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Trade: XMR/USDT/60/HLC3/PWMA/4307

Strategy
XMR/USDT/60/HLC3/PWMA/4307
Pair
XMR_USDT
Interval
1h
Score
367504
Daily Profit
0.149274
Profit Factor
1.394844
Profitability
72.588832
Streak
606.452886
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 00:52
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68528.651 36014.2439 32514.4071 73814.9414 29602.4563 44212.4851
Total P&L (%) 68.5287 36.0142 32.5144 73.8149 29.6025 44.2125
Avg Daily Profit (%) 0.1493 0.0784 0.0708 0.1205 0.0565 0.0798
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32704 -28232 -21687 -68146 -58773 -33794
Profit Factor 1.3948 1.4396 1.3549 1.286 1.2262 1.3476
Total Trades 394 197 197 394 197 197
Winning Trades 286 143 143 286 143 143
Losing Trades 108 54 54 108 54 54
Profitability (%) 72.5888 72.5888 72.5888 72.5888 72.5888 72.5888
Ratio Avg Win / Avg Loss 0.5267 0.5436 0.5116 0.4856 0.463 0.5089
Largest Winning Trade 8752 7428 8752 12182 9631 12182
Largest Losing Trade -28232 -28232 -18539 -58773 -58773 -29675
Avg Bars in Trades 27 26 27 27 26 27
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 55 55 56 55 55 56
Bars Traded 10696 5244 5452 10696 5244 5452
Profit Streak 606.4529 0 608.4946 606.4529 0 608.4946
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367504 -88597 -98258 -28734 -119737 -85319
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669449600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760219529377,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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": [
        [
            68528.6509840387,
            36014.2439330525,
            32514.4070509865,
            73814.9414388413,
            29602.4563341832,
            44212.4851046581
        ],
        [
            68.528651,
            36.014244,
            32.514407,
            73.814941,
            29.602456,
            44.212485
        ],
        [
            0.149274,
            0.078449,
            0.070825,
            0.120492,
            0.056499,
            0.079782
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32704,
            -28232,
            -21687,
            -68146,
            -58773,
            -33794
        ],
        [
            1.394844,
            1.439557,
            1.354861,
            1.286036,
            1.226173,
            1.347643
        ],
        [
            394,
            197,
            197,
            394,
            197,
            197
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            72.588832,
            72.588832,
            72.588832,
            72.588832,
            72.588832,
            72.588832
        ],
        [
            0.526724,
            0.543609,
            0.511626,
            0.485636,
            0.46303,
            0.5089
        ],
        [
            8752,
            7428,
            8752,
            12182,
            9631,
            12182
        ],
        [
            -28232,
            -28232,
            -18539,
            -58773,
            -58773,
            -29675
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            55,
            55,
            56,
            55,
            55,
            56
        ],
        [
            10696,
            5244,
            5452,
            10696,
            5244,
            5452
        ],
        [
            606.452886,
            0,
            608.494553,
            606.452886,
            0,
            608.494553
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367504,
            -88597,
            -98258,
            -28734,
            -119737,
            -85319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669449600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760219529377,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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)