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Trade: XMR/USDT/60/WMA/LINREG/3042

Strategy
XMR/USDT/60/WMA/LINREG/3042
Pair
XMR_USDT
Interval
1h
Score
439693
Daily Profit
0.154378
Profit Factor
1.334335
Profitability
75.355450
Streak
594.633257
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 14:11
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 70871.9367 36087.4519 34784.4849 81722.7091 30268.0219 51454.6872
Total P&L (%) 70.8719 36.0875 34.7845 81.7227 30.268 51.4547
Avg Daily Profit (%) 0.1544 0.0786 0.0758 0.1302 0.0576 0.0905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32204 -25847 -20961 -57478 -57360 -26114
Profit Factor 1.3343 1.3307 1.3382 1.2632 1.1803 1.3607
Total Trades 422 211 211 422 211 211
Winning Trades 318 162 156 318 162 156
Losing Trades 104 49 55 104 49 55
Profitability (%) 75.3555 76.7773 73.9336 75.3555 76.7773 73.9336
Ratio Avg Win / Avg Loss 0.4364 0.4025 0.4718 0.4131 0.357 0.4797
Largest Winning Trade 5731 4179 5731 8071 8071 7212
Largest Losing Trade -24883 -24883 -18861 -55701 -55701 -23899
Avg Bars in Trades 25 24 25 25 24 25
Avg Bars in Winners 13 13 12 13 13 12
Avg Bars in Losers 61 61 62 61 61 62
Bars Traded 10698 5248 5450 10698 5248 5450
Profit Streak 594.6333 600.6749 594.6333 594.6333 600.6749 594.6333
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439693 -87191 -91692 -14665 -138445 -70512
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759403513378,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "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": [
        [
            70871.9367200998,
            36087.451851184,
            34784.4848689158,
            81722.7091397119,
            30268.0219220729,
            51454.6872176391
        ],
        [
            70.871937,
            36.087452,
            34.784485,
            81.722709,
            30.268022,
            51.454687
        ],
        [
            0.154378,
            0.078608,
            0.07577,
            0.130195,
            0.057615,
            0.090464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32204,
            -25847,
            -20961,
            -57478,
            -57360,
            -26114
        ],
        [
            1.334335,
            1.330702,
            1.33819,
            1.263179,
            1.180301,
            1.360716
        ],
        [
            422,
            211,
            211,
            422,
            211,
            211
        ],
        [
            318,
            162,
            156,
            318,
            162,
            156
        ],
        [
            104,
            49,
            55,
            104,
            49,
            55
        ],
        [
            75.35545,
            76.777251,
            73.933649,
            75.35545,
            76.777251,
            73.933649
        ],
        [
            0.436386,
            0.402496,
            0.471798,
            0.413115,
            0.357005,
            0.47974
        ],
        [
            5731,
            4179,
            5731,
            8071,
            8071,
            7212
        ],
        [
            -24883,
            -24883,
            -18861,
            -55701,
            -55701,
            -23899
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            61,
            61,
            62,
            61,
            61,
            62
        ],
        [
            10698,
            5248,
            5450,
            10698,
            5248,
            5450
        ],
        [
            594.633257,
            600.674923,
            594.633257,
            594.633257,
            600.674923,
            594.633257
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439693,
            -87191,
            -91692,
            -14665,
            -138445,
            -70512
        ]
    ]
}
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": 1669528800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759403513378,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "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)