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Trade: XMR/USDT/60/KCL/SINWMA/1935

Strategy
XMR/USDT/60/KCL/SINWMA/1935
Pair
XMR_USDT
Interval
1h
Score
454605
Daily Profit
0.158966
Profit Factor
1.475474
Profitability
77.639752
Streak
607.208847
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 07:00
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 72978.1433 38227.5777 34750.5657 86477.8534 34790.0342 51687.8192
Total P&L (%) 72.9781 38.2276 34.7506 86.4779 34.79 51.6878
Avg Daily Profit (%) 0.159 0.0833 0.0757 0.1358 0.0651 0.0908
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28592 -22670 -19883 -48976 -48976 -28383
Profit Factor 1.4755 1.4346 1.5304 1.3659 1.2431 1.5542
Total Trades 322 161 161 322 161 161
Winning Trades 250 121 129 250 121 129
Losing Trades 72 40 32 72 40 32
Profitability (%) 77.6398 75.1553 80.1242 77.6398 75.1553 80.1242
Ratio Avg Win / Avg Loss 0.4249 0.4742 0.3796 0.3934 0.4109 0.3855
Largest Winning Trade 5232 5232 2634 5732 5732 3770
Largest Losing Trade -22670 -22670 -19883 -48976 -48976 -28383
Avg Bars in Trades 33 40 26 33 40 26
Avg Bars in Winners 17 19 15 17 19 15
Avg Bars in Losers 88 102 70 88 102 70
Bars Traded 10691 6448 4243 10691 6448 4243
Profit Streak 607.2088 607.2088 620.3338 607.2088 607.2088 620.3338
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454605 -81177 -89118 -7013 -106942 -67366
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": 1669251600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241644432,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "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": [
        [
            72978.143330044,
            38227.5776702323,
            34750.5656598117,
            86477.8533592995,
            34790.0342020582,
            51687.8191572413
        ],
        [
            72.978143,
            38.227578,
            34.750566,
            86.477853,
            34.790034,
            51.687819
        ],
        [
            0.158966,
            0.08327,
            0.075696,
            0.135829,
            0.065053,
            0.0908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28592,
            -22670,
            -19883,
            -48976,
            -48976,
            -28383
        ],
        [
            1.475474,
            1.434556,
            1.530417,
            1.365868,
            1.243114,
            1.554221
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            250,
            121,
            129,
            250,
            121,
            129
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            77.639752,
            75.15528,
            80.124224,
            77.639752,
            75.15528,
            80.124224
        ],
        [
            0.424937,
            0.474233,
            0.379638,
            0.39337,
            0.410947,
            0.385543
        ],
        [
            5232,
            5232,
            2634,
            5732,
            5732,
            3770
        ],
        [
            -22670,
            -22670,
            -19883,
            -48976,
            -48976,
            -28383
        ],
        [
            33,
            40,
            26,
            33,
            40,
            26
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            88,
            102,
            70,
            88,
            102,
            70
        ],
        [
            10691,
            6448,
            4243,
            10691,
            6448,
            4243
        ],
        [
            607.208847,
            607.208847,
            620.333847,
            607.208848,
            607.208848,
            620.333848
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454605,
            -81177,
            -89118,
            -7013,
            -106942,
            -67366
        ]
    ]
}
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": 1669251600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241644432,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "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)