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Trade: XMR/USDT/60/FWMA/KCB/8019

Strategy
XMR/USDT/60/FWMA/KCB/8019
Pair
XMR_USDT
Interval
1h
Score
523842
Daily Profit
0.204483
Profit Factor
1.450879
Profitability
79.918033
Streak
598.027673
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 00:39
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 93874.2036 47527.8569 46346.3468 127696.9294 47504.6573 80192.2721
Total P&L (%) 93.8742 47.5279 46.3463 127.6969 47.5047 80.1923
Avg Daily Profit (%) 0.2045 0.1035 0.101 0.1794 0.0847 0.1284
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25962 -25962 -19910 -67235 -67235 -26287
Profit Factor 1.4509 1.4438 1.4584 1.4065 1.264 1.5976
Total Trades 488 244 244 488 244 244
Winning Trades 390 195 195 390 195 195
Losing Trades 98 49 49 98 49 49
Profitability (%) 79.918 79.918 79.918 79.918 79.918 79.918
Ratio Avg Win / Avg Loss 0.3646 0.3628 0.3665 0.3534 0.3176 0.4014
Largest Winning Trade 3735 3735 3470 6485 6485 6341
Largest Losing Trade -25962 -25962 -19710 -67235 -67235 -26024
Avg Bars in Trades 22 20 23 22 20 23
Avg Bars in Winners 10 10 11 10 10 11
Avg Bars in Losers 66 63 69 66 63 69
Bars Traded 10758 5106 5652 10758 5106 5652
Profit Streak 598.0277 598.0277 601.6527 598.0277 598.0277 601.6527
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523842 -52052 -54715 496362 -78531 -15957
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959590968,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            93874.2036390345,
            47527.8568708306,
            46346.3467682037,
            127696.9293706035,
            47504.6572760151,
            80192.2720945883
        ],
        [
            93.874204,
            47.527857,
            46.346347,
            127.696929,
            47.504657,
            80.192272
        ],
        [
            0.204483,
            0.103528,
            0.100955,
            0.179399,
            0.084703,
            0.128351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25962,
            -25962,
            -19910,
            -67235,
            -67235,
            -26287
        ],
        [
            1.450879,
            1.443762,
            1.458419,
            1.406505,
            1.264014,
            1.597552
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            79.918033,
            79.918033,
            79.918033,
            79.918033,
            79.918033,
            79.918033
        ],
        [
            0.36458,
            0.362791,
            0.366475,
            0.353429,
            0.317624,
            0.401436
        ],
        [
            3735,
            3735,
            3470,
            6485,
            6485,
            6341
        ],
        [
            -25962,
            -25962,
            -19710,
            -67235,
            -67235,
            -26024
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            10758,
            5106,
            5652,
            10758,
            5106,
            5652
        ],
        [
            598.027673,
            598.027673,
            601.652673,
            598.027673,
            598.027673,
            601.652673
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523842,
            -52052,
            -54715,
            496362,
            -78531,
            -15957
        ]
    ]
}
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759959590968,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 73,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)