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Trade: XMR/USDT/240/HWMA/KCU/1593

Strategy
XMR/USDT/240/HWMA/KCU/1593
Pair
XMR_USDT
Interval
4h
Score
384702
Daily Profit
0.152115
Profit Factor
1.676781
Profitability
74.390244
Streak
724.188547
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-01 03:31
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 274161.7793 241430.4702 32731.3091 410711.7682 146910.6488 263801.1195
Total P&L (%) 274.1618 241.4305 32.7313 410.7118 146.9106 263.8011
Avg Daily Profit (%) 0.1521 0.134 0.0182 0.0905 0.0502 0.0717
Buy And Hold Return (%) 69.5957 69.5957 69.5957 69.5957 69.5957 69.5957
Max Trade Drawdown -112110 -66476 -45634 -423584 -489078 -111008
Profit Factor 1.6768 1.9387 1.2213 1.2507 1.1131 1.7768
Total Trades 164 82 82 164 82 82
Winning Trades 122 67 55 122 67 55
Losing Trades 42 15 27 42 15 27
Profitability (%) 74.3902 81.7073 67.0732 74.3902 81.7073 67.0732
Ratio Avg Win / Avg Loss 0.5773 0.434 0.5996 0.4306 0.2492 0.8722
Largest Winning Trade 39089 39089 17685 113041 113041 50358
Largest Losing Trade -52856 -52856 -34840 -360664 -360664 -104569
Avg Bars in Trades 60 111 10 60 111 10
Avg Bars in Winners 27 45 5 27 45 5
Avg Bars in Losers 157 402 21 157 402 21
Bars Traded 9983 9103 880 9983 9103 880
Profit Streak 724.1885 724.1885 825.0219 724.1885 724.1885 825.0219
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384702 -15532 -336777 -69384 -229354 -99395
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": 1554724800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759278690496,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24932,
            "nb": 0.54003,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            274161.77929882,
            241430.4702101891,
            32731.3090886309,
            410711.7682459535,
            146910.6487679501,
            263801.1194780039
        ],
        [
            274.161779,
            241.43047,
            32.731309,
            410.711768,
            146.910649,
            263.801119
        ],
        [
            0.152115,
            0.133955,
            0.018161,
            0.090515,
            0.050162,
            0.071679
        ],
        [
            69.595657,
            69.595657,
            69.595657,
            69.595657,
            69.595657,
            69.595657
        ],
        [
            -112110,
            -66476,
            -45634,
            -423584,
            -489078,
            -111008
        ],
        [
            1.676781,
            1.938675,
            1.221317,
            1.250728,
            1.113141,
            1.776799
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            122,
            67,
            55,
            122,
            67,
            55
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            74.390244,
            81.707317,
            67.073171,
            74.390244,
            81.707317,
            67.073171
        ],
        [
            0.577252,
            0.434032,
            0.599556,
            0.430578,
            0.249211,
            0.872247
        ],
        [
            39089,
            39089,
            17685,
            113041,
            113041,
            50358
        ],
        [
            -52856,
            -52856,
            -34840,
            -360664,
            -360664,
            -104569
        ],
        [
            60,
            111,
            10,
            60,
            111,
            10
        ],
        [
            27,
            45,
            5,
            27,
            45,
            5
        ],
        [
            157,
            402,
            21,
            157,
            402,
            21
        ],
        [
            9983,
            9103,
            880,
            9983,
            9103,
            880
        ],
        [
            724.188547,
            724.188547,
            825.021881,
            724.188547,
            724.188547,
            825.021881
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384702,
            -15532,
            -336777,
            -69384,
            -229354,
            -99395
        ]
    ]
}
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": 1554724800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759278690496,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24932,
            "nb": 0.54003,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)