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Trade: XMR/USDT/60/FWMA/RMA/3726

Strategy
XMR/USDT/60/FWMA/RMA/3726
Pair
XMR_USDT
Interval
1h
Score
362277
Daily Profit
0.147032
Profit Factor
1.719626
Profitability
84.259259
Streak
636.670118
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 01:04
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 67499.6672 41463.1897 26036.4775 86206.3684 47896.9125 38309.4558
Total P&L (%) 67.4997 41.4632 26.0365 86.2064 47.8969 38.3095
Avg Daily Profit (%) 0.147 0.0903 0.0567 0.1355 0.0853 0.0707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23330 -11445 -16787 -31306 -16106 -22550
Profit Factor 1.7196 2.0879 1.4676 1.7674 2.0066 1.5917
Total Trades 216 108 108 216 108 108
Winning Trades 182 92 90 182 92 90
Losing Trades 34 16 18 34 16 18
Profitability (%) 84.2593 85.1852 83.3333 84.2593 85.1852 83.3333
Ratio Avg Win / Avg Loss 0.3212 0.3631 0.2935 0.3302 0.349 0.3183
Largest Winning Trade 5304 3833 5304 9379 4061 9379
Largest Losing Trade -16787 -7557 -16787 -22053 -9395 -22053
Avg Bars in Trades 48 45 51 48 45 51
Avg Bars in Winners 19 15 22 19 15 22
Avg Bars in Losers 205 213 197 205 213 197
Bars Traded 10444 4880 5564 10444 4880 5564
Profit Streak 636.6701 636.6701 654.9618 636.6701 636.6701 654.9618
Trades During Streak 21 10 14 21 10 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362277 -67918 -116262 -5037 -74218 -95803
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": 1669381200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047498210,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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": [
        [
            67499.6671823184,
            41463.1896880149,
            26036.4774943036,
            86206.3683544154,
            47896.9125309103,
            38309.4558235051
        ],
        [
            67.499667,
            41.46319,
            26.036477,
            86.206368,
            47.896913,
            38.309456
        ],
        [
            0.147032,
            0.090318,
            0.056714,
            0.135512,
            0.085282,
            0.070671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23330,
            -11445,
            -16787,
            -31306,
            -16106,
            -22550
        ],
        [
            1.719626,
            2.087928,
            1.467558,
            1.767428,
            2.006561,
            1.591681
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            182,
            92,
            90,
            182,
            92,
            90
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            84.259259,
            85.185185,
            83.333333,
            84.259259,
            85.185185,
            83.333333
        ],
        [
            0.321249,
            0.363118,
            0.293512,
            0.330179,
            0.348967,
            0.318336
        ],
        [
            5304,
            3833,
            5304,
            9379,
            4061,
            9379
        ],
        [
            -16787,
            -7557,
            -16787,
            -22053,
            -9395,
            -22053
        ],
        [
            48,
            45,
            51,
            48,
            45,
            51
        ],
        [
            19,
            15,
            22,
            19,
            15,
            22
        ],
        [
            205,
            213,
            197,
            205,
            213,
            197
        ],
        [
            10444,
            4880,
            5564,
            10444,
            4880,
            5564
        ],
        [
            636.670118,
            636.670118,
            654.961785,
            636.670118,
            636.670118,
            654.961785
        ],
        [
            21,
            10,
            14,
            21,
            10,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362277,
            -67918,
            -116262,
            -5037,
            -74218,
            -95803
        ]
    ]
}
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": 1669381200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047498210,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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)