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Trade: XMR/USDT/60/FWMA/SINWMA/2946

Strategy
XMR/USDT/60/FWMA/SINWMA/2946
Pair
XMR_USDT
Interval
1h
Score
444176
Daily Profit
0.167470
Profit Factor
1.524808
Profitability
81.297710
Streak
604.027677
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 00:39
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 76882.1905 39678.861 37203.3296 92875.7309 29719.7619 63155.9691
Total P&L (%) 76.8822 39.6789 37.2033 92.8757 29.7198 63.156
Avg Daily Profit (%) 0.1675 0.0864 0.081 0.1432 0.0567 0.1067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26007 -26007 -18414 -67707 -67707 -29805
Profit Factor 1.5248 1.5227 1.527 1.3612 1.1983 1.5887
Total Trades 262 131 131 262 131 131
Winning Trades 213 106 107 213 106 107
Losing Trades 49 25 24 49 25 24
Profitability (%) 81.2977 80.916 81.6794 81.2977 80.916 81.6794
Ratio Avg Win / Avg Loss 0.3508 0.3591 0.3425 0.3131 0.2826 0.3564
Largest Winning Trade 6292 5521 6292 7160 6678 7160
Largest Losing Trade -26007 -26007 -18153 -67707 -67707 -29452
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 20 19 21 20 19 21
Avg Bars in Losers 128 122 135 128 122 135
Bars Traded 10694 5125 5569 10694 5125 5569
Profit Streak 604.0277 0 613.111 604.0277 0 613.111
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444176 -76753 -82696 75822 -121144 -46101
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": 1669273200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959591266,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 152,
            "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": [
        [
            76882.1905146654,
            39678.8609520098,
            37203.3295626554,
            92875.7309403976,
            29719.7618565777,
            63155.9690838199
        ],
        [
            76.882191,
            39.678861,
            37.20333,
            92.875731,
            29.719762,
            63.155969
        ],
        [
            0.16747,
            0.086431,
            0.081039,
            0.143188,
            0.056696,
            0.106691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26007,
            -26007,
            -18414,
            -67707,
            -67707,
            -29805
        ],
        [
            1.524808,
            1.522732,
            1.527042,
            1.36116,
            1.198284,
            1.588734
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            81.29771,
            80.916031,
            81.679389,
            81.29771,
            80.916031,
            81.679389
        ],
        [
            0.350778,
            0.359135,
            0.342514,
            0.313131,
            0.282614,
            0.356352
        ],
        [
            6292,
            5521,
            6292,
            7160,
            6678,
            7160
        ],
        [
            -26007,
            -26007,
            -18153,
            -67707,
            -67707,
            -29452
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            128,
            122,
            135,
            128,
            122,
            135
        ],
        [
            10694,
            5125,
            5569,
            10694,
            5125,
            5569
        ],
        [
            604.027677,
            0,
            613.11101,
            604.027677,
            0,
            613.11101
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444176,
            -76753,
            -82696,
            75822,
            -121144,
            -46101
        ]
    ]
}
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": 1669273200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959591266,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 152,
            "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)