← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/VWMA/3989

Strategy
XMR/USDT/60/FWMA/VWMA/3989
Pair
XMR_USDT
Interval
1h
Score
574269
Daily Profit
0.302458
Profit Factor
1.795506
Profitability
81.818182
Streak
602.567435
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 22:37
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 138852.3844 71856.8978 66995.4866 261147.6708 110011.9982 151135.6726
Total P&L (%) 138.8524 71.8569 66.9955 261.1477 110.012 151.1357
Avg Daily Profit (%) 0.3025 0.1565 0.1459 0.2801 0.1618 0.2008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21200 -21200 -20498 -72477 -72250 -32885
Profit Factor 1.7955 1.8306 1.761 1.8278 1.611 2.1162
Total Trades 385 192 193 385 192 193
Winning Trades 315 159 156 315 159 156
Losing Trades 70 33 37 70 33 37
Profitability (%) 81.8182 82.8125 80.829 81.8182 82.8125 80.829
Ratio Avg Win / Avg Loss 0.399 0.3799 0.4177 0.4062 0.3344 0.5019
Largest Winning Trade 4855 3677 4855 13039 12278 13039
Largest Losing Trade -21200 -21200 -20498 -72250 -72250 -32885
Avg Bars in Trades 28 26 29 28 26 29
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 85 76 92 85 76 92
Bars Traded 10815 5130 5685 10815 5130 5685
Profit Streak 602.5674 611.4008 602.5674 602.5674 611.4008 602.5674
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 574269 503699 249544 559636 480050 482224
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": 1669050000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125026439,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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": [
        [
            138852.3843631772,
            71856.8977957094,
            66995.4865674681,
            261147.6708198891,
            110011.998192355,
            151135.672627534
        ],
        [
            138.852384,
            71.856898,
            66.995487,
            261.147671,
            110.011998,
            151.135673
        ],
        [
            0.302458,
            0.156524,
            0.145934,
            0.280107,
            0.161757,
            0.200781
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21200,
            -21200,
            -20498,
            -72477,
            -72250,
            -32885
        ],
        [
            1.795506,
            1.830635,
            1.760987,
            1.827818,
            1.610978,
            2.116165
        ],
        [
            385,
            192,
            193,
            385,
            192,
            193
        ],
        [
            315,
            159,
            156,
            315,
            159,
            156
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            81.818182,
            82.8125,
            80.829016,
            81.818182,
            82.8125,
            80.829016
        ],
        [
            0.399001,
            0.379943,
            0.41767,
            0.406182,
            0.334354,
            0.501911
        ],
        [
            4855,
            3677,
            4855,
            13039,
            12278,
            13039
        ],
        [
            -21200,
            -21200,
            -20498,
            -72250,
            -72250,
            -32885
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            85,
            76,
            92,
            85,
            76,
            92
        ],
        [
            10815,
            5130,
            5685,
            10815,
            5130,
            5685
        ],
        [
            602.567435,
            611.400769,
            602.567436,
            602.567436,
            611.400769,
            602.567436
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            574269,
            503699,
            249544,
            559636,
            480050,
            482224
        ]
    ]
}
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": 1669050000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125026439,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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)