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Trade: XMR/USDT/60/HWMA/HILO/1581

Strategy
XMR/USDT/60/HWMA/HILO/1581
Pair
XMR_USDT
Interval
1h
Score
489068
Daily Profit
0.218255
Profit Factor
1.260735
Profitability
67.880364
Streak
593.717374
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 11:13
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 100196.4406 51754.1499 48442.2907 137833.2371 50374.0797 87459.1575
Total P&L (%) 100.1964 51.7542 48.4423 137.8332 50.3741 87.4592
Avg Daily Profit (%) 0.2183 0.1127 0.1055 0.1889 0.0889 0.137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30620 -26121 -18079 -71361 -68177 -29899
Profit Factor 1.2607 1.2655 1.2559 1.2391 1.1652 1.3223
Total Trades 769 384 385 769 384 385
Winning Trades 522 258 264 522 258 264
Losing Trades 247 126 121 247 126 121
Profitability (%) 67.8804 67.1875 68.5714 67.8804 67.1875 68.5714
Ratio Avg Win / Avg Loss 0.5966 0.618 0.5756 0.5863 0.569 0.606
Largest Winning Trade 10234 4104 10234 24816 8293 24816
Largest Losing Trade -20794 -20794 -16184 -55581 -55581 -18707
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 25 19 31 25 19 31
Bars Traded 10974 4580 6394 10974 4580 6394
Profit Streak 593.7174 593.7174 596.634 593.7174 593.7174 596.634
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489068 -41075 -50660 475287 -111927 -6843
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479181109,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.47299,
            "nc": 0.03933
        }
    },
    "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": [
        [
            100196.4405695131,
            51754.149885704,
            48442.2906838091,
            137833.2371125548,
            50374.0796523707,
            87459.157460184
        ],
        [
            100.196441,
            51.75415,
            48.442291,
            137.833237,
            50.37408,
            87.459157
        ],
        [
            0.218255,
            0.112734,
            0.10552,
            0.188903,
            0.088903,
            0.136974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30620,
            -26121,
            -18079,
            -71361,
            -68177,
            -29899
        ],
        [
            1.260735,
            1.265452,
            1.255877,
            1.239149,
            1.165175,
            1.322282
        ],
        [
            769,
            384,
            385,
            769,
            384,
            385
        ],
        [
            522,
            258,
            264,
            522,
            258,
            264
        ],
        [
            247,
            126,
            121,
            247,
            126,
            121
        ],
        [
            67.880364,
            67.1875,
            68.571429,
            67.880364,
            67.1875,
            68.571429
        ],
        [
            0.596555,
            0.618011,
            0.57561,
            0.586341,
            0.569039,
            0.606046
        ],
        [
            10234,
            4104,
            10234,
            24816,
            8293,
            24816
        ],
        [
            -20794,
            -20794,
            -16184,
            -55581,
            -55581,
            -18707
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            25,
            19,
            31,
            25,
            19,
            31
        ],
        [
            10974,
            4580,
            6394,
            10974,
            4580,
            6394
        ],
        [
            593.717374,
            593.717374,
            596.63404,
            593.717374,
            593.717374,
            596.634041
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489068,
            -41075,
            -50660,
            475287,
            -111927,
            -6843
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759479181109,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.47299,
            "nc": 0.03933
        }
    },
    "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)