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Trade: XMR/USDT/60/KCU/SWMA/2532

Strategy
XMR/USDT/60/KCU/SWMA/2532
Pair
XMR_USDT
Interval
1h
Score
647606
Daily Profit
0.151966
Profit Factor
5.082100
Profitability
80.000000
Streak
626.268369
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 09:26
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 117611.5276 61611.689 55999.8386 180357.4604 100795.635 79561.8254
Total P&L (%) 117.6115 61.6117 55.9998 180.3575 100.7956 79.5618
Avg Daily Profit (%) 0.2562 0.1342 0.122 0.2248 0.152 0.1276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22023 -7881 -17353 -35026 -11527 -30447
Profit Factor 2.5196 4.7736 1.917 2.6388 5.0821 1.932
Total Trades 59 30 29 59 30 29
Winning Trades 42 24 18 42 24 18
Losing Trades 17 6 11 17 6 11
Profitability (%) 71.1864 80 62.069 71.1864 80 62.069
Ratio Avg Win / Avg Loss 1.0198 1.1934 1.1715 1.0681 1.2705 1.1807
Largest Winning Trade 30812 23997 30812 54257 54257 53256
Largest Losing Trade -18067 -7881 -18067 -24453 -11527 -24453
Avg Bars in Trades 171 40 308 171 40 308
Avg Bars in Winners 100 41 178 100 41 178
Avg Bars in Losers 349 36 520 349 36 520
Bars Traded 10143 1201 8942 10143 1201 8942
Profit Streak 626.2267 626.2684 626.2267 626.2267 626.2684 626.2267
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164392 -3870 -27238 -164430 647606 -18806

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": 1669532400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758867987115,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 224,
            "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": [
        [
            117611.5275952815,
            61611.68903747,
            55999.8385578115,
            180357.4604067291,
            100795.6350188868,
            79561.8253878423
        ],
        [
            117.611528,
            61.611689,
            55.999839,
            180.35746,
            100.795635,
            79.561825
        ],
        [
            0.25619,
            0.134207,
            0.121983,
            0.224809,
            0.151966,
            0.127586
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22023,
            -7881,
            -17353,
            -35026,
            -11527,
            -30447
        ],
        [
            2.519608,
            4.77359,
            1.916994,
            2.638759,
            5.0821,
            1.932017
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            17,
            6,
            11,
            17,
            6,
            11
        ],
        [
            71.186441,
            80,
            62.068966,
            71.186441,
            80,
            62.068966
        ],
        [
            1.019841,
            1.193398,
            1.171497,
            1.068069,
            1.270525,
            1.180677
        ],
        [
            30812,
            23997,
            30812,
            54257,
            54257,
            53256
        ],
        [
            -18067,
            -7881,
            -18067,
            -24453,
            -11527,
            -24453
        ],
        [
            171,
            40,
            308,
            171,
            40,
            308
        ],
        [
            100,
            41,
            178,
            100,
            41,
            178
        ],
        [
            349,
            36,
            520,
            349,
            36,
            520
        ],
        [
            10143,
            1201,
            8942,
            10143,
            1201,
            8942
        ],
        [
            626.226703,
            626.268369,
            626.226703,
            626.226703,
            626.268369,
            626.226703
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164392,
            -3870,
            -27238,
            -164430,
            647606,
            -18806
        ]
    ]
}
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": 1669532400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758867987115,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 224,
            "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)