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Trade: XMR/USDT/60/HMA/HILO/1422

Strategy
XMR/USDT/60/HMA/HILO/1422
Pair
XMR_USDT
Interval
1h
Score
500174
Daily Profit
0.232554
Profit Factor
1.307726
Profitability
69.800570
Streak
595.782637
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 13:47
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 106760.7382 54381.1269 52379.6112 160025.6585 62453.2813 97572.3772
Total P&L (%) 106.7607 54.3811 52.3796 160.0257 62.4533 97.5724
Avg Daily Profit (%) 0.2326 0.1185 0.1141 0.2084 0.1058 0.1484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21620 -23135 -20259 -35391 -60280 -26047
Profit Factor 1.3077 1.3076 1.3078 1.2945 1.2144 1.387
Total Trades 702 351 351 702 351 351
Winning Trades 490 243 247 490 243 247
Losing Trades 212 108 104 212 108 104
Profitability (%) 69.8006 69.2308 70.3704 69.8006 69.2308 70.3704
Ratio Avg Win / Avg Loss 0.5658 0.5812 0.5507 0.5601 0.5397 0.584
Largest Winning Trade 10667 4038 10667 25012 8282 25012
Largest Losing Trade -16184 -13366 -16184 -34685 -34685 -21257
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 9 8 9 9 8 9
Avg Bars in Losers 30 25 34 30 25 34
Bars Traded 10968 4932 6036 10968 4932 6036
Profit Streak 595.7826 595.7826 598.741 595.7826 595.7826 598.741
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500174 -32919 -38554 489818 -50171 320044
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": 1668819600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759661219832,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "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": [
        [
            106760.738197418,
            54381.1269496895,
            52379.6112477284,
            160025.6584645713,
            62453.2812971971,
            97572.3771673742
        ],
        [
            106.760738,
            54.381127,
            52.379611,
            160.025658,
            62.453281,
            97.572377
        ],
        [
            0.232554,
            0.118457,
            0.114097,
            0.208374,
            0.10575,
            0.148436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21620,
            -23135,
            -20259,
            -35391,
            -60280,
            -26047
        ],
        [
            1.307726,
            1.30764,
            1.307815,
            1.294472,
            1.214373,
            1.387034
        ],
        [
            702,
            351,
            351,
            702,
            351,
            351
        ],
        [
            490,
            243,
            247,
            490,
            243,
            247
        ],
        [
            212,
            108,
            104,
            212,
            108,
            104
        ],
        [
            69.80057,
            69.230769,
            70.37037,
            69.80057,
            69.230769,
            70.37037
        ],
        [
            0.565791,
            0.581173,
            0.550659,
            0.560057,
            0.539721,
            0.584014
        ],
        [
            10667,
            4038,
            10667,
            25012,
            8282,
            25012
        ],
        [
            -16184,
            -13366,
            -16184,
            -34685,
            -34685,
            -21257
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            30,
            25,
            34,
            30,
            25,
            34
        ],
        [
            10968,
            4932,
            6036,
            10968,
            4932,
            6036
        ],
        [
            595.782637,
            595.782637,
            598.74097,
            595.782637,
            595.782637,
            598.74097
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500174,
            -32919,
            -38554,
            489818,
            -50171,
            320044
        ]
    ]
}
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": 1668819600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759661219832,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "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)