← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/OHLC4/WMA/2858

Strategy
XMR/USDT/60/OHLC4/WMA/2858
Pair
XMR_USDT
Interval
1h
Score
484232
Daily Profit
0.165077
Profit Factor
1.387677
Profitability
74.270073
Streak
592.128379
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:04
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 75783.4844 40124.6598 35658.8246 89604.2234 35490.2202 54114.0031
Total P&L (%) 75.7835 40.1247 35.6588 89.6042 35.4902 54.114
Avg Daily Profit (%) 0.1651 0.0874 0.0777 0.1395 0.0662 0.0943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26096 -26096 -20351 -61572 -61572 -29071
Profit Factor 1.3877 1.39 1.3851 1.3039 1.2117 1.4253
Total Trades 548 274 274 548 274 274
Winning Trades 407 209 198 407 209 198
Losing Trades 141 65 76 141 65 76
Profitability (%) 74.2701 76.2774 72.2628 74.2701 76.2774 72.2628
Ratio Avg Win / Avg Loss 0.4807 0.4323 0.5316 0.4517 0.3768 0.5471
Largest Winning Trade 4084 3797 4084 6562 6562 5379
Largest Losing Trade -26096 -26096 -20351 -61572 -61572 -29071
Avg Bars in Trades 19 18 20 19 18 20
Avg Bars in Winners 9 9 10 9 9 10
Avg Bars in Losers 47 47 47 47 47 47
Bars Traded 10692 5079 5613 10692 5079 5613
Profit Streak 592.1284 596.0867 592.1284 592.1284 596.0867 592.1284
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484232 -74480 -88772 -1526 -104553 -65143
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": 1669276800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223091938,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "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": [
        [
            75783.4844379932,
            40124.6598352171,
            35658.824602776,
            89604.2233696757,
            35490.2202475428,
            54114.0031221328
        ],
        [
            75.783484,
            40.12466,
            35.658825,
            89.604223,
            35.49022,
            54.114003
        ],
        [
            0.165077,
            0.087402,
            0.077675,
            0.139456,
            0.066182,
            0.094259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26096,
            -26096,
            -20351,
            -61572,
            -61572,
            -29071
        ],
        [
            1.387677,
            1.390024,
            1.38507,
            1.303874,
            1.211715,
            1.425287
        ],
        [
            548,
            274,
            274,
            548,
            274,
            274
        ],
        [
            407,
            209,
            198,
            407,
            209,
            198
        ],
        [
            141,
            65,
            76,
            141,
            65,
            76
        ],
        [
            74.270073,
            76.277372,
            72.262774,
            74.270073,
            76.277372,
            72.262774
        ],
        [
            0.480743,
            0.432304,
            0.531643,
            0.451711,
            0.376849,
            0.54708
        ],
        [
            4084,
            3797,
            4084,
            6562,
            6562,
            5379
        ],
        [
            -26096,
            -26096,
            -20351,
            -61572,
            -61572,
            -29071
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            10692,
            5079,
            5613,
            10692,
            5079,
            5613
        ],
        [
            592.128379,
            596.086712,
            592.128379,
            592.128379,
            596.086712,
            592.128379
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484232,
            -74480,
            -88772,
            -1526,
            -104553,
            -65143
        ]
    ]
}
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": 1669276800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223091938,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "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)