← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/KCL/7520

Strategy
XMR/USDT/60/FWMA/KCL/7520
Pair
XMR_USDT
Interval
1h
Score
495568
Daily Profit
0.184671
Profit Factor
1.731064
Profitability
81.034483
Streak
589.920621
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:05
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 84778.6285 35508.4392 49270.1893 114989.1844 35851.7893 79137.3951
Total P&L (%) 84.7786 35.5084 49.2702 114.9892 35.8518 79.1374
Avg Daily Profit (%) 0.1847 0.0773 0.1073 0.1669 0.0668 0.1271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19959 -17283 -19106 -39796 -39796 -28837
Profit Factor 1.7311 1.782 1.6983 1.6353 1.4391 1.7965
Total Trades 232 116 116 232 116 116
Winning Trades 188 92 96 188 92 96
Losing Trades 44 24 20 44 24 20
Profitability (%) 81.0345 79.3103 82.7586 81.0345 79.3103 82.7586
Ratio Avg Win / Avg Loss 0.4051 0.4649 0.3538 0.3827 0.3754 0.3743
Largest Winning Trade 5479 4391 5479 9296 9296 9287
Largest Losing Trade -19106 -17283 -19106 -39796 -39796 -28837
Avg Bars in Trades 44 16 72 44 16 72
Avg Bars in Winners 22 8 36 22 8 36
Avg Bars in Losers 137 48 244 137 48 244
Bars Traded 10322 1968 8354 10322 1968 8354
Profit Streak 589.9206 589.9206 616.4623 589.9206 589.9206 616.4623
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495568 -87491 -45842 483434 -103185 -17927
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": 1669356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223141659,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            84778.6285352032,
            35508.439236036,
            49270.1892991672,
            114989.1844091708,
            35851.789329148,
            79137.3950800225
        ],
        [
            84.778629,
            35.508439,
            49.270189,
            114.989184,
            35.851789,
            79.137395
        ],
        [
            0.184671,
            0.077347,
            0.107324,
            0.166868,
            0.066763,
            0.12707
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19959,
            -17283,
            -19106,
            -39796,
            -39796,
            -28837
        ],
        [
            1.731064,
            1.781963,
            1.698307,
            1.635257,
            1.439053,
            1.796512
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            188,
            92,
            96,
            188,
            92,
            96
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            81.034483,
            79.310345,
            82.758621,
            81.034483,
            79.310345,
            82.758621
        ],
        [
            0.405143,
            0.46486,
            0.353814,
            0.38272,
            0.375405,
            0.374273
        ],
        [
            5479,
            4391,
            5479,
            9296,
            9296,
            9287
        ],
        [
            -19106,
            -17283,
            -19106,
            -39796,
            -39796,
            -28837
        ],
        [
            44,
            16,
            72,
            44,
            16,
            72
        ],
        [
            22,
            8,
            36,
            22,
            8,
            36
        ],
        [
            137,
            48,
            244,
            137,
            48,
            244
        ],
        [
            10322,
            1968,
            8354,
            10322,
            1968,
            8354
        ],
        [
            589.920621,
            589.920621,
            616.462288,
            589.920621,
            589.920621,
            616.462288
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495568,
            -87491,
            -45842,
            483434,
            -103185,
            -17927
        ]
    ]
}
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": 1669356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223141659,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)