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Trade: XMR/USDT/60/FWMA/MIDPRICE/5908

Strategy
XMR/USDT/60/FWMA/MIDPRICE/5908
Pair
XMR_USDT
Interval
1h
Score
499931
Daily Profit
0.218177
Profit Factor
1.490305
Profitability
78.589421
Streak
596.553647
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 15:17
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 100160.7628 51755.3981 48405.3646 146020.5809 54091.6071 91928.9738
Total P&L (%) 100.1608 51.7554 48.4054 146.0206 54.0916 91.929
Avg Daily Profit (%) 0.2182 0.1127 0.1054 0.1963 0.0942 0.1421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28719 -26512 -21738 -67471 -76241 -30908
Profit Factor 1.4903 1.5191 1.4628 1.4111 1.276 1.5775
Total Trades 397 198 199 397 198 199
Winning Trades 312 156 156 312 156 156
Losing Trades 85 42 43 85 42 43
Profitability (%) 78.5894 78.7879 78.392 78.5894 78.7879 78.392
Ratio Avg Win / Avg Loss 0.406 0.409 0.4032 0.3844 0.3435 0.4348
Largest Winning Trade 4545 4545 3520 9870 9870 8907
Largest Losing Trade -18715 -15316 -18715 -42436 -42436 -28407
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 70 57 83 70 57 83
Bars Traded 10842 4793 6049 10842 4793 6049
Profit Streak 596.5536 602.8036 596.5536 596.5536 602.8036 596.5536
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499931 -38613 -50019 465768 -64900 27976
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": 1669010400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759580235124,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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": [
        [
            100160.7627575212,
            51755.3981416324,
            48405.3646158886,
            146020.58090551,
            54091.6071215351,
            91928.973783975
        ],
        [
            100.160763,
            51.755398,
            48.405365,
            146.020581,
            54.091607,
            91.928974
        ],
        [
            0.218177,
            0.112737,
            0.10544,
            0.19629,
            0.094228,
            0.142114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28719,
            -26512,
            -21738,
            -67471,
            -76241,
            -30908
        ],
        [
            1.490305,
            1.519138,
            1.462821,
            1.411088,
            1.275962,
            1.577463
        ],
        [
            397,
            198,
            199,
            397,
            198,
            199
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            78.589421,
            78.787879,
            78.39196,
            78.589421,
            78.787879,
            78.39196
        ],
        [
            0.406013,
            0.408999,
            0.403214,
            0.384431,
            0.343528,
            0.434814
        ],
        [
            4545,
            4545,
            3520,
            9870,
            9870,
            8907
        ],
        [
            -18715,
            -15316,
            -18715,
            -42436,
            -42436,
            -28407
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            70,
            57,
            83,
            70,
            57,
            83
        ],
        [
            10842,
            4793,
            6049,
            10842,
            4793,
            6049
        ],
        [
            596.553647,
            602.803647,
            596.553647,
            596.553647,
            602.803647,
            596.553647
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499931,
            -38613,
            -50019,
            465768,
            -64900,
            27976
        ]
    ]
}
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": 1669010400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759580235124,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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)