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Trade: XMR/USDT/120/HWMA/HILO/2570

Strategy
XMR/USDT/120/HWMA/HILO/2570
Pair
XMR_USDT
Interval
2h
Score
303664
Daily Profit
0.180470
Profit Factor
1.211735
Profitability
63.613232
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-29 22:29
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 270704.5011 235993.4483 34711.0528 281505.1827 196028.7105 85476.4722
Total P&L (%) 270.7045 235.9934 34.7111 281.5052 196.0287 85.4765
Avg Daily Profit (%) 0.1805 0.1573 0.0231 0.0893 0.0724 0.0412
Buy And Hold Return (%) 103.8818 103.8818 103.8818 103.8818 103.8818 103.8818
Max Trade Drawdown -116145 -78332 -79021 -976628 -682448 -435820
Profit Factor 1.2117 1.4225 1.0482 1.0516 1.0758 1.0298
Total Trades 786 393 393 786 393 393
Winning Trades 500 262 238 500 262 238
Losing Trades 286 131 155 286 131 155
Profitability (%) 63.6132 66.6667 60.5598 63.6132 66.6667 60.5598
Ratio Avg Win / Avg Loss 0.6931 0.7113 0.6827 0.6015 0.5379 0.6707
Largest Winning Trade 30358 25485 30358 117252 83226 117252
Largest Losing Trade -39035 -36008 -39035 -236686 -236686 -200545
Avg Bars in Trades 22 20 25 22 20 25
Avg Bars in Winners 14 14 15 14 14 15
Avg Bars in Losers 37 32 40 37 32 40
Bars Traded 17948 8037 9911 17948 8037 9911
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 303664 190153 -493742 -235995 -238849 -489955
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578880800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759174165965,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13206,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            270704.5010506012,
            235993.4482738554,
            34711.0527767457,
            281505.1827284149,
            196028.7105009061,
            85476.4722275085
        ],
        [
            270.704501,
            235.993448,
            34.711053,
            281.505183,
            196.028711,
            85.476472
        ],
        [
            0.18047,
            0.157329,
            0.023141,
            0.089303,
            0.072379,
            0.041192
        ],
        [
            103.881828,
            103.881828,
            103.881828,
            103.881828,
            103.881828,
            103.881828
        ],
        [
            -116145,
            -78332,
            -79021,
            -976628,
            -682448,
            -435820
        ],
        [
            1.211735,
            1.4225,
            1.048214,
            1.05158,
            1.075773,
            1.029777
        ],
        [
            786,
            393,
            393,
            786,
            393,
            393
        ],
        [
            500,
            262,
            238,
            500,
            262,
            238
        ],
        [
            286,
            131,
            155,
            286,
            131,
            155
        ],
        [
            63.613232,
            66.666667,
            60.559796,
            63.613232,
            66.666667,
            60.559796
        ],
        [
            0.693113,
            0.71125,
            0.68266,
            0.601504,
            0.537886,
            0.670653
        ],
        [
            30358,
            25485,
            30358,
            117252,
            83226,
            117252
        ],
        [
            -39035,
            -36008,
            -39035,
            -236686,
            -236686,
            -200545
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            37,
            32,
            40,
            37,
            32,
            40
        ],
        [
            17948,
            8037,
            9911,
            17948,
            8037,
            9911
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303664,
            190153,
            -493742,
            -235995,
            -238849,
            -489955
        ]
    ]
}
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": 1578880800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759174165965,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13206,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)