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Trade: XMR/USDT/60/FWMA/MIDPRICE/5420

Strategy
XMR/USDT/60/FWMA/MIDPRICE/5420
Pair
XMR_USDT
Interval
1h
Score
506026
Daily Profit
0.240189
Profit Factor
1.872361
Profitability
82.442748
Streak
590.641757
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 23:24
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 110266.0627 51918.746 58347.3167 173116.2212 63857.1927 109259.0285
Total P&L (%) 110.2661 51.9187 58.3473 173.1162 63.8572 109.259
Avg Daily Profit (%) 0.2402 0.1131 0.1271 0.2191 0.1076 0.161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22839 -11065 -22839 -36396 -26437 -36396
Profit Factor 1.8724 1.9639 1.8044 1.8738 1.6947 2.0288
Total Trades 262 131 131 262 131 131
Winning Trades 216 105 111 216 105 111
Losing Trades 46 26 20 46 26 20
Profitability (%) 82.4427 80.1527 84.7328 82.4427 80.1527 84.7328
Ratio Avg Win / Avg Loss 0.3987 0.4863 0.3251 0.399 0.4196 0.3655
Largest Winning Trade 13806 4503 13806 34494 6185 34494
Largest Losing Trade -22839 -9297 -22839 -36396 -26437 -36396
Avg Bars in Trades 39 34 45 39 34 45
Avg Bars in Winners 19 17 22 19 17 22
Avg Bars in Losers 134 103 174 134 103 174
Bars Traded 10474 4525 5949 10474 4525 5949
Profit Streak 590.6418 0 601.0168 590.6418 0 601.0168
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506026 -38780 -18471 499633 -46071 481341

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": 1669410000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918247846,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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": [
        [
            110266.0627496825,
            51918.7460397597,
            58347.3167099225,
            173116.2211662309,
            63857.1926783827,
            109259.0284878482
        ],
        [
            110.266063,
            51.918746,
            58.347317,
            173.116221,
            63.857193,
            109.259028
        ],
        [
            0.240189,
            0.113093,
            0.127096,
            0.219096,
            0.107626,
            0.160973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22839,
            -11065,
            -22839,
            -36396,
            -26437,
            -36396
        ],
        [
            1.872361,
            1.963927,
            1.80437,
            1.873752,
            1.694669,
            2.028756
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            216,
            105,
            111,
            216,
            105,
            111
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            82.442748,
            80.152672,
            84.732824,
            82.442748,
            80.152672,
            84.732824
        ],
        [
            0.398744,
            0.486306,
            0.325112,
            0.39904,
            0.419632,
            0.365542
        ],
        [
            13806,
            4503,
            13806,
            34494,
            6185,
            34494
        ],
        [
            -22839,
            -9297,
            -22839,
            -36396,
            -26437,
            -36396
        ],
        [
            39,
            34,
            45,
            39,
            34,
            45
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            134,
            103,
            174,
            134,
            103,
            174
        ],
        [
            10474,
            4525,
            5949,
            10474,
            4525,
            5949
        ],
        [
            590.641757,
            0,
            601.016757,
            590.641757,
            0,
            601.016757
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506026,
            -38780,
            -18471,
            499633,
            -46071,
            481341
        ]
    ]
}
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": 1669410000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918247846,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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)