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Trade: XMR/USDT/60/HWMA/VWMA/9145

Strategy
XMR/USDT/60/HWMA/VWMA/9145
Pair
XMR_USDT
Interval
1h
Score
596041
Daily Profit
0.275756
Profit Factor
1.705121
Profitability
77.554180
Streak
590.207651
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-28 14:59
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 126594.0121 63259.9534 63334.0587 224534.6588 91943.5789 132591.0799
Total P&L (%) 126.594 63.26 63.3341 224.5347 91.9436 132.5911
Avg Daily Profit (%) 0.2758 0.1378 0.138 0.2568 0.1421 0.184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25202 -13501 -21281 -41173 -38475 -34199
Profit Factor 1.7051 1.7244 1.6869 1.7654 1.5869 1.9699
Total Trades 646 323 323 646 323 323
Winning Trades 501 255 246 501 255 246
Losing Trades 145 68 77 145 68 77
Profitability (%) 77.5542 78.9474 76.161 77.5542 78.9474 76.161
Ratio Avg Win / Avg Loss 0.4935 0.4598 0.528 0.5109 0.4232 0.6166
Largest Winning Trade 11042 5796 11042 28337 14436 28337
Largest Losing Trade -18069 -13501 -18069 -38475 -38475 -29763
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 47 48 47 47 48 47
Bars Traded 10695 5116 5579 10695 5116 5579
Profit Streak 590.2077 594.9993 590.2077 590.2077 594.9993 590.2077
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 596041 -3286 -4266 594384 94363 470524
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": 1669298400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759060741051,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.67206,
            "nb": 0.37887,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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": [
        [
            126594.0120615875,
            63259.953374237,
            63334.0586873506,
            224534.658810718,
            91943.5788945673,
            132591.0799161505
        ],
        [
            126.594012,
            63.259953,
            63.334059,
            224.534659,
            91.943579,
            132.59108
        ],
        [
            0.275756,
            0.137797,
            0.137959,
            0.25676,
            0.142131,
            0.184039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25202,
            -13501,
            -21281,
            -41173,
            -38475,
            -34199
        ],
        [
            1.705121,
            1.724351,
            1.686906,
            1.765401,
            1.586922,
            1.96993
        ],
        [
            646,
            323,
            323,
            646,
            323,
            323
        ],
        [
            501,
            255,
            246,
            501,
            255,
            246
        ],
        [
            145,
            68,
            77,
            145,
            68,
            77
        ],
        [
            77.55418,
            78.947368,
            76.160991,
            77.55418,
            78.947368,
            76.160991
        ],
        [
            0.493498,
            0.459827,
            0.528015,
            0.510944,
            0.423179,
            0.616604
        ],
        [
            11042,
            5796,
            11042,
            28337,
            14436,
            28337
        ],
        [
            -18069,
            -13501,
            -18069,
            -38475,
            -38475,
            -29763
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            47,
            48,
            47,
            47,
            48,
            47
        ],
        [
            10695,
            5116,
            5579,
            10695,
            5116,
            5579
        ],
        [
            590.207651,
            594.999317,
            590.207651,
            590.207651,
            594.999318,
            590.207651
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            596041,
            -3286,
            -4266,
            594384,
            94363,
            470524
        ]
    ]
}
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": 1669298400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759060741051,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.67206,
            "nb": 0.37887,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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)