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Trade: XMR/USDT/60/HWMA/PWMA/3329

Strategy
XMR/USDT/60/HWMA/PWMA/3329
Pair
XMR_USDT
Interval
1h
Score
358739
Daily Profit
0.149722
Profit Factor
1.437901
Profitability
68.617021
Streak
594.016752
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 23:24
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 68734.4939 36624.2205 32110.2734 71250.8792 27670.7687 43580.1105
Total P&L (%) 68.7345 36.6242 32.1103 71.2509 27.6708 43.5801
Avg Daily Profit (%) 0.1497 0.0798 0.0699 0.1173 0.0532 0.0788
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31823 -28404 -23300 -68566 -63527 -38621
Profit Factor 1.4379 1.494 1.3877 1.3012 1.2279 1.3785
Total Trades 188 94 94 188 94 94
Winning Trades 129 64 65 129 64 65
Losing Trades 59 30 29 59 30 29
Profitability (%) 68.617 68.0851 69.1489 68.617 68.0851 69.1489
Ratio Avg Win / Avg Loss 0.6576 0.7003 0.6191 0.5951 0.5756 0.615
Largest Winning Trade 9263 6477 9263 13573 9195 13573
Largest Losing Trade -28404 -28404 -22704 -63527 -63527 -38437
Avg Bars in Trades 56 55 58 56 55 58
Avg Bars in Winners 34 35 34 34 35 34
Avg Bars in Losers 104 97 112 104 97 112
Bars Traded 10696 5170 5526 10696 5170 5526
Profit Streak 594.0168 594.0168 599.3918 594.0168 594.0168 599.3918
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358739 -87219 -100866 -34080 -125042 -88064

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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918247417,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "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": [
        [
            68734.4938965572,
            36624.2205196766,
            32110.2733768805,
            71250.879180391,
            27670.768724782,
            43580.110455609
        ],
        [
            68.734494,
            36.624221,
            32.110273,
            71.250879,
            27.670769,
            43.58011
        ],
        [
            0.149722,
            0.079777,
            0.069945,
            0.117251,
            0.053226,
            0.078824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31823,
            -28404,
            -23300,
            -68566,
            -63527,
            -38621
        ],
        [
            1.437901,
            1.494006,
            1.387682,
            1.30122,
            1.227929,
            1.378495
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            68.617021,
            68.085106,
            69.148936,
            68.617021,
            68.085106,
            69.148936
        ],
        [
            0.657645,
            0.700315,
            0.61912,
            0.595131,
            0.575592,
            0.615021
        ],
        [
            9263,
            6477,
            9263,
            13573,
            9195,
            13573
        ],
        [
            -28404,
            -28404,
            -22704,
            -63527,
            -63527,
            -38437
        ],
        [
            56,
            55,
            58,
            56,
            55,
            58
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            104,
            97,
            112,
            104,
            97,
            112
        ],
        [
            10696,
            5170,
            5526,
            10696,
            5170,
            5526
        ],
        [
            594.016752,
            594.016752,
            599.391752,
            594.016752,
            594.016752,
            599.391752
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358739,
            -87219,
            -100866,
            -34080,
            -125042,
            -88064
        ]
    ]
}
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": 1669428000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758918247417,
    "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": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "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)