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Trade: XMR/USDT/120/HWMA/BBM/8263

Strategy
XMR/USDT/120/HWMA/BBM/8263
Pair
XMR_USDT
Interval
2h
Score
594493
Daily Profit
0.151981
Profit Factor
1.218280
Profitability
77.666151
Streak
599.121140
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-09 23:54
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354056.1713 266260.0769 87796.0944 875693.4748 457421.1811 418272.2937
Total P&L (%) 354.0562 266.2601 87.7961 875.6935 457.4212 418.2723
Avg Daily Profit (%) 0.236 0.1775 0.0585 0.152 0.1146 0.1097
Buy And Hold Return (%) 97.9653 97.9653 97.9653 97.9653 97.9653 97.9653
Max Trade Drawdown -99359 -68229 -55123 -356093 -273755 -207773
Profit Factor 1.2635 1.4399 1.1189 1.2183 1.2358 1.2019
Total Trades 1294 647 647 1294 647 647
Winning Trades 1005 520 485 1005 520 485
Losing Trades 289 127 162 289 127 162
Profitability (%) 77.6662 80.3709 74.9614 77.6662 80.3709 74.9614
Ratio Avg Win / Avg Loss 0.3633 0.3517 0.3737 0.3503 0.3018 0.4015
Largest Winning Trade 12496 10896 12496 100489 41664 100489
Largest Losing Trade -41645 -41645 -37063 -156911 -156911 -118638
Avg Bars in Trades 13 12 15 13 12 15
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 17895 8071 9823 17895 8071 9823
Profit Streak 599.1211 0 602.3711 599.1211 0 602.3711
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522952 388185 -364241 594493 -36152 -42926
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578967200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043266475,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65144,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 3.65585
        }
    }
}
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": [
        [
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            266260.0768579173,
            87796.0944023427,
            875693.4747853347,
            457421.1810923265,
            418272.2936930081
        ],
        [
            354.056171,
            266.260077,
            87.796094,
            875.693475,
            457.421181,
            418.272294
        ],
        [
            0.236037,
            0.177507,
            0.058531,
            0.151981,
            0.114609,
            0.109749
        ],
        [
            97.96531,
            97.96531,
            97.96531,
            97.96531,
            97.96531,
            97.96531
        ],
        [
            -99359,
            -68229,
            -55123,
            -356093,
            -273755,
            -207773
        ],
        [
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            1.439889,
            1.118893,
            1.21828,
            1.235802,
            1.201875
        ],
        [
            1294,
            647,
            647,
            1294,
            647,
            647
        ],
        [
            1005,
            520,
            485,
            1005,
            520,
            485
        ],
        [
            289,
            127,
            162,
            289,
            127,
            162
        ],
        [
            77.666151,
            80.370943,
            74.96136,
            77.666151,
            80.370943,
            74.96136
        ],
        [
            0.363331,
            0.351665,
            0.373733,
            0.350331,
            0.301821,
            0.401451
        ],
        [
            12496,
            10896,
            12496,
            100489,
            41664,
            100489
        ],
        [
            -41645,
            -41645,
            -37063,
            -156911,
            -156911,
            -118638
        ],
        [
            13,
            12,
            15,
            13,
            12,
            15
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            17895,
            8071,
            9823,
            17895,
            8071,
            9823
        ],
        [
            599.121139,
            0,
            602.371139,
            599.12114,
            0,
            602.37114
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            522952,
            388185,
            -364241,
            594493,
            -36152,
            -42926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578967200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760043266475,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65144,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 3.65585
        }
    }
}

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)