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Trade: XMR/USDT/60/FWMA/RMA/4498

Strategy
XMR/USDT/60/FWMA/RMA/4498
Pair
XMR_USDT
Interval
1h
Score
405248
Daily Profit
0.148709
Profit Factor
1.340721
Profitability
79.147982
Streak
585.975189
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 23:24
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 68269.4838 34686.4982 33582.9856 76415.4616 24615.4371 51800.0246
Total P&L (%) 68.2695 34.6865 33.583 76.4155 24.6154 51.8
Avg Daily Profit (%) 0.1487 0.0756 0.0732 0.1237 0.0479 0.091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29694 -26307 -19691 -66729 -60947 -25647
Profit Factor 1.3407 1.3436 1.3378 1.2596 1.1503 1.3967
Total Trades 446 223 223 446 223 223
Winning Trades 353 178 175 353 178 175
Losing Trades 93 45 48 93 45 48
Profitability (%) 79.148 79.8206 78.4753 79.148 79.8206 78.4753
Ratio Avg Win / Avg Loss 0.3532 0.3397 0.3669 0.3319 0.2908 0.3831
Largest Winning Trade 3735 3735 3470 5628 5628 5201
Largest Losing Trade -26307 -26307 -19491 -60947 -60947 -25387
Avg Bars in Trades 24 22 25 24 22 25
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 69 67 70 69 67 70
Bars Traded 10758 5104 5654 10758 5104 5654
Profit Streak 585.9752 585.9752 588.9752 585.9752 585.9752 588.9752
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405248 -91223 -93969 -22705 -184975 -68563

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": 1669575600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918256363,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 42,
            "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": [
        [
            68269.4837707677,
            34686.4981545584,
            33582.9856162093,
            76415.4616057305,
            24615.4370551158,
            51800.0245506148
        ],
        [
            68.269484,
            34.686498,
            33.582986,
            76.415462,
            24.615437,
            51.800025
        ],
        [
            0.148709,
            0.075557,
            0.073153,
            0.123731,
            0.047947,
            0.090961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29694,
            -26307,
            -19691,
            -66729,
            -60947,
            -25647
        ],
        [
            1.340721,
            1.343607,
            1.337791,
            1.259619,
            1.150303,
            1.39674
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            353,
            178,
            175,
            353,
            178,
            175
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            79.147982,
            79.820628,
            78.475336,
            79.147982,
            79.820628,
            78.475336
        ],
        [
            0.353221,
            0.339676,
            0.366937,
            0.331854,
            0.290807,
            0.383106
        ],
        [
            3735,
            3735,
            3470,
            5628,
            5628,
            5201
        ],
        [
            -26307,
            -26307,
            -19491,
            -60947,
            -60947,
            -25387
        ],
        [
            24,
            22,
            25,
            24,
            22,
            25
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            69,
            67,
            70,
            69,
            67,
            70
        ],
        [
            10758,
            5104,
            5654,
            10758,
            5104,
            5654
        ],
        [
            585.975189,
            585.975189,
            588.975189,
            585.975189,
            585.975189,
            588.975189
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405248,
            -91223,
            -93969,
            -22705,
            -184975,
            -68563
        ]
    ]
}
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": 1669575600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918256363,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 42,
            "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)