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Trade: XMR/USDT/60/HLC3/HMA/5122

Strategy
XMR/USDT/60/HLC3/HMA/5122
Pair
XMR_USDT
Interval
1h
Score
414558
Daily Profit
0.155151
Profit Factor
1.424493
Profitability
72.402597
Streak
600.657588
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 13:46
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 71226.866 36252.0058 34974.8602 79645.3659 27758.282 51887.0839
Total P&L (%) 71.2269 36.252 34.9749 79.6454 27.7583 51.8871
Avg Daily Profit (%) 0.1552 0.079 0.0762 0.1277 0.0534 0.0911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29091 -26548 -20263 -64115 -58325 -29395
Profit Factor 1.4245 1.4114 1.439 1.3075 1.1864 1.4716
Total Trades 308 154 154 308 154 154
Winning Trades 223 117 106 223 117 106
Losing Trades 85 37 48 85 37 48
Profitability (%) 72.4026 75.974 68.8312 72.4026 75.974 68.8312
Ratio Avg Win / Avg Loss 0.543 0.4463 0.6516 0.4984 0.3752 0.6664
Largest Winning Trade 7852 7852 6477 12360 12360 8085
Largest Losing Trade -26548 -26548 -20263 -58325 -58325 -29395
Avg Bars in Trades 34 34 35 34 34 35
Avg Bars in Winners 19 21 18 19 21 18
Avg Bars in Losers 74 74 73 74 74 73
Bars Traded 10701 5239 5463 10701 5239 5463
Profit Streak 600.6576 601.8243 600.6576 600.6576 601.8243 600.6576
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414558 -87162 -91742 -18992 -138343 -70214
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": 1669381200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759661215661,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 113
        }
    }
}
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": [
        [
            71226.8660040443,
            36252.0058236642,
            34974.8601803804,
            79645.3659365407,
            27758.281993885,
            51887.0839426556
        ],
        [
            71.226866,
            36.252006,
            34.97486,
            79.645366,
            27.758282,
            51.887084
        ],
        [
            0.155151,
            0.078967,
            0.076185,
            0.127688,
            0.053375,
            0.091086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29091,
            -26548,
            -20263,
            -64115,
            -58325,
            -29395
        ],
        [
            1.424493,
            1.411387,
            1.438988,
            1.307531,
            1.186353,
            1.471579
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            223,
            117,
            106,
            223,
            117,
            106
        ],
        [
            85,
            37,
            48,
            85,
            37,
            48
        ],
        [
            72.402597,
            75.974026,
            68.831169,
            72.402597,
            75.974026,
            68.831169
        ],
        [
            0.542968,
            0.446336,
            0.651617,
            0.498386,
            0.375172,
            0.666375
        ],
        [
            7852,
            7852,
            6477,
            12360,
            12360,
            8085
        ],
        [
            -26548,
            -26548,
            -20263,
            -58325,
            -58325,
            -29395
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            74,
            74,
            73,
            74,
            74,
            73
        ],
        [
            10701,
            5239,
            5463,
            10701,
            5239,
            5463
        ],
        [
            600.657588,
            601.824255,
            600.657589,
            600.657589,
            601.824255,
            600.657589
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414558,
            -87162,
            -91742,
            -18992,
            -138343,
            -70214
        ]
    ]
}
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": 1669381200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759661215661,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 113
        }
    }
}

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)