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Trade: XMR/USDT/60/FWMA/VWMA/7091

Strategy
XMR/USDT/60/FWMA/VWMA/7091
Pair
XMR_USDT
Interval
1h
Score
484013
Daily Profit
0.207533
Profit Factor
1.648088
Profitability
81.543624
Streak
594.886503
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 21:16
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 95274.2917 45482.6629 49791.6287 129543.1849 39981.7699 89561.415
Total P&L (%) 95.2743 45.4827 49.7916 129.5432 39.9818 89.5614
Avg Daily Profit (%) 0.2075 0.0991 0.1085 0.1812 0.0733 0.1394
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27738 -26051 -20683 -80179 -80179 -35817
Profit Factor 1.6481 1.5732 1.736 1.4513 1.2268 1.8085
Total Trades 298 149 149 298 149 149
Winning Trades 243 120 123 243 120 123
Losing Trades 55 29 26 55 29 26
Profitability (%) 81.5436 80.5369 82.5503 81.5436 80.5369 82.5503
Ratio Avg Win / Avg Loss 0.373 0.3802 0.367 0.3285 0.2965 0.3823
Largest Winning Trade 6600 5874 6600 8915 7238 8915
Largest Losing Trade -26051 -26051 -20630 -80179 -80179 -35724
Avg Bars in Trades 35 34 36 35 34 36
Avg Bars in Winners 16 14 19 16 14 19
Avg Bars in Losers 115 116 115 115 116 115
Bars Traded 10488 5090 5398 10488 5090 5398
Profit Streak 594.8865 0 603.9698 594.8865 0 603.9698
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484013 -59061 -44192 439840 -96044 -1437
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": 1669348800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169793881,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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": [
        [
            95274.2916828017,
            45482.6629458394,
            49791.6287369622,
            129543.1848548343,
            39981.7698949823,
            89561.4149598519
        ],
        [
            95.274292,
            45.482663,
            49.791629,
            129.543185,
            39.98177,
            89.561415
        ],
        [
            0.207533,
            0.099074,
            0.10846,
            0.181161,
            0.073291,
            0.139407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27738,
            -26051,
            -20683,
            -80179,
            -80179,
            -35817
        ],
        [
            1.648088,
            1.573165,
            1.735966,
            1.451281,
            1.22681,
            1.80848
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            243,
            120,
            123,
            243,
            120,
            123
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            81.543624,
            80.536913,
            82.550336,
            81.543624,
            80.536913,
            82.550336
        ],
        [
            0.373024,
            0.380182,
            0.366952,
            0.328479,
            0.296479,
            0.38228
        ],
        [
            6600,
            5874,
            6600,
            8915,
            7238,
            8915
        ],
        [
            -26051,
            -26051,
            -20630,
            -80179,
            -80179,
            -35724
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            115,
            116,
            115,
            115,
            116,
            115
        ],
        [
            10488,
            5090,
            5398,
            10488,
            5090,
            5398
        ],
        [
            594.886503,
            0,
            603.969836,
            594.886503,
            0,
            603.969837
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484013,
            -59061,
            -44192,
            439840,
            -96044,
            -1437
        ]
    ]
}
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": 1669348800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759169793881,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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)