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Trade: XMR/USDT/60/FWMA/MIDPRICE/3237

Strategy
XMR/USDT/60/FWMA/MIDPRICE/3237
Pair
XMR_USDT
Interval
1h
Score
475671
Daily Profit
0.234138
Profit Factor
1.571482
Profitability
78.933333
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 17:43
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 107488.1586 56339.4215 51148.7371 158621.7672 57899.5657 100722.2015
Total P&L (%) 107.4882 56.3394 51.1487 158.6218 57.8996 100.7222
Avg Daily Profit (%) 0.2341 0.1227 0.1114 0.2072 0.0996 0.1519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25709 -29031 -22548 -82538 -92432 -32392
Profit Factor 1.5715 1.5853 1.557 1.469 1.2946 1.7109
Total Trades 375 187 188 375 187 188
Winning Trades 296 149 147 296 149 147
Losing Trades 79 38 41 79 38 41
Profitability (%) 78.9333 79.6791 78.1915 78.9333 79.6791 78.1915
Ratio Avg Win / Avg Loss 0.4194 0.4043 0.4343 0.3921 0.3302 0.4772
Largest Winning Trade 5234 5234 3995 11137 11137 9893
Largest Losing Trade -20499 -17836 -20499 -54886 -54886 -32392
Avg Bars in Trades 28 25 31 28 25 31
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 75 64 86 75 64 86
Bars Traded 10817 4813 6004 10817 4813 6004
Profit Streak 0 607.0304 0 0 607.0304 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475671 -25559 -41924 444831 -58128 395746
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": 1669078800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760021023804,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    }
}
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": [
        [
            107488.1586367599,
            56339.4215430618,
            51148.7370936981,
            158621.7672068023,
            57899.5657107693,
            100722.201496033
        ],
        [
            107.488159,
            56.339422,
            51.148737,
            158.621767,
            57.899566,
            100.722201
        ],
        [
            0.234138,
            0.122722,
            0.111416,
            0.207193,
            0.09955,
            0.151887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25709,
            -29031,
            -22548,
            -82538,
            -92432,
            -32392
        ],
        [
            1.571482,
            1.585309,
            1.556989,
            1.468985,
            1.294583,
            1.710935
        ],
        [
            375,
            187,
            188,
            375,
            187,
            188
        ],
        [
            296,
            149,
            147,
            296,
            149,
            147
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            78.933333,
            79.679144,
            78.191489,
            78.933333,
            79.679144,
            78.191489
        ],
        [
            0.419416,
            0.404307,
            0.434262,
            0.39206,
            0.330162,
            0.477199
        ],
        [
            5234,
            5234,
            3995,
            11137,
            11137,
            9893
        ],
        [
            -20499,
            -17836,
            -20499,
            -54886,
            -54886,
            -32392
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            75,
            64,
            86,
            75,
            64,
            86
        ],
        [
            10817,
            4813,
            6004,
            10817,
            4813,
            6004
        ],
        [
            0,
            607.030368,
            0,
            0,
            607.030368,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475671,
            -25559,
            -41924,
            444831,
            -58128,
            395746
        ]
    ]
}
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": 1669078800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760021023804,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    }
}

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)