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Trade: XMR/USDT/60/JMA/WMA/8017

Strategy
XMR/USDT/60/JMA/WMA/8017
Pair
XMR_USDT
Interval
1h
Score
420635
Daily Profit
0.231745
Profit Factor
2.038099
Profitability
68.000000
Streak
589.922032
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-25 11:07
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 106389.3446 52766.3699 53622.9747 158889.9175 64956.126 93933.7914
Total P&L (%) 106.3893 52.7664 53.623 158.8899 64.9561 93.9338
Avg Daily Profit (%) 0.2317 0.1149 0.1168 0.2074 0.1091 0.1444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19594 -10618 -19594 -34717 -29622 -34717
Profit Factor 2.0381 2.5378 1.7866 2.0073 2.1036 1.95
Total Trades 100 50 50 100 50 50
Winning Trades 68 35 33 68 35 33
Losing Trades 32 15 17 32 15 17
Profitability (%) 68 70 66 68 70 66
Ratio Avg Win / Avg Loss 0.9591 1.0876 0.9204 0.9446 0.9015 1.0046
Largest Winning Trade 17774 8860 17774 42102 12875 42102
Largest Losing Trade -19594 -10618 -19594 -34717 -29622 -34717
Avg Bars in Trades 106 106 107 106 106 107
Avg Bars in Winners 78 81 75 78 81 75
Avg Bars in Losers 166 163 169 166 163 169
Bars Traded 10691 5306 5385 10691 5306 5385
Profit Streak 589.922 0 602.8387 589.922 0 602.8387
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420635 -215203 -215335 411012 -224702 -175493

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": 1669327200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758787663545,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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": [
        [
            106389.3446468262,
            52766.3699349169,
            53622.9747119094,
            158889.9174823202,
            64956.1260362047,
            93933.7914461154
        ],
        [
            106.389345,
            52.76637,
            53.622975,
            158.889917,
            64.956126,
            93.933791
        ],
        [
            0.231745,
            0.114939,
            0.116805,
            0.207419,
            0.109084,
            0.144381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19594,
            -10618,
            -19594,
            -34717,
            -29622,
            -34717
        ],
        [
            2.038099,
            2.537761,
            1.786595,
            2.007323,
            2.103581,
            1.950022
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            0.959105,
            1.087612,
            0.920367,
            0.944623,
            0.901535,
            1.004557
        ],
        [
            17774,
            8860,
            17774,
            42102,
            12875,
            42102
        ],
        [
            -19594,
            -10618,
            -19594,
            -34717,
            -29622,
            -34717
        ],
        [
            106,
            106,
            107,
            106,
            106,
            107
        ],
        [
            78,
            81,
            75,
            78,
            81,
            75
        ],
        [
            166,
            163,
            169,
            166,
            163,
            169
        ],
        [
            10691,
            5306,
            5385,
            10691,
            5306,
            5385
        ],
        [
            589.922032,
            0,
            602.838698,
            589.922032,
            0,
            602.838698
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420635,
            -215203,
            -215335,
            411012,
            -224702,
            -175493
        ]
    ]
}
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": 1669327200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758787663545,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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)