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Trade: XMR/USDT/60/WMA/HILO/7938

Strategy
XMR/USDT/60/WMA/HILO/7938
Pair
XMR_USDT
Interval
1h
Score
559566
Daily Profit
0.296580
Profit Factor
1.371146
Profitability
71.974522
Streak
596.949152
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 16:46
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 136154.1118 69555.3751 66598.7366 242125.9935 87840.8797 154285.1138
Total P&L (%) 136.1541 69.5554 66.5987 242.126 87.8409 154.2851
Avg Daily Profit (%) 0.2966 0.1515 0.1451 0.2683 0.1374 0.2035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28248 -21155 -17846 -102683 -81401 -27588
Profit Factor 1.3711 1.3727 1.3695 1.3423 1.2269 1.4819
Total Trades 785 392 393 785 392 393
Winning Trades 565 282 283 565 282 283
Losing Trades 220 110 110 220 110 110
Profitability (%) 71.9745 71.9388 72.0102 71.9745 71.9388 72.0102
Ratio Avg Win / Avg Loss 0.5339 0.5355 0.5323 0.5227 0.4786 0.576
Largest Winning Trade 10667 4038 10667 37072 11677 37072
Largest Losing Trade -20794 -20794 -16184 -79977 -79977 -23880
Avg Bars in Trades 13 11 16 13 11 16
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 28 22 34 28 22 34
Bars Traded 10974 4602 6372 10974 4602 6372
Profit Streak 596.9492 596.9492 599.8658 596.9492 596.9492 599.8658
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 559566 400509 162000 544516 -6803 447985
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759758406752,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            136154.1117686333,
            69555.3751411733,
            66598.73662746,
            242125.9934870111,
            87840.8797075356,
            154285.1137794755
        ],
        [
            136.154112,
            69.555375,
            66.598737,
            242.125993,
            87.84088,
            154.285114
        ],
        [
            0.29658,
            0.15151,
            0.14507,
            0.268288,
            0.137418,
            0.203502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28248,
            -21155,
            -17846,
            -102683,
            -81401,
            -27588
        ],
        [
            1.371146,
            1.372728,
            1.369508,
            1.342311,
            1.226891,
            1.481873
        ],
        [
            785,
            392,
            393,
            785,
            392,
            393
        ],
        [
            565,
            282,
            283,
            565,
            282,
            283
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            71.974522,
            71.938776,
            72.010178,
            71.974522,
            71.938776,
            72.010178
        ],
        [
            0.533898,
            0.535461,
            0.532318,
            0.52267,
            0.478574,
            0.575993
        ],
        [
            10667,
            4038,
            10667,
            37072,
            11677,
            37072
        ],
        [
            -20794,
            -20794,
            -16184,
            -79977,
            -79977,
            -23880
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            10974,
            4602,
            6372,
            10974,
            4602,
            6372
        ],
        [
            596.949152,
            596.949152,
            599.865819,
            596.949152,
            596.949152,
            599.865819
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            559566,
            400509,
            162000,
            544516,
            -6803,
            447985
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759758406752,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)