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Trade: XMR/USDT/60/FWMA/KCU/4615

Strategy
XMR/USDT/60/FWMA/KCU/4615
Pair
XMR_USDT
Interval
1h
Score
536806
Daily Profit
0.203009
Profit Factor
1.824382
Profitability
84.920635
Streak
614.690187
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 14:33
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 93197.5979 60712.7906 32484.8073 137334.316 84772.2393 52562.0767
Total P&L (%) 93.1976 60.7128 32.4848 137.3343 84.7722 52.5621
Avg Daily Profit (%) 0.203 0.1322 0.0708 0.1884 0.1338 0.0921
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24306 -13222 -18024 -33115 -16849 -23993
Profit Factor 1.8244 2.1444 1.5414 1.9382 2.1995 1.6942
Total Trades 252 126 126 252 126 126
Winning Trades 214 109 105 214 109 105
Losing Trades 38 17 21 38 17 21
Profitability (%) 84.9206 86.5079 83.3333 84.9206 86.5079 83.3333
Ratio Avg Win / Avg Loss 0.324 0.3345 0.3083 0.3442 0.343 0.3388
Largest Winning Trade 4892 4658 4892 6677 6667 6677
Largest Losing Trade -18024 -8259 -18024 -23993 -14117 -23993
Avg Bars in Trades 41 51 31 41 51 31
Avg Bars in Winners 18 23 12 18 23 12
Avg Bars in Losers 170 226 126 170 226 126
Bars Traded 10443 6445 3998 10443 6445 3998
Profit Streak 614.6902 623.7319 614.6902 614.6902 623.7319 614.6902
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536806 -10334 -96339 530229 -7785 -65960
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": 1669543200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760096032146,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            93197.5978652306,
            60712.790562837,
            32484.8073023936,
            137334.3160073284,
            84772.2393414278,
            52562.0766659006
        ],
        [
            93.197598,
            60.712791,
            32.484807,
            137.334316,
            84.772239,
            52.562077
        ],
        [
            0.203009,
            0.132249,
            0.070761,
            0.188445,
            0.133825,
            0.092053
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24306,
            -13222,
            -18024,
            -33115,
            -16849,
            -23993
        ],
        [
            1.824382,
            2.144444,
            1.5414,
            1.938152,
            2.199545,
            1.694184
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            214,
            109,
            105,
            214,
            109,
            105
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            84.920635,
            86.507937,
            83.333333,
            84.920635,
            86.507937,
            83.333333
        ],
        [
            0.323956,
            0.334455,
            0.30828,
            0.344158,
            0.343048,
            0.338837
        ],
        [
            4892,
            4658,
            4892,
            6677,
            6667,
            6677
        ],
        [
            -18024,
            -8259,
            -18024,
            -23993,
            -14117,
            -23993
        ],
        [
            41,
            51,
            31,
            41,
            51,
            31
        ],
        [
            18,
            23,
            12,
            18,
            23,
            12
        ],
        [
            170,
            226,
            126,
            170,
            226,
            126
        ],
        [
            10443,
            6445,
            3998,
            10443,
            6445,
            3998
        ],
        [
            614.690187,
            623.731853,
            614.690187,
            614.690187,
            623.731854,
            614.690187
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536806,
            -10334,
            -96339,
            530229,
            -7785,
            -65960
        ]
    ]
}
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": 1669543200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760096032146,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)