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Trade: XMR/USDT/60/HL2/PWMA/5670

Strategy
XMR/USDT/60/HL2/PWMA/5670
Pair
XMR_USDT
Interval
1h
Score
413181
Daily Profit
0.161464
Profit Factor
1.418464
Profitability
65.750000
Streak
610.086567
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 11:04
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 74124.728 38703.3858 35421.3422 86201.0082 32687.5472 53513.461
Total P&L (%) 74.1247 38.7034 35.4213 86.201 32.6875 53.5135
Avg Daily Profit (%) 0.1615 0.0843 0.0772 0.1355 0.0616 0.0934
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28239 -27297 -22493 -60631 -58389 -28134
Profit Factor 1.4185 1.4458 1.3922 1.3384 1.2401 1.4513
Total Trades 400 200 200 400 200 200
Winning Trades 263 139 124 263 139 124
Losing Trades 137 61 76 137 61 76
Profitability (%) 65.75 69.5 62 65.75 69.5 62
Ratio Avg Win / Avg Loss 0.7389 0.6345 0.8533 0.6972 0.5442 0.8895
Largest Winning Trade 7192 7192 6292 11860 11860 9588
Largest Losing Trade -27297 -27297 -18239 -58389 -58389 -26417
Avg Bars in Trades 26 26 27 26 26 27
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 44 48 41 44 48 41
Bars Traded 10694 5235 5459 10694 5235 5459
Profit Streak 610.0866 610.0866 615.2116 610.0866 610.0866 615.2116
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413181 -79562 -90653 -8436 -111593 -67093
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": 1669341600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760256279431,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "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": [
        [
            74124.7280149364,
            38703.3858495939,
            35421.3421653427,
            86201.0082027727,
            32687.5472483749,
            53513.4609543979
        ],
        [
            74.124728,
            38.703386,
            35.421342,
            86.201008,
            32.687547,
            53.513461
        ],
        [
            0.161464,
            0.084306,
            0.077157,
            0.135505,
            0.061626,
            0.093408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28239,
            -27297,
            -22493,
            -60631,
            -58389,
            -28134
        ],
        [
            1.418464,
            1.44579,
            1.392196,
            1.338428,
            1.240112,
            1.451304
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            263,
            139,
            124,
            263,
            139,
            124
        ],
        [
            137,
            61,
            76,
            137,
            61,
            76
        ],
        [
            65.75,
            69.5,
            62,
            65.75,
            69.5,
            62
        ],
        [
            0.738896,
            0.634483,
            0.853282,
            0.697204,
            0.544222,
            0.889509
        ],
        [
            7192,
            7192,
            6292,
            11860,
            11860,
            9588
        ],
        [
            -27297,
            -27297,
            -18239,
            -58389,
            -58389,
            -26417
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            44,
            48,
            41,
            44,
            48,
            41
        ],
        [
            10694,
            5235,
            5459,
            10694,
            5235,
            5459
        ],
        [
            610.086567,
            610.086567,
            615.211567,
            610.086567,
            610.086567,
            615.211567
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413181,
            -79562,
            -90653,
            -8436,
            -111593,
            -67093
        ]
    ]
}
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": 1669341600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760256279431,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "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)