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Trade: XMR/USDT/60/FWMA/PWMA/3129

Strategy
XMR/USDT/60/FWMA/PWMA/3129
Pair
XMR_USDT
Interval
1h
Score
495313
Daily Profit
0.190058
Profit Factor
1.656434
Profitability
81.521739
Streak
602.136040
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 15:15
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 87251.8692 41108.8102 46143.059 109985.2767 37728.8013 72256.4754
Total P&L (%) 87.2519 41.1088 46.1431 109.9853 37.7288 72.2565
Avg Daily Profit (%) 0.1901 0.0895 0.1005 0.1617 0.0698 0.1185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26595 -25952 -17204 -68689 -67099 -30296
Profit Factor 1.6564 1.5655 1.7663 1.4471 1.2575 1.7263
Total Trades 184 92 92 184 92 92
Winning Trades 150 77 73 150 77 73
Losing Trades 34 15 19 34 15 19
Profitability (%) 81.5217 83.6957 79.3478 81.5217 83.6957 79.3478
Ratio Avg Win / Avg Loss 0.3755 0.305 0.4597 0.328 0.245 0.4493
Largest Winning Trade 7852 7852 7090 11345 9607 11345
Largest Losing Trade -25952 -25952 -17204 -67099 -67099 -30296
Avg Bars in Trades 57 57 56 57 57 56
Avg Bars in Winners 33 34 31 33 34 31
Avg Bars in Losers 161 173 152 161 173 152
Bars Traded 10495 5275 5220 10495 5275 5220
Profit Streak 602.136 602.7194 602.136 602.136 602.7194 602.136
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495313 -71084 -55927 449041 -99656 -30307
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": 1669608000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752953874,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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": [
        [
            87251.8692022155,
            41108.8101956744,
            46143.0590065411,
            109985.2767025286,
            37728.8013261154,
            72256.4753764133
        ],
        [
            87.251869,
            41.10881,
            46.143059,
            109.985277,
            37.728801,
            72.256475
        ],
        [
            0.190058,
            0.089546,
            0.100512,
            0.161729,
            0.069754,
            0.118528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26595,
            -25952,
            -17204,
            -68689,
            -67099,
            -30296
        ],
        [
            1.656434,
            1.565453,
            1.766277,
            1.44712,
            1.257541,
            1.726272
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            150,
            77,
            73,
            150,
            77,
            73
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            81.521739,
            83.695652,
            79.347826,
            81.521739,
            83.695652,
            79.347826
        ],
        [
            0.375458,
            0.304958,
            0.459716,
            0.328014,
            0.244976,
            0.449304
        ],
        [
            7852,
            7852,
            7090,
            11345,
            9607,
            11345
        ],
        [
            -25952,
            -25952,
            -17204,
            -67099,
            -67099,
            -30296
        ],
        [
            57,
            57,
            56,
            57,
            57,
            56
        ],
        [
            33,
            34,
            31,
            33,
            34,
            31
        ],
        [
            161,
            173,
            152,
            161,
            173,
            152
        ],
        [
            10495,
            5275,
            5220,
            10495,
            5275,
            5220
        ],
        [
            602.13604,
            602.719373,
            602.13604,
            602.13604,
            602.719374,
            602.13604
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495313,
            -71084,
            -55927,
            449041,
            -99656,
            -30307
        ]
    ]
}
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": 1669608000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752953874,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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)