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Trade: XMR/USDT/60/FWMA/RMA/3733

Strategy
XMR/USDT/60/FWMA/RMA/3733
Pair
XMR_USDT
Interval
1h
Score
522861
Daily Profit
0.162534
Profit Factor
1.921167
Profitability
84.403670
Streak
627.237043
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 06:41
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 80212.8853 47968.0394 32244.8459 110761.5359 58870.9111 51890.6247
Total P&L (%) 80.2129 47.968 32.2448 110.7615 58.8709 51.8906
Avg Daily Profit (%) 0.1747 0.1045 0.0702 0.1625 0.1009 0.0911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23641 -11622 -17145 -33238 -17036 -23861
Profit Factor 1.839 2.2213 1.5724 1.9212 2.1269 1.7631
Total Trades 218 109 109 218 109 109
Winning Trades 184 93 91 184 93 91
Losing Trades 34 16 18 34 16 18
Profitability (%) 84.4037 85.3211 83.4862 84.4037 85.3211 83.4862
Ratio Avg Win / Avg Loss 0.3398 0.3822 0.311 0.355 0.3659 0.3488
Largest Winning Trade 5304 3948 5304 10616 5685 10616
Largest Losing Trade -17145 -7251 -17145 -23600 -9898 -23600
Avg Bars in Trades 47 44 51 47 44 51
Avg Bars in Winners 19 15 22 19 15 22
Avg Bars in Losers 203 212 195 203 212 195
Bars Traded 10444 4882 5562 10444 4882 5562
Profit Streak 627.237 636.9037 627.237 627.237 636.9037 627.237
Trades During Streak 6 9 3 6 9 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520903 -48191 -97175 522861 -52678 -67184
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": 1669352400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067680549,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "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": [
        [
            80212.8853183149,
            47968.0393982314,
            32244.8459200833,
            110761.5358670197,
            58870.9111380242,
            51890.6247289955
        ],
        [
            80.212885,
            47.968039,
            32.244846,
            110.761536,
            58.870911,
            51.890625
        ],
        [
            0.174725,
            0.104487,
            0.070238,
            0.162534,
            0.100888,
            0.091091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23641,
            -11622,
            -17145,
            -33238,
            -17036,
            -23861
        ],
        [
            1.838996,
            2.221314,
            1.572427,
            1.921167,
            2.126872,
            1.763123
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            184,
            93,
            91,
            184,
            93,
            91
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            84.40367,
            85.321101,
            83.486239,
            84.40367,
            85.321101,
            83.486239
        ],
        [
            0.339814,
            0.382162,
            0.311029,
            0.354998,
            0.365914,
            0.34875
        ],
        [
            5304,
            3948,
            5304,
            10616,
            5685,
            10616
        ],
        [
            -17145,
            -7251,
            -17145,
            -23600,
            -9898,
            -23600
        ],
        [
            47,
            44,
            51,
            47,
            44,
            51
        ],
        [
            19,
            15,
            22,
            19,
            15,
            22
        ],
        [
            203,
            212,
            195,
            203,
            212,
            195
        ],
        [
            10444,
            4882,
            5562,
            10444,
            4882,
            5562
        ],
        [
            627.237043,
            636.90371,
            627.237043,
            627.237043,
            636.90371,
            627.237043
        ],
        [
            6,
            9,
            3,
            6,
            9,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520903,
            -48191,
            -97175,
            522861,
            -52678,
            -67184
        ]
    ]
}
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": 1669352400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067680549,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "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)