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Trade: XMR/USDT/720/HMA/HILO/7082

Strategy
XMR/USDT/720/HMA/HILO/7082
Pair
XMR_USDT
Interval
12h
Score
454151
Daily Profit
0.227992
Profit Factor
2.011633
Profitability
60.902256
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-11 11:17
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411183.4969 282880.2261 128303.2707 1743483.7892 500364.8293 1243118.9599
Total P&L (%) 411.1835 282.8802 128.3033 1743.4838 500.3648 1243.119
Avg Daily Profit (%) 0.228 0.1569 0.0711 0.1617 0.0994 0.1441
Buy And Hold Return (%) 31.3489 31.3489 31.3489 31.3489 31.3489 31.3489
Max Trade Drawdown -74530 -52635 -59919 -1894738 -1334428 -756332
Profit Factor 2.0116 2.3381 1.6578 1.3074 1.15 1.5321
Total Trades 133 67 66 133 67 66
Winning Trades 81 41 40 81 41 40
Losing Trades 52 26 26 52 26 26
Profitability (%) 60.9023 61.194 60.6061 60.9023 61.194 60.6061
Ratio Avg Win / Avg Loss 1.2914 1.4827 1.0776 0.8393 0.7293 0.9959
Largest Winning Trade 52791 52791 43280 604823 604823 464411
Largest Losing Trade -44767 -44767 -26980 -956564 -956564 -497163
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 26 25 27 26 25 27
Avg Bars in Losers 23 19 27 23 19 27
Bars Traded 3376 1548 1828 3376 1548 1828
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454151 -104357 -220590 295800 -231908 -122902
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560384000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760170648089,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "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": [
        [
            411183.4968603041,
            282880.2261270107,
            128303.2707332932,
            1743483.7891866802,
            500364.8292732922,
            1243118.9599133874
        ],
        [
            411.183497,
            282.880226,
            128.303271,
            1743.483789,
            500.364829,
            1243.11896
        ],
        [
            0.227992,
            0.156851,
            0.071141,
            0.161719,
            0.099432,
            0.144134
        ],
        [
            31.348899,
            31.348899,
            31.348899,
            31.348899,
            31.348899,
            31.348899
        ],
        [
            -74530,
            -52635,
            -59919,
            -1894738,
            -1334428,
            -756332
        ],
        [
            2.011633,
            2.338093,
            1.657798,
            1.307448,
            1.150046,
            1.532139
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            60.902256,
            61.19403,
            60.606061,
            60.902256,
            61.19403,
            60.606061
        ],
        [
            1.291419,
            1.482693,
            1.077569,
            0.839349,
            0.729298,
            0.99589
        ],
        [
            52791,
            52791,
            43280,
            604823,
            604823,
            464411
        ],
        [
            -44767,
            -44767,
            -26980,
            -956564,
            -956564,
            -497163
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            23,
            19,
            27,
            23,
            19,
            27
        ],
        [
            3376,
            1548,
            1828,
            3376,
            1548,
            1828
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454151,
            -104357,
            -220590,
            295800,
            -231908,
            -122902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560384000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760170648089,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "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)