← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/TEMA/SINWMA/6332

Strategy
XMR/USDT/60/TEMA/SINWMA/6332
Pair
XMR_USDT
Interval
1h
Score
467170
Daily Profit
0.166102
Profit Factor
1.979629
Profitability
76.422764
Streak
626.942911
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 06:37
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 83507.4195 46657.1217 36850.2978 114236.3818 56941.2101 57295.1717
Total P&L (%) 83.5074 46.6571 36.8503 114.2364 56.9412 57.2952
Avg Daily Profit (%) 0.1819 0.1016 0.0803 0.1661 0.0982 0.0987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25177 -11610 -19485 -34154 -15896 -26077
Profit Factor 1.8868 2.1703 1.6786 1.9796 2.1196 1.8713
Total Trades 123 61 62 123 61 62
Winning Trades 94 47 47 94 47 47
Losing Trades 29 14 15 29 14 15
Profitability (%) 76.4228 77.0492 75.8065 76.4228 77.0492 75.8065
Ratio Avg Win / Avg Loss 0.5821 0.6465 0.5357 0.6107 0.6314 0.5972
Largest Winning Trade 8573 8163 8573 16917 9123 16917
Largest Losing Trade -19485 -8558 -19485 -26077 -10340 -26077
Avg Bars in Trades 85 83 87 85 83 87
Avg Bars in Winners 48 48 47 48 48 47
Avg Bars in Losers 205 199 211 205 199 211
Bars Traded 10482 5083 5399 10482 5083 5399
Profit Streak 626.9429 626.9429 665.2762 626.9429 626.9429 665.2762
Trades During Streak 7 3 9 7 3 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465580 -215182 -238051 467170 -219065 -211431
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": 1669392000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203467506,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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": [
        [
            83507.4195002034,
            46657.1217344908,
            36850.2977657126,
            114236.3818195485,
            56941.2101416182,
            57295.1716779303
        ],
        [
            83.50742,
            46.657122,
            36.850298,
            114.236382,
            56.94121,
            57.295172
        ],
        [
            0.181902,
            0.101632,
            0.08027,
            0.166102,
            0.098223,
            0.098714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25177,
            -11610,
            -19485,
            -34154,
            -15896,
            -26077
        ],
        [
            1.88676,
            2.170297,
            1.678598,
            1.979629,
            2.119637,
            1.871343
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            76.422764,
            77.04918,
            75.806452,
            76.422764,
            77.04918,
            75.806452
        ],
        [
            0.582086,
            0.646472,
            0.535723,
            0.610737,
            0.631381,
            0.597237
        ],
        [
            8573,
            8163,
            8573,
            16917,
            9123,
            16917
        ],
        [
            -19485,
            -8558,
            -19485,
            -26077,
            -10340,
            -26077
        ],
        [
            85,
            83,
            87,
            85,
            83,
            87
        ],
        [
            48,
            48,
            47,
            48,
            48,
            47
        ],
        [
            205,
            199,
            211,
            205,
            199,
            211
        ],
        [
            10482,
            5083,
            5399,
            10482,
            5083,
            5399
        ],
        [
            626.942911,
            626.942911,
            665.276244,
            626.942911,
            626.942911,
            665.276244
        ],
        [
            7,
            3,
            9,
            7,
            3,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465580,
            -215182,
            -238051,
            467170,
            -219065,
            -211431
        ]
    ]
}
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": 1669392000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759203467506,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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)