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Trade: XMR/USDT/60/FWMA/SWMA/5604

Strategy
XMR/USDT/60/FWMA/SWMA/5604
Pair
XMR_USDT
Interval
1h
Score
457174
Daily Profit
0.160570
Profit Factor
1.504967
Profitability
80.869565
Streak
604.392857
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 16:25
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 73714.6452 34392.7151 39321.9301 85444.759 26478.8087 58965.9503
Total P&L (%) 73.7146 34.3927 39.3219 85.4448 26.4788 58.966
Avg Daily Profit (%) 0.1606 0.0749 0.0857 0.1346 0.0512 0.101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29535 -26307 -19682 -69480 -61937 -32883
Profit Factor 1.505 1.4504 1.5648 1.3332 1.1841 1.5237
Total Trades 230 115 115 230 115 115
Winning Trades 186 90 96 186 90 96
Losing Trades 44 25 19 44 25 19
Profitability (%) 80.8696 78.2609 83.4783 80.8696 78.2609 83.4783
Ratio Avg Win / Avg Loss 0.356 0.4029 0.3097 0.3154 0.3289 0.3016
Largest Winning Trade 6600 6156 6600 7947 7213 7947
Largest Losing Trade -23582 -23582 -19680 -54778 -54778 -32877
Avg Bars in Trades 45 44 46 45 44 46
Avg Bars in Winners 20 18 23 20 18 23
Avg Bars in Losers 151 139 165 151 139 165
Bars Traded 10489 5126 5363 10489 5126 5363
Profit Streak 604.3929 604.3929 612.1012 604.3929 604.3929 612.1012
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457174 -92790 -76398 -8950 -144174 -54617
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": 1669442400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760016342844,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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": [
        [
            73714.645229795,
            34392.7151297446,
            39321.9301000505,
            85444.7589913861,
            26478.8086636129,
            58965.9503277732
        ],
        [
            73.714645,
            34.392715,
            39.32193,
            85.444759,
            26.478809,
            58.96595
        ],
        [
            0.16057,
            0.074917,
            0.085654,
            0.134618,
            0.051182,
            0.101018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29535,
            -26307,
            -19682,
            -69480,
            -61937,
            -32883
        ],
        [
            1.504967,
            1.450407,
            1.56481,
            1.333205,
            1.184087,
            1.523702
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            186,
            90,
            96,
            186,
            90,
            96
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            80.869565,
            78.26087,
            83.478261,
            80.869565,
            78.26087,
            83.478261
        ],
        [
            0.356014,
            0.402891,
            0.309702,
            0.315382,
            0.328913,
            0.301566
        ],
        [
            6600,
            6156,
            6600,
            7947,
            7213,
            7947
        ],
        [
            -23582,
            -23582,
            -19680,
            -54778,
            -54778,
            -32877
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            151,
            139,
            165,
            151,
            139,
            165
        ],
        [
            10489,
            5126,
            5363,
            10489,
            5126,
            5363
        ],
        [
            604.392857,
            604.392857,
            612.10119,
            604.392857,
            604.392857,
            612.10119
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457174,
            -92790,
            -76398,
            -8950,
            -144174,
            -54617
        ]
    ]
}
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": 1669442400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760016342844,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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)