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Trade: XMR/USDT/60/WMA/KCL/6762

Strategy
XMR/USDT/60/WMA/KCL/6762
Pair
XMR_USDT
Interval
1h
Score
491369
Daily Profit
0.195764
Profit Factor
1.910670
Profitability
80.597015
Streak
601.775395
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 15:36
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 89871.1589 35528.3983 54342.7606 124730.6569 38536.963 86193.6939
Total P&L (%) 89.8712 35.5284 54.3428 124.7307 38.537 86.1937
Avg Daily Profit (%) 0.1958 0.0774 0.1184 0.1765 0.071 0.1355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20027 -15176 -20027 -35220 -35220 -32190
Profit Factor 1.9107 2.0474 1.8391 1.8346 1.647 1.959
Total Trades 134 67 67 134 67 67
Winning Trades 108 54 54 108 54 54
Losing Trades 26 13 13 26 13 13
Profitability (%) 80.597 80.597 80.597 80.597 80.597 80.597
Ratio Avg Win / Avg Loss 0.46 0.4929 0.4427 0.4417 0.3965 0.4716
Largest Winning Trade 9263 6901 9263 17344 9491 17344
Largest Losing Trade -20027 -15176 -20027 -35220 -35220 -32190
Avg Bars in Trades 77 23 130 77 23 130
Avg Bars in Winners 48 13 83 48 13 83
Avg Bars in Losers 194 64 324 194 64 324
Bars Traded 10320 1585 8735 10320 1585 8735
Profit Streak 601.7754 601.7754 664.1921 601.7754 601.7754 664.1921
Trades During Streak 7 3 12 7 3 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491369 -203012 -147339 480170 -211997 -123232
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": 1669147200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759667794097,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            89871.158914866,
            35528.3983469969,
            54342.7605678691,
            124730.6569254585,
            38536.9629823741,
            86193.6939430844
        ],
        [
            89.871159,
            35.528398,
            54.342761,
            124.730657,
            38.536963,
            86.193694
        ],
        [
            0.195764,
            0.07739,
            0.118373,
            0.176537,
            0.07103,
            0.135497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20027,
            -15176,
            -20027,
            -35220,
            -35220,
            -32190
        ],
        [
            1.91067,
            2.047359,
            1.839077,
            1.834615,
            1.646965,
            1.958975
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            80.597015,
            80.597015,
            80.597015,
            80.597015,
            80.597015,
            80.597015
        ],
        [
            0.459976,
            0.492883,
            0.442741,
            0.441667,
            0.396492,
            0.471605
        ],
        [
            9263,
            6901,
            9263,
            17344,
            9491,
            17344
        ],
        [
            -20027,
            -15176,
            -20027,
            -35220,
            -35220,
            -32190
        ],
        [
            77,
            23,
            130,
            77,
            23,
            130
        ],
        [
            48,
            13,
            83,
            48,
            13,
            83
        ],
        [
            194,
            64,
            324,
            194,
            64,
            324
        ],
        [
            10320,
            1585,
            8735,
            10320,
            1585,
            8735
        ],
        [
            601.775395,
            601.775395,
            664.192061,
            601.775395,
            601.775395,
            664.192061
        ],
        [
            7,
            3,
            12,
            7,
            3,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491369,
            -203012,
            -147339,
            480170,
            -211997,
            -123232
        ]
    ]
}
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": 1669147200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759667794097,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)