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Trade: XMR/USDT/240/HWMA/DCU/4184

Strategy
XMR/USDT/240/HWMA/DCU/4184
Pair
XMR_USDT
Interval
4h
Score
327005
Daily Profit
0.182564
Profit Factor
1.551968
Profitability
66.666667
Streak
609.911279
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-30 20:52
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329040.0287 279540.6548 49499.3739 742142.9894 418623.4121 323519.5773
Total P&L (%) 329.04 279.5407 49.4994 742.143 418.6234 323.5196
Avg Daily Profit (%) 0.1826 0.1551 0.0275 0.1183 0.0914 0.0801
Buy And Hold Return (%) 129.4163 129.4163 129.4163 129.4163 129.4163 129.4163
Max Trade Drawdown -71445 -71236 -23984 -1055854 -1118037 -100130
Profit Factor 1.552 1.6339 1.3191 1.1834 1.1281 1.4151
Total Trades 321 160 161 321 160 161
Winning Trades 214 120 94 214 120 94
Losing Trades 107 40 67 107 40 67
Profitability (%) 66.6667 75 58.3851 66.6667 75 58.3851
Ratio Avg Win / Avg Loss 0.776 0.5446 0.9402 0.5917 0.376 1.0086
Largest Winning Trade 28346 28346 7292 269961 269961 63601
Largest Losing Trade -47967 -47967 -10140 -564791 -564791 -80059
Avg Bars in Trades 33 62 3 33 62 3
Avg Bars in Winners 21 35 3 21 35 3
Avg Bars in Losers 56 145 3 56 145 3
Bars Traded 10628 10076 552 10628 10076 552
Profit Streak 609.9113 609.9113 646.4113 609.9113 609.9113 646.4113
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327005 210162 -320821 -50842 -151072 -86140
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1553630400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759254734495,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.80415,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 71,
            "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": [
        [
            329040.0287409683,
            279540.6548263655,
            49499.373914603,
            742142.9894214701,
            418623.4121179899,
            323519.5773034799
        ],
        [
            329.040029,
            279.540655,
            49.499374,
            742.142989,
            418.623412,
            323.519577
        ],
        [
            0.182564,
            0.1551,
            0.027464,
            0.118294,
            0.091368,
            0.080119
        ],
        [
            129.416312,
            129.416312,
            129.416312,
            129.416312,
            129.416312,
            129.416312
        ],
        [
            -71445,
            -71236,
            -23984,
            -1055854,
            -1118037,
            -100130
        ],
        [
            1.551968,
            1.6339,
            1.31907,
            1.183352,
            1.12809,
            1.415067
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            214,
            120,
            94,
            214,
            120,
            94
        ],
        [
            107,
            40,
            67,
            107,
            40,
            67
        ],
        [
            66.666667,
            75,
            58.385093,
            66.666667,
            75,
            58.385093
        ],
        [
            0.775984,
            0.544633,
            0.940188,
            0.591676,
            0.37603,
            1.008611
        ],
        [
            28346,
            28346,
            7292,
            269961,
            269961,
            63601
        ],
        [
            -47967,
            -47967,
            -10140,
            -564791,
            -564791,
            -80059
        ],
        [
            33,
            62,
            3,
            33,
            62,
            3
        ],
        [
            21,
            35,
            3,
            21,
            35,
            3
        ],
        [
            56,
            145,
            3,
            56,
            145,
            3
        ],
        [
            10628,
            10076,
            552,
            10628,
            10076,
            552
        ],
        [
            609.911279,
            609.911279,
            646.411279,
            609.911279,
            609.911279,
            646.411279
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327005,
            210162,
            -320821,
            -50842,
            -151072,
            -86140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1553630400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759254734495,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.80415,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 71,
            "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)