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Trade: XMR/USDT/60/FWMA/VWMA/7089

Strategy
XMR/USDT/60/FWMA/VWMA/7089
Pair
XMR_USDT
Interval
1h
Score
426405
Daily Profit
0.192029
Profit Factor
1.276255
Profitability
69.777778
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 02:43
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 88156.7285 45666.9146 42489.8139 116455.0803 46207.8004 70247.2799
Total P&L (%) 88.1567 45.6669 42.4898 116.4551 46.2078 70.2473
Avg Daily Profit (%) 0.192 0.0995 0.0926 0.1684 0.0828 0.116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34317 -21642 -19633 -33818 -28606 -20949
Profit Factor 1.2763 1.2934 1.26 1.3059 1.2354 1.3809
Total Trades 675 337 338 675 337 338
Winning Trades 471 237 234 471 237 234
Losing Trades 204 100 104 204 100 104
Profitability (%) 69.7778 70.3264 69.2308 69.7778 70.3264 69.2308
Ratio Avg Win / Avg Loss 0.5528 0.5457 0.56 0.5656 0.5213 0.6137
Largest Winning Trade 14168 5108 14168 24692 9543 24692
Largest Losing Trade -16244 -10207 -16244 -20309 -20309 -15579
Avg Bars in Trades 16 14 17 16 14 17
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 33 30 35 33 30 35
Bars Traded 10887 4978 5909 10887 4978 5909
Profit Streak 0 590.03 0 0 590.03 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426405 -59577 -70011 425643 -82145 -36051
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": 1669086000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759189389018,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            88156.7285211348,
            45666.9146031142,
            42489.8139180205,
            116455.0802815078,
            46207.8004114941,
            70247.2798700136
        ],
        [
            88.156729,
            45.666915,
            42.489814,
            116.45508,
            46.2078,
            70.24728
        ],
        [
            0.192029,
            0.099475,
            0.092554,
            0.16835,
            0.082778,
            0.115969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34317,
            -21642,
            -19633,
            -33818,
            -28606,
            -20949
        ],
        [
            1.276255,
            1.29337,
            1.259955,
            1.305907,
            1.23542,
            1.380932
        ],
        [
            675,
            337,
            338,
            675,
            337,
            338
        ],
        [
            471,
            237,
            234,
            471,
            237,
            234
        ],
        [
            204,
            100,
            104,
            204,
            100,
            104
        ],
        [
            69.777778,
            70.326409,
            69.230769,
            69.777778,
            70.326409,
            69.230769
        ],
        [
            0.552773,
            0.545726,
            0.55998,
            0.565616,
            0.521274,
            0.613747
        ],
        [
            14168,
            5108,
            14168,
            24692,
            9543,
            24692
        ],
        [
            -16244,
            -10207,
            -16244,
            -20309,
            -20309,
            -15579
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            10887,
            4978,
            5909,
            10887,
            4978,
            5909
        ],
        [
            0,
            590.029965,
            0,
            0,
            590.029965,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426405,
            -59577,
            -70011,
            425643,
            -82145,
            -36051
        ]
    ]
}
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": 1669086000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759189389018,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)