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Trade: XMR/USDT/480/HWMA/FWMA/3836

Strategy
XMR/USDT/480/HWMA/FWMA/3836
Pair
XMR_USDT
Interval
8h
Score
375415
Daily Profit
0.177151
Profit Factor
1.324532
Profitability
56.507937
Streak
0.000000
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-10-10 02:22
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319461.8896 252109.9783 67351.9112 368526.1639 169201.7875 199324.3764
Total P&L (%) 319.4619 252.11 67.3519 368.5262 169.2018 199.3244
Avg Daily Profit (%) 0.1772 0.1398 0.0373 0.0857 0.0549 0.0608
Buy And Hold Return (%) 29.6276 29.6276 29.6276 29.6276 29.6276 29.6276
Max Trade Drawdown -79949 -59979 -90606 -314041 -276583 -119415
Profit Factor 1.3245 1.5458 1.1289 1.1522 1.1202 1.1968
Total Trades 315 158 157 315 158 157
Winning Trades 178 96 82 178 96 82
Losing Trades 137 62 75 137 62 75
Profitability (%) 56.5079 60.7595 52.2293 56.5079 60.7595 52.2293
Ratio Avg Win / Avg Loss 1.0194 0.9983 1.0325 0.8868 0.7234 1.0946
Largest Winning Trade 32378 25516 32378 95556 71886 95556
Largest Losing Trade -40819 -39701 -40819 -196167 -196167 -46983
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 5173 2596 2578 5173 2596 2578
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 375415 -4539 -225960 -130550 -208481 -115164
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760052176759,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07949,
            "nc": 0.60879
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 232,
            "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": [
        [
            319461.8895632621,
            252109.9783177873,
            67351.9112454744,
            368526.1639000478,
            169201.7875161329,
            199324.3763839146
        ],
        [
            319.46189,
            252.109978,
            67.351911,
            368.526164,
            169.201788,
            199.324376
        ],
        [
            0.177151,
            0.139802,
            0.037349,
            0.085679,
            0.05493,
            0.060815
        ],
        [
            29.627607,
            29.627607,
            29.627607,
            29.627607,
            29.627607,
            29.627607
        ],
        [
            -79949,
            -59979,
            -90606,
            -314041,
            -276583,
            -119415
        ],
        [
            1.324532,
            1.545773,
            1.128916,
            1.15222,
            1.120176,
            1.196755
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            178,
            96,
            82,
            178,
            96,
            82
        ],
        [
            137,
            62,
            75,
            137,
            62,
            75
        ],
        [
            56.507937,
            60.759494,
            52.229299,
            56.507937,
            60.759494,
            52.229299
        ],
        [
            1.019443,
            0.998312,
            1.032546,
            0.886821,
            0.723447,
            1.094593
        ],
        [
            32378,
            25516,
            32378,
            95556,
            71886,
            95556
        ],
        [
            -40819,
            -39701,
            -40819,
            -196167,
            -196167,
            -46983
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            5173,
            2596,
            2578,
            5173,
            2596,
            2578
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            375415,
            -4539,
            -225960,
            -130550,
            -208481,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760052176759,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07949,
            "nc": 0.60879
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 232,
            "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)