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Trade: XMR/USDT/60/FWMA/PWMA/8944

Strategy
XMR/USDT/60/FWMA/PWMA/8944
Pair
XMR_USDT
Interval
1h
Score
425077
Daily Profit
0.207032
Profit Factor
1.496806
Profitability
73.417722
Streak
596.718602
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 23:14
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 95044.29 46632.5843 48411.7058 132823.2414 46008.6704 86814.571
Total P&L (%) 95.0443 46.6326 48.4117 132.8232 46.0087 86.8146
Avg Daily Profit (%) 0.207 0.1016 0.1055 0.1843 0.0825 0.1362
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21164 -15122 -22298 -39517 -39588 -25802
Profit Factor 1.4968 1.5306 1.4681 1.4745 1.3261 1.6253
Total Trades 316 158 158 316 158 158
Winning Trades 232 117 115 232 117 115
Losing Trades 84 41 43 84 41 43
Profitability (%) 73.4177 74.0506 72.7848 73.4177 74.0506 72.7848
Ratio Avg Win / Avg Loss 0.5419 0.5364 0.5489 0.5339 0.4647 0.6077
Largest Winning Trade 10828 4081 10828 25531 6966 25531
Largest Losing Trade -21164 -15122 -21164 -39517 -39517 -25802
Avg Bars in Trades 34 32 35 34 32 35
Avg Bars in Winners 17 17 18 17 17 18
Avg Bars in Losers 78 75 82 78 75 82
Bars Traded 10764 5121 5643 10764 5121 5643
Profit Streak 596.7186 0 599.8853 596.7186 0 599.8853
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425077 -56272 -50811 413166 -83317 -7456
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": 1669179600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868087233,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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": [
        [
            95044.2900440368,
            46632.5842714623,
            48411.7057725743,
            132823.2413930077,
            46008.6704217829,
            86814.5709712247
        ],
        [
            95.04429,
            46.632584,
            48.411706,
            132.823241,
            46.00867,
            86.814571
        ],
        [
            0.207032,
            0.101578,
            0.105454,
            0.184257,
            0.082481,
            0.136223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21164,
            -15122,
            -22298,
            -39517,
            -39588,
            -25802
        ],
        [
            1.496806,
            1.530595,
            1.468092,
            1.474512,
            1.326104,
            1.625333
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            232,
            117,
            115,
            232,
            117,
            115
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            73.417722,
            74.050633,
            72.78481,
            73.417722,
            74.050633,
            72.78481
        ],
        [
            0.541947,
            0.536362,
            0.548939,
            0.533875,
            0.464703,
            0.607733
        ],
        [
            10828,
            4081,
            10828,
            25531,
            6966,
            25531
        ],
        [
            -21164,
            -15122,
            -21164,
            -39517,
            -39517,
            -25802
        ],
        [
            34,
            32,
            35,
            34,
            32,
            35
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            78,
            75,
            82,
            78,
            75,
            82
        ],
        [
            10764,
            5121,
            5643,
            10764,
            5121,
            5643
        ],
        [
            596.718602,
            0,
            599.885269,
            596.718602,
            0,
            599.885269
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425077,
            -56272,
            -50811,
            413166,
            -83317,
            -7456
        ]
    ]
}
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": 1669179600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868087233,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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)