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Trade: XMR/USDT/60/JMA/WMA/4892

Strategy
XMR/USDT/60/JMA/WMA/4892
Pair
XMR_USDT
Interval
1h
Score
412156
Daily Profit
0.209863
Profit Factor
1.658401
Profitability
55.970149
Streak
613.751324
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 15:01
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 96343.7325 47226.6378 49117.0948 131089.3253 59461.1559 71628.1694
Total P&L (%) 96.3437 47.2266 49.1171 131.0893 59.4612 71.6282
Avg Daily Profit (%) 0.2099 0.1029 0.107 0.1826 0.1017 0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40940 -19051 -31103 -59293 -22904 -47410
Profit Factor 1.6584 1.8429 1.5439 1.7244 1.9083 1.6202
Total Trades 134 67 67 134 67 67
Winning Trades 75 37 38 75 37 38
Losing Trades 59 30 29 59 30 29
Profitability (%) 55.9701 55.2239 56.7164 55.9701 55.2239 56.7164
Ratio Avg Win / Avg Loss 1.3046 1.4942 1.1783 1.3565 1.5473 1.2364
Largest Winning Trade 25214 7979 25214 42298 11561 42298
Largest Losing Trade -20952 -6981 -20952 -34725 -7524 -34725
Avg Bars in Trades 79 79 79 79 79 79
Avg Bars in Winners 66 74 58 66 74 58
Avg Bars in Losers 96 86 106 96 86 106
Bars Traded 10680 5359 5321 10680 5359 5321
Profit Streak 613.7513 616.8763 613.7513 613.7513 616.8763 613.7513
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412156 -170647 -165606 408362 -170100 -149491
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": 1669230000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752114407,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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": [
        [
            96343.7325269242,
            47226.6377665012,
            49117.094760423,
            131089.3252533305,
            59461.155859407,
            71628.1693939236
        ],
        [
            96.343733,
            47.226638,
            49.117095,
            131.089325,
            59.461156,
            71.628169
        ],
        [
            0.209863,
            0.102872,
            0.10699,
            0.182626,
            0.101696,
            0.117731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40940,
            -19051,
            -31103,
            -59293,
            -22904,
            -47410
        ],
        [
            1.658401,
            1.842856,
            1.543943,
            1.724404,
            1.908294,
            1.620173
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            55.970149,
            55.223881,
            56.716418,
            55.970149,
            55.223881,
            56.716418
        ],
        [
            1.304609,
            1.494207,
            1.178272,
            1.356531,
            1.547265,
            1.236448
        ],
        [
            25214,
            7979,
            25214,
            42298,
            11561,
            42298
        ],
        [
            -20952,
            -6981,
            -20952,
            -34725,
            -7524,
            -34725
        ],
        [
            79,
            79,
            79,
            79,
            79,
            79
        ],
        [
            66,
            74,
            58,
            66,
            74,
            58
        ],
        [
            96,
            86,
            106,
            96,
            86,
            106
        ],
        [
            10680,
            5359,
            5321,
            10680,
            5359,
            5321
        ],
        [
            613.751324,
            616.876324,
            613.751324,
            613.751324,
            616.876324,
            613.751324
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412156,
            -170647,
            -165606,
            408362,
            -170100,
            -149491
        ]
    ]
}
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": 1669230000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752114407,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "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)