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Trade: XMR/USDT/60/HMA/MIDPRICE/1579

Strategy
XMR/USDT/60/HMA/MIDPRICE/1579
Pair
XMR_USDT
Interval
1h
Score
346238
Daily Profit
0.172683
Profit Factor
1.590109
Profitability
68.939394
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 12:14
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 79275.2797 37383.8155 41891.4643 87773.0323 36499.6102 51273.4221
Total P&L (%) 79.2753 37.3838 41.8915 87.773 36.4996 51.2734
Avg Daily Profit (%) 0.1727 0.0814 0.0913 0.1373 0.0678 0.0902
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34686 -17827 -24775 -40541 -21690 -26708
Profit Factor 1.5901 1.6097 1.5736 1.5977 1.4988 1.6959
Total Trades 132 66 66 132 66 66
Winning Trades 91 45 46 91 45 46
Losing Trades 41 21 20 41 21 20
Profitability (%) 68.9394 68.1818 69.697 68.9394 68.1818 69.697
Ratio Avg Win / Avg Loss 0.7164 0.7512 0.6842 0.7198 0.6994 0.7374
Largest Winning Trade 33916 23608 33916 39733 37037 39733
Largest Losing Trade -19120 -10574 -19120 -20609 -16233 -20609
Avg Bars in Trades 81 71 91 81 71 91
Avg Bars in Winners 57 52 62 57 52 62
Avg Bars in Losers 134 111 158 134 111 158
Bars Traded 10737 4704 6033 10737 4704 6033
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346238 -209004 -195494 -7411 -227896 -195740
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": 1669600800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760087672943,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            79275.2797350934,
            37383.8154672981,
            41891.4642677953,
            87773.032332132,
            36499.6102163506,
            51273.4221157814
        ],
        [
            79.27528,
            37.383815,
            41.891464,
            87.773032,
            36.49961,
            51.273422
        ],
        [
            0.172683,
            0.081432,
            0.091251,
            0.137339,
            0.0678,
            0.090203
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34686,
            -17827,
            -24775,
            -40541,
            -21690,
            -26708
        ],
        [
            1.590109,
            1.609718,
            1.573645,
            1.597679,
            1.498759,
            1.695936
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            68.939394,
            68.181818,
            69.69697,
            68.939394,
            68.181818,
            69.69697
        ],
        [
            0.716423,
            0.751202,
            0.684193,
            0.719834,
            0.699421,
            0.737363
        ],
        [
            33916,
            23608,
            33916,
            39733,
            37037,
            39733
        ],
        [
            -19120,
            -10574,
            -19120,
            -20609,
            -16233,
            -20609
        ],
        [
            81,
            71,
            91,
            81,
            71,
            91
        ],
        [
            57,
            52,
            62,
            57,
            52,
            62
        ],
        [
            134,
            111,
            158,
            134,
            111,
            158
        ],
        [
            10737,
            4704,
            6033,
            10737,
            4704,
            6033
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346238,
            -209004,
            -195494,
            -7411,
            -227896,
            -195740
        ]
    ]
}
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": 1669600800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760087672943,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)