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Trade: XMR/USDT/60/HWMA/SMA/9134

Strategy
XMR/USDT/60/HWMA/SMA/9134
Pair
XMR_USDT
Interval
1h
Score
502022
Daily Profit
0.237922
Profit Factor
1.730198
Profitability
81.528662
Streak
591.251140
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 06:01
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 109225.1278 55224.4775 54000.6502 169550.2105 60658.2433 108891.9672
Total P&L (%) 109.2251 55.2245 54.0007 169.5502 60.6582 108.892
Avg Daily Profit (%) 0.2379 0.1203 0.1176 0.2162 0.1033 0.1606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26031 -16945 -20879 -54927 -54927 -32493
Profit Factor 1.7302 1.7311 1.7293 1.6446 1.4033 1.9669
Total Trades 314 157 157 314 157 157
Winning Trades 256 126 130 256 126 130
Losing Trades 58 31 27 58 31 27
Profitability (%) 81.5287 80.2548 82.8025 81.5287 80.2548 82.8025
Ratio Avg Win / Avg Loss 0.392 0.4259 0.3592 0.3726 0.3452 0.4085
Largest Winning Trade 10989 4721 10989 32093 7386 32093
Largest Losing Trade -20879 -16945 -20879 -54927 -54927 -32493
Avg Bars in Trades 34 32 35 34 32 35
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 111 101 123 111 101 123
Bars Traded 10694 5087 5607 10694 5087 5607
Profit Streak 591.2511 0 600.3345 591.2511 0 600.3345
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502022 -28924 -31244 489399 -52917 487223

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": 1669302000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758855698532,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3827,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "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": [
        [
            109225.1277557358,
            55224.4775309596,
            54000.6502247763,
            169550.2104864873,
            60658.2433196412,
            108891.9671668462
        ],
        [
            109.225128,
            55.224478,
            54.00065,
            169.55021,
            60.658243,
            108.891967
        ],
        [
            0.237922,
            0.120294,
            0.117628,
            0.216227,
            0.103327,
            0.16059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26031,
            -16945,
            -20879,
            -54927,
            -54927,
            -32493
        ],
        [
            1.730198,
            1.731122,
            1.729256,
            1.644571,
            1.403263,
            1.966855
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            256,
            126,
            130,
            256,
            126,
            130
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            81.528662,
            80.254777,
            82.802548,
            81.528662,
            80.254777,
            82.802548
        ],
        [
            0.391998,
            0.425911,
            0.359153,
            0.372598,
            0.345247,
            0.408501
        ],
        [
            10989,
            4721,
            10989,
            32093,
            7386,
            32093
        ],
        [
            -20879,
            -16945,
            -20879,
            -54927,
            -54927,
            -32493
        ],
        [
            34,
            32,
            35,
            34,
            32,
            35
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            111,
            101,
            123,
            111,
            101,
            123
        ],
        [
            10694,
            5087,
            5607,
            10694,
            5087,
            5607
        ],
        [
            591.25114,
            0,
            600.334474,
            591.25114,
            0,
            600.334474
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502022,
            -28924,
            -31244,
            489399,
            -52917,
            487223
        ]
    ]
}
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": 1669302000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758855698532,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3827,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "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)