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Trade: XMR/USDT/60/HWMA/MIDPRICE/5324

Strategy
XMR/USDT/60/HWMA/MIDPRICE/5324
Pair
XMR_USDT
Interval
1h
Score
614592
Daily Profit
0.289119
Profit Factor
1.832299
Profitability
80.111524
Streak
598.607544
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 07:34
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 132728.6254 64265.1806 68463.4448 243987.6537 88584.6941 155402.9595
Total P&L (%) 132.7286 64.2652 68.4634 243.9877 88.5847 155.403
Avg Daily Profit (%) 0.2891 0.14 0.1491 0.2695 0.1383 0.2045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20791 -15566 -20791 -54639 -57534 -31822
Profit Factor 1.8323 1.8481 1.818 1.8418 1.5669 2.1634
Total Trades 538 269 269 538 269 269
Winning Trades 431 215 216 431 215 216
Losing Trades 107 54 53 107 54 53
Profitability (%) 80.1115 79.9257 80.2974 80.1115 79.9257 80.2974
Ratio Avg Win / Avg Loss 0.4549 0.4642 0.4461 0.4572 0.3935 0.5308
Largest Winning Trade 10451 4038 10451 35933 6907 35933
Largest Losing Trade -20791 -9450 -20791 -35888 -35888 -31822
Avg Bars in Trades 19 17 22 19 17 22
Avg Bars in Winners 9 8 10 9 8 10
Avg Bars in Losers 61 51 70 61 51 70
Bars Traded 10663 4655 6008 10663 4655 6008
Profit Streak 598.6075 599.3992 598.6075 598.6075 599.3992 598.6075
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 614592 -330 426453 609204 -3182 512555
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": 1669284000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552491789,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79103,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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": [
        [
            132728.6254020121,
            64265.1806044012,
            68463.444797611,
            243987.6536709044,
            88584.6941399452,
            155402.959530959
        ],
        [
            132.728625,
            64.265181,
            68.463445,
            243.987654,
            88.584694,
            155.40296
        ],
        [
            0.289119,
            0.139987,
            0.149132,
            0.269474,
            0.13828,
            0.204459
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20791,
            -15566,
            -20791,
            -54639,
            -57534,
            -31822
        ],
        [
            1.832299,
            1.848077,
            1.818014,
            1.841767,
            1.566866,
            2.163363
        ],
        [
            538,
            269,
            269,
            538,
            269,
            269
        ],
        [
            431,
            215,
            216,
            431,
            215,
            216
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            80.111524,
            79.925651,
            80.297398,
            80.111524,
            79.925651,
            80.297398
        ],
        [
            0.454886,
            0.464168,
            0.446087,
            0.457237,
            0.393538,
            0.530825
        ],
        [
            10451,
            4038,
            10451,
            35933,
            6907,
            35933
        ],
        [
            -20791,
            -9450,
            -20791,
            -35888,
            -35888,
            -31822
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            61,
            51,
            70,
            61,
            51,
            70
        ],
        [
            10663,
            4655,
            6008,
            10663,
            4655,
            6008
        ],
        [
            598.607544,
            599.39921,
            598.607544,
            598.607544,
            599.399211,
            598.607544
        ],
        [
            4,
            2,
            2,
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            2,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            614592,
            -330,
            426453,
            609204,
            -3182,
            512555
        ]
    ]
}
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": 1669284000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759552491789,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79103,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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)