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Trade: XMR/USDT/60/HWMA/MIDPOINT/4960

Strategy
XMR/USDT/60/HWMA/MIDPOINT/4960
Pair
XMR_USDT
Interval
1h
Score
587468
Daily Profit
0.241856
Profit Factor
1.554544
Profitability
69.700461
Streak
590.859140
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-28 03:37
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 111031.3515 55383.999 55647.3525 177752.1255 66836.3747 110915.7508
Total P&L (%) 111.0314 55.384 55.6474 177.7521 66.8364 110.9158
Avg Daily Profit (%) 0.2419 0.1206 0.1212 0.2228 0.1116 0.1627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21969 -13338 -20785 -32523 -38399 -30345
Profit Factor 1.5545 1.6033 1.5132 1.5678 1.4246 1.7127
Total Trades 868 434 434 868 434 434
Winning Trades 605 307 298 605 307 298
Losing Trades 263 127 136 263 127 136
Profitability (%) 69.7005 70.7373 68.6636 69.7005 70.7373 68.6636
Ratio Avg Win / Avg Loss 0.6758 0.6633 0.6906 0.6816 0.5893 0.7816
Largest Winning Trade 10667 4081 10667 28310 6196 28310
Largest Losing Trade -19419 -9450 -19419 -28663 -27757 -28663
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 5 5 6 5 5 6
Avg Bars in Losers 27 25 28 27 25 28
Bars Traded 10695 4787 5908 10695 4787 5908
Profit Streak 590.8591 592.4841 590.8591 590.8591 592.4841 590.8591
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 587468 -27518 -27819 584521 -40226 445459
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": 1669356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759019829732,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86764,
            "nb": 0.55109,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 175,
            "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": [
        [
            111031.3515044366,
            55383.9990015037,
            55647.3525029332,
            177752.1254937318,
            66836.3746568922,
            110915.7508368399
        ],
        [
            111.031352,
            55.383999,
            55.647353,
            177.752125,
            66.836375,
            110.915751
        ],
        [
            0.241856,
            0.120641,
            0.121215,
            0.222771,
            0.111555,
            0.162694
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21969,
            -13338,
            -20785,
            -32523,
            -38399,
            -30345
        ],
        [
            1.554544,
            1.603321,
            1.513246,
            1.56784,
            1.424597,
            1.712731
        ],
        [
            868,
            434,
            434,
            868,
            434,
            434
        ],
        [
            605,
            307,
            298,
            605,
            307,
            298
        ],
        [
            263,
            127,
            136,
            263,
            127,
            136
        ],
        [
            69.700461,
            70.737327,
            68.663594,
            69.700461,
            70.737327,
            68.663594
        ],
        [
            0.675777,
            0.663263,
            0.690609,
            0.681557,
            0.589328,
            0.781649
        ],
        [
            10667,
            4081,
            10667,
            28310,
            6196,
            28310
        ],
        [
            -19419,
            -9450,
            -19419,
            -28663,
            -27757,
            -28663
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            10695,
            4787,
            5908,
            10695,
            4787,
            5908
        ],
        [
            590.85914,
            592.48414,
            590.85914,
            590.85914,
            592.48414,
            590.85914
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587468,
            -27518,
            -27819,
            584521,
            -40226,
            445459
        ]
    ]
}
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": 1669356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759019829732,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86764,
            "nb": 0.55109,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 175,
            "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)