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Trade: XMR/USDT/60/FWMA/WMA/5788

Strategy
XMR/USDT/60/FWMA/WMA/5788
Pair
XMR_USDT
Interval
1h
Score
500934
Daily Profit
0.154250
Profit Factor
1.803158
Profitability
83.908046
Streak
627.585867
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 06:03
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 70812.9728 38776.7239 32036.2489 91647.1285 48401.6923 43245.4362
Total P&L (%) 70.813 38.7767 32.0362 91.6471 48.4017 43.2454
Avg Daily Profit (%) 0.1543 0.0845 0.0698 0.1418 0.086 0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23386 -10747 -17473 -38416 -17948 -28195
Profit Factor 1.8032 2.0334 1.6326 1.6921 1.8382 1.5792
Total Trades 174 87 87 174 87 87
Winning Trades 146 72 74 146 72 74
Losing Trades 28 15 13 28 15 13
Profitability (%) 83.908 82.7586 85.0575 83.908 82.7586 85.0575
Ratio Avg Win / Avg Loss 0.3458 0.4236 0.2868 0.3245 0.3829 0.2774
Largest Winning Trade 5742 5742 5725 10378 5218 10378
Largest Losing Trade -17473 -9478 -17473 -28195 -17463 -28195
Avg Bars in Trades 57 57 57 57 57 57
Avg Bars in Winners 26 23 29 26 23 29
Avg Bars in Losers 219 222 215 219 222 215
Bars Traded 10004 5038 4966 10004 5038 4966
Profit Streak 627.5859 636.2109 627.5859 627.5859 636.2109 627.5859
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500934 -76731 -97847 98026 -74174 -85666
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": 1669914000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151818895,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 107
        }
    }
}
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": [
        [
            70812.972776376,
            38776.7238663123,
            32036.2489100636,
            91647.1284951006,
            48401.6922867688,
            43245.4362083318
        ],
        [
            70.812973,
            38.776724,
            32.036249,
            91.647128,
            48.401692,
            43.245436
        ],
        [
            0.15425,
            0.084466,
            0.069784,
            0.141794,
            0.086025,
            0.078315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23386,
            -10747,
            -17473,
            -38416,
            -17948,
            -28195
        ],
        [
            1.803158,
            2.033433,
            1.632554,
            1.692149,
            1.838157,
            1.579218
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            146,
            72,
            74,
            146,
            72,
            74
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            83.908046,
            82.758621,
            85.057471,
            83.908046,
            82.758621,
            85.057471
        ],
        [
            0.345811,
            0.423632,
            0.2868,
            0.324522,
            0.382949,
            0.27743
        ],
        [
            5742,
            5742,
            5725,
            10378,
            5218,
            10378
        ],
        [
            -17473,
            -9478,
            -17473,
            -28195,
            -17463,
            -28195
        ],
        [
            57,
            57,
            57,
            57,
            57,
            57
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            219,
            222,
            215,
            219,
            222,
            215
        ],
        [
            10004,
            5038,
            4966,
            10004,
            5038,
            4966
        ],
        [
            627.585867,
            636.210867,
            627.585867,
            627.585867,
            636.210867,
            627.585867
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500934,
            -76731,
            -97847,
            98026,
            -74174,
            -85666
        ]
    ]
}
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": 1669914000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151818895,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 107
        }
    }
}

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)