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Trade: XMR/USDT/60/HWMA/JMA/8030

Strategy
XMR/USDT/60/HWMA/JMA/8030
Pair
XMR_USDT
Interval
1h
Score
313346
Daily Profit
0.149378
Profit Factor
1.279680
Profitability
62.500000
Streak
597.886063
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 19:15
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 68576.4451 34816.5835 33759.8616 77538.823 27689.8426 49848.9804
Total P&L (%) 68.5764 34.8166 33.7599 77.5388 27.6898 49.849
Avg Daily Profit (%) 0.1494 0.0758 0.0735 0.1251 0.0533 0.0881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29027 -24089 -17534 -63626 -52943 -24162
Profit Factor 1.2797 1.2897 1.27 1.2149 1.1496 1.2838
Total Trades 464 232 232 464 232 232
Winning Trades 290 152 138 290 152 138
Losing Trades 174 80 94 174 80 94
Profitability (%) 62.5 65.5172 59.4828 62.5 65.5172 59.4828
Ratio Avg Win / Avg Loss 0.7678 0.6788 0.8651 0.729 0.6051 0.8744
Largest Winning Trade 6539 3914 6539 9100 6609 9100
Largest Losing Trade -22846 -22846 -14510 -50206 -50206 -20266
Avg Bars in Trades 23 21 24 23 21 24
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 38 37 39 38 37 39
Bars Traded 10759 4985 5774 10759 4985 5774
Profit Streak 597.8861 0 608.9277 597.8861 0 608.9277
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313346 -93554 -96564 -23947 -180555 -75579
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": 1669514400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940155827,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.41213,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 219,
            "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": [
        [
            68576.4450960009,
            34816.5834710746,
            33759.8616249266,
            77538.8230027816,
            27689.8425689,
            49848.9804338815
        ],
        [
            68.576445,
            34.816583,
            33.759862,
            77.538823,
            27.689843,
            49.84898
        ],
        [
            0.149378,
            0.07584,
            0.073538,
            0.125115,
            0.053258,
            0.088141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29027,
            -24089,
            -17534,
            -63626,
            -52943,
            -24162
        ],
        [
            1.27968,
            1.289717,
            1.270033,
            1.214931,
            1.149607,
            1.283751
        ],
        [
            464,
            232,
            232,
            464,
            232,
            232
        ],
        [
            290,
            152,
            138,
            290,
            152,
            138
        ],
        [
            174,
            80,
            94,
            174,
            80,
            94
        ],
        [
            62.5,
            65.517241,
            59.482759,
            62.5,
            65.517241,
            59.482759
        ],
        [
            0.767808,
            0.678798,
            0.865095,
            0.728958,
            0.605056,
            0.874439
        ],
        [
            6539,
            3914,
            6539,
            9100,
            6609,
            9100
        ],
        [
            -22846,
            -22846,
            -14510,
            -50206,
            -50206,
            -20266
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            10759,
            4985,
            5774,
            10759,
            4985,
            5774
        ],
        [
            597.886063,
            0,
            608.927729,
            597.886063,
            0,
            608.927729
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313346,
            -93554,
            -96564,
            -23947,
            -180555,
            -75579
        ]
    ]
}
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": 1669514400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940155827,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.41213,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 219,
            "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)