← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/JMA/PWMA/4556

Strategy
XMR/USDT/60/JMA/PWMA/4556
Pair
XMR_USDT
Interval
1h
Score
440479
Daily Profit
0.187883
Profit Factor
1.597886
Profitability
72.777778
Streak
598.561640
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 02:28
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 86253.2176 45768.6773 40484.5404 104123.4502 42153.4742 61969.9761
Total P&L (%) 86.2532 45.7687 40.4845 104.1235 42.1535 61.97
Avg Daily Profit (%) 0.1879 0.0997 0.0882 0.1556 0.0766 0.1051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32359 -28886 -21045 -83210 -75223 -41134
Profit Factor 1.5979 1.6524 1.5463 1.3997 1.3045 1.5076
Total Trades 180 90 90 180 90 90
Winning Trades 131 65 66 131 65 66
Losing Trades 49 25 24 49 25 24
Profitability (%) 72.7778 72.2222 73.3333 72.7778 72.2222 73.3333
Ratio Avg Win / Avg Loss 0.5977 0.6355 0.5623 0.5235 0.5017 0.5482
Largest Winning Trade 8430 7852 8430 14236 12353 14236
Largest Losing Trade -28886 -28886 -21045 -75223 -75223 -41134
Avg Bars in Trades 59 58 60 59 58 60
Avg Bars in Winners 39 41 37 39 41 37
Avg Bars in Losers 113 101 125 113 101 125
Bars Traded 10697 5227 5470 10697 5227 5470
Profit Streak 598.5616 598.895 598.5616 598.5616 598.895 598.5616
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440479 -58196 -74299 386925 -91158 -50340
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": 1669467600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759361325663,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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": [
        [
            86253.2176337136,
            45768.6772651004,
            40484.5403686132,
            104123.4502425083,
            42153.4741867766,
            61969.9760557316
        ],
        [
            86.253218,
            45.768677,
            40.48454,
            104.12345,
            42.153474,
            61.969976
        ],
        [
            0.187883,
            0.099697,
            0.088186,
            0.155552,
            0.076647,
            0.1051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32359,
            -28886,
            -21045,
            -83210,
            -75223,
            -41134
        ],
        [
            1.597886,
            1.652395,
            1.546285,
            1.399676,
            1.304514,
            1.507573
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            72.777778,
            72.222222,
            73.333333,
            72.777778,
            72.222222,
            73.333333
        ],
        [
            0.597683,
            0.635537,
            0.562285,
            0.523543,
            0.501736,
            0.548208
        ],
        [
            8430,
            7852,
            8430,
            14236,
            12353,
            14236
        ],
        [
            -28886,
            -28886,
            -21045,
            -75223,
            -75223,
            -41134
        ],
        [
            59,
            58,
            60,
            59,
            58,
            60
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            113,
            101,
            125,
            113,
            101,
            125
        ],
        [
            10697,
            5227,
            5470,
            10697,
            5227,
            5470
        ],
        [
            598.56164,
            598.894973,
            598.56164,
            598.56164,
            598.894973,
            598.56164
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440479,
            -58196,
            -74299,
            386925,
            -91158,
            -50340
        ]
    ]
}
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": 1669467600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759361325663,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "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)