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Trade: XMR/USDT/60/FWMA/T3/1278

Strategy
XMR/USDT/60/FWMA/T3/1278
Pair
XMR_USDT
Interval
1h
Score
511698
Daily Profit
0.156306
Profit Factor
1.822166
Profitability
84.313725
Streak
632.270689
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
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 71756.9619 39106.2472 32650.7146 93881.8856 48935.2904 44946.5952
Total P&L (%) 71.757 39.1062 32.6507 93.8819 48.9353 44.9466
Avg Daily Profit (%) 0.1563 0.0852 0.0711 0.1443 0.0868 0.0809
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23654 -13211 -18809 -39894 -21417 -30876
Profit Factor 1.8222 2.0123 1.6712 1.7265 1.8415 1.6325
Total Trades 204 102 102 204 102 102
Winning Trades 172 83 89 172 83 89
Losing Trades 32 19 13 32 19 13
Profitability (%) 84.3137 81.3725 87.2549 84.3137 81.3725 87.2549
Ratio Avg Win / Avg Loss 0.339 0.4607 0.2441 0.3212 0.4215 0.2384
Largest Winning Trade 5304 4658 5304 9765 7146 9765
Largest Losing Trade -18609 -6689 -18609 -30607 -11494 -30607
Avg Bars in Trades 49 49 48 49 49 48
Avg Bars in Winners 21 19 24 21 19 24
Avg Bars in Losers 194 181 214 194 181 214
Bars Traded 10004 5064 4940 10004 5064 4940
Profit Streak 632.2707 632.2707 666.1874 632.2707 632.2707 666.1874
Trades During Streak 7 3 12 7 3 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511698 -75619 -95174 230617 -73189 -81133
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": 1669413600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822187571,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 191,
            "offset": 0,
            "a": 0.41184
        }
    }
}
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": [
        [
            71756.9618636545,
            39106.2472178008,
            32650.7146458538,
            93881.8856157954,
            48935.2904044836,
            44946.5952113118
        ],
        [
            71.756962,
            39.106247,
            32.650715,
            93.881886,
            48.93529,
            44.946595
        ],
        [
            0.156306,
            0.085184,
            0.071122,
            0.144323,
            0.086807,
            0.080889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23654,
            -13211,
            -18809,
            -39894,
            -21417,
            -30876
        ],
        [
            1.822166,
            2.012332,
            1.671161,
            1.726525,
            1.841474,
            1.632461
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            172,
            83,
            89,
            172,
            83,
            89
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            84.313725,
            81.372549,
            87.254902,
            84.313725,
            81.372549,
            87.254902
        ],
        [
            0.339008,
            0.460654,
            0.244102,
            0.321214,
            0.421542,
            0.238449
        ],
        [
            5304,
            4658,
            5304,
            9765,
            7146,
            9765
        ],
        [
            -18609,
            -6689,
            -18609,
            -30607,
            -11494,
            -30607
        ],
        [
            49,
            49,
            48,
            49,
            49,
            48
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            194,
            181,
            214,
            194,
            181,
            214
        ],
        [
            10004,
            5064,
            4940,
            10004,
            5064,
            4940
        ],
        [
            632.270689,
            632.270689,
            666.187356,
            632.270689,
            632.270689,
            666.187356
        ],
        [
            7,
            3,
            12,
            7,
            3,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511698,
            -75619,
            -95174,
            230617,
            -73189,
            -81133
        ]
    ]
}
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": 1669413600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822187571,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 191,
            "offset": 0,
            "a": 0.41184
        }
    }
}

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)