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Trade: XMR/USDT/240/LINREG/HWMA/1819

Strategy
XMR/USDT/240/LINREG/HWMA/1819
Pair
XMR_USDT
Interval
4h
Score
361713
Daily Profit
0.222296
Profit Factor
1.314176
Profitability
52.380952
Streak
596.891542
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-26 08:23
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 400650.4314 317351.6218 83298.8096 1172838.4797 1309561.5157 -136723.036
Total P&L (%) 400.6504 317.3516 83.2988 1172.8385 1309.5615 -136.723
Avg Daily Profit (%) 0.2223 0.1761 0.0462 0.1412 0.1469 0
Buy And Hold Return (%) 122.9108 122.9108 122.9108 122.9108 122.9108 122.9108
Max Trade Drawdown -127028 -65630 -82098 -3253064 -1628997 -2045620
Profit Factor 1.3142 1.5446 1.1203 1.0702 1.1647 0.9844
Total Trades 651 326 325 651 326 325
Winning Trades 341 181 160 341 181 160
Losing Trades 310 145 165 310 145 165
Profitability (%) 52.381 55.5215 49.2308 52.381 55.5215 49.2308
Ratio Avg Win / Avg Loss 1.1947 1.2374 1.1553 0.9729 0.9331 1.0151
Largest Winning Trade 40175 40175 34428 883866 489333 883866
Largest Losing Trade -18138 -18138 -17516 -746038 -746038 -484028
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 16 17 15 16 17 15
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 10783 5545 5238 10783 5545 5238
Profit Streak 596.8915 596.8915 600.5582 596.8915 596.8915 600.5582
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361713 296591 -383097 -144088 -34759 -577030

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": 1552737600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758864229271,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            400650.4313648512,
            317351.6217803338,
            83298.8095845166,
            1172838.479748974,
            1309561.5157337838,
            -136723.0359848098
        ],
        [
            400.650431,
            317.351622,
            83.29881,
            1172.83848,
            1309.561516,
            -136.723036
        ],
        [
            0.222296,
            0.176079,
            0.046217,
            0.141241,
            0.14691,
            0
        ],
        [
            122.910798,
            122.910798,
            122.910798,
            122.910798,
            122.910798,
            122.910798
        ],
        [
            -127028,
            -65630,
            -82098,
            -3253064,
            -1628997,
            -2045620
        ],
        [
            1.314176,
            1.544613,
            1.120282,
            1.070207,
            1.164744,
            0.984386
        ],
        [
            651,
            326,
            325,
            651,
            326,
            325
        ],
        [
            341,
            181,
            160,
            341,
            181,
            160
        ],
        [
            310,
            145,
            165,
            310,
            145,
            165
        ],
        [
            52.380952,
            55.521472,
            49.230769,
            52.380952,
            55.521472,
            49.230769
        ],
        [
            1.194705,
            1.237397,
            1.15529,
            0.972916,
            0.933082,
            1.015148
        ],
        [
            40175,
            40175,
            34428,
            883866,
            489333,
            883866
        ],
        [
            -18138,
            -18138,
            -17516,
            -746038,
            -746038,
            -484028
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            10783,
            5545,
            5238,
            10783,
            5545,
            5238
        ],
        [
            596.891542,
            596.891542,
            600.558209,
            596.891542,
            596.891542,
            600.558209
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361713,
            296591,
            -383097,
            -144088,
            -34759,
            -577030
        ]
    ]
}
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": 1552737600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758864229271,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)