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Trade: XMR/USDT/720/HWMA/KCU/2581

Strategy
XMR/USDT/720/HWMA/KCU/2581
Pair
XMR_USDT
Interval
12h
Score
522281
Daily Profit
0.226786
Profit Factor
2.818913
Profitability
55.454545
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-04 07:27
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 409008.8119 300361.0371 108647.7748 1787821.828 1268107.0972 519714.7307
Total P&L (%) 409.0088 300.361 108.6478 1787.8218 1268.1071 519.7147
Avg Daily Profit (%) 0.2268 0.1665 0.0602 0.163 0.1452 0.1012
Buy And Hold Return (%) 33.611 33.611 33.611 33.611 33.611 33.611
Max Trade Drawdown -42623 -42195 -37295 -744811 -680050 -527935
Profit Factor 2.8189 3.3854 2.0981 1.7459 2.0658 1.4306
Total Trades 110 55 55 110 55 55
Winning Trades 61 35 26 61 35 26
Losing Trades 49 20 29 49 20 29
Profitability (%) 55.4545 63.6364 47.2727 55.4545 63.6364 47.2727
Ratio Avg Win / Avg Loss 2.2644 1.9345 2.3401 1.4024 1.1804 1.5956
Largest Winning Trade 148149 148149 41566 519080 443211 519080
Largest Losing Trade -20245 -20245 -16322 -305078 -266899 -305078
Avg Bars in Trades 28 51 5 28 51 5
Avg Bars in Winners 32 50 8 32 50 8
Avg Bars in Losers 24 54 3 24 54 3
Bars Traded 3177 2856 321 3177 2856 321
Profit Streak 0 969.1857 0 0 969.1857 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522281 -163524 -292235 403120 -173363 -236310
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": 1563192000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759552047219,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 34,
            "na": 0.97739,
            "nb": 0.1,
            "nc": 0.38127
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            409008.8118777639,
            300361.0370507743,
            108647.7748269899,
            1787821.827952426,
            1268107.097231162,
            519714.7307212639
        ],
        [
            409.008812,
            300.361037,
            108.647775,
            1787.821828,
            1268.107097,
            519.714731
        ],
        [
            0.226786,
            0.166543,
            0.060243,
            0.163039,
            0.145157,
            0.101193
        ],
        [
            33.610986,
            33.610986,
            33.610986,
            33.610986,
            33.610986,
            33.610986
        ],
        [
            -42623,
            -42195,
            -37295,
            -744811,
            -680050,
            -527935
        ],
        [
            2.818913,
            3.385364,
            2.098051,
            1.745885,
            2.065768,
            1.430562
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            55.454545,
            63.636364,
            47.272727,
            55.454545,
            63.636364,
            47.272727
        ],
        [
            2.264373,
            1.934493,
            2.340134,
            1.402432,
            1.180439,
            1.595627
        ],
        [
            148149,
            148149,
            41566,
            519080,
            443211,
            519080
        ],
        [
            -20245,
            -20245,
            -16322,
            -305078,
            -266899,
            -305078
        ],
        [
            28,
            51,
            5,
            28,
            51,
            5
        ],
        [
            32,
            50,
            8,
            32,
            50,
            8
        ],
        [
            24,
            54,
            3,
            24,
            54,
            3
        ],
        [
            3177,
            2856,
            321,
            3177,
            2856,
            321
        ],
        [
            0,
            969.185732,
            0,
            0,
            969.185732,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522281,
            -163524,
            -292235,
            403120,
            -173363,
            -236310
        ]
    ]
}
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": 1563192000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759552047219,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 34,
            "na": 0.97739,
            "nb": 0.1,
            "nc": 0.38127
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)