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Trade: XMR/USDT/60/JMA/SINWMA/1077

Strategy
XMR/USDT/60/JMA/SINWMA/1077
Pair
XMR_USDT
Interval
1h
Score
431664
Daily Profit
0.246575
Profit Factor
2.043914
Profitability
69.158879
Streak
602.076224
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 13:49
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 113197.8037 56850.1406 56347.663 173584.4873 71970.62 101613.8672
Total P&L (%) 113.1978 56.8501 56.3477 173.5845 71.9706 101.6139
Avg Daily Profit (%) 0.2466 0.1238 0.1227 0.2195 0.1182 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25681 -12657 -22687 -51561 -38161 -46788
Profit Factor 2.0439 2.3805 1.8378 1.9283 1.9626 1.9055
Total Trades 107 53 54 107 53 54
Winning Trades 74 37 37 74 37 37
Losing Trades 33 16 17 33 16 17
Profitability (%) 69.1589 69.8113 68.5185 69.1589 69.8113 68.5185
Ratio Avg Win / Avg Loss 0.9115 1.0294 0.8444 0.8599 0.8487 0.8755
Largest Winning Trade 14680 8860 14680 38595 13208 38595
Largest Losing Trade -22687 -12657 -22687 -46788 -38161 -46788
Avg Bars in Trades 101 99 103 101 99 103
Avg Bars in Winners 71 70 71 71 70 71
Avg Bars in Losers 168 164 171 168 164 171
Bars Traded 10811 5249 5562 10811 5249 5562
Profit Streak 602.0762 0 614.6179 602.0762 0 614.6179
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431664 -203398 -206815 415296 -212554 -169403
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": 1669208400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759834185781,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "offset": 24
        }
    }
}
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": [
        [
            113197.8036717743,
            56850.140629187,
            56347.6630425874,
            173584.4872622091,
            71970.6200248808,
            101613.8672373282
        ],
        [
            113.197804,
            56.850141,
            56.347663,
            173.584487,
            71.97062,
            101.613867
        ],
        [
            0.246575,
            0.123835,
            0.12274,
            0.21947,
            0.118165,
            0.152854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25681,
            -12657,
            -22687,
            -51561,
            -38161,
            -46788
        ],
        [
            2.043914,
            2.38046,
            1.837835,
            1.928349,
            1.962589,
            1.905535
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            69.158879,
            69.811321,
            68.518519,
            69.158879,
            69.811321,
            68.518519
        ],
        [
            0.911475,
            1.029388,
            0.844411,
            0.859939,
            0.848687,
            0.875516
        ],
        [
            14680,
            8860,
            14680,
            38595,
            13208,
            38595
        ],
        [
            -22687,
            -12657,
            -22687,
            -46788,
            -38161,
            -46788
        ],
        [
            101,
            99,
            103,
            101,
            99,
            103
        ],
        [
            71,
            70,
            71,
            71,
            70,
            71
        ],
        [
            168,
            164,
            171,
            168,
            164,
            171
        ],
        [
            10811,
            5249,
            5562,
            10811,
            5249,
            5562
        ],
        [
            602.076224,
            0,
            614.617891,
            602.076224,
            0,
            614.617891
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431664,
            -203398,
            -206815,
            415296,
            -212554,
            -169403
        ]
    ]
}
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": 1669208400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759834185781,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "offset": 24
        }
    }
}

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)