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": 1669582800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959594520,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 44,
            "offset": 0,
            "std": 1.44723
        }
    }
}
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": [
        [
            80139.4134611996,
            38352.7677923804,
            41786.6456688192,
            100654.5978239547,
            38493.8581062539,
            62160.7397177008
        ],
        [
            80.139413,
            38.352768,
            41.786646,
            100.654598,
            38.493858,
            62.16074
        ],
        [
            0.174565,
            0.083543,
            0.091023,
            0.151813,
            0.070962,
            0.105357
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25721,
            -17816,
            -20028,
            -28896,
            -23301,
            -22924
        ],
        [
            1.310706,
            1.312973,
            1.308654,
            1.321565,
            1.246574,
            1.39618
        ],
        [
            527,
            263,
            264,
            527,
            263,
            264
        ],
        [
            388,
            198,
            190,
            388,
            198,
            190
        ],
        [
            139,
            65,
            74,
            139,
            65,
            74
        ],
        [
            73.624288,
            75.285171,
            71.969697,
            73.624288,
            75.285171,
            71.969697
        ],
        [
            0.469557,
            0.431027,
            0.509686,
            0.473447,
            0.409229,
            0.543775
        ],
        [
            10828,
            4444,
            10828,
            17496,
            8275,
            17496
        ],
        [
            -19687,
            -12489,
            -19687,
            -22606,
            -22364,
            -22606
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            48,
            46,
            51,
            48,
            46,
            51
        ],
        [
            10765,
            5045,
            5720,
            10765,
            5045,
            5720
        ],
        [
            598.402714,
            598.402714,
            601.777714,
            598.402714,
            598.402714,
            601.777714
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451754,
            -80815,
            -70499,
            447143,
            -98261,
            -49311
        ]
    ]
}
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": 1669582800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959594520,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 44,
            "offset": 0,
            "std": 1.44723
        }
    }
}

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)