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Trade: XMR/USDT/60/HWMA/KCU/5870

Strategy
XMR/USDT/60/HWMA/KCU/5870
Pair
XMR_USDT
Interval
1h
Score
355913
Daily Profit
0.149343
Profit Factor
1.703694
Profitability
74.509804
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 18:39
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 68560.1826 47713.5268 20846.6558 86745.1641 58345.6093 28399.5548
Total P&L (%) 68.5602 47.7135 20.8467 86.7452 58.3456 28.3996
Avg Daily Profit (%) 0.1493 0.1039 0.0454 0.1361 0.1002 0.0545
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30158 -19948 -16472 -48952 -33312 -26414
Profit Factor 1.7037 1.7087 1.6925 1.5708 1.5547 1.607
Total Trades 153 76 77 153 76 77
Winning Trades 114 56 58 114 56 58
Losing Trades 39 20 19 39 20 19
Profitability (%) 74.5098 73.6842 75.3247 74.5098 73.6842 75.3247
Ratio Avg Win / Avg Loss 0.5828 0.6103 0.5544 0.5374 0.5553 0.5264
Largest Winning Trade 8157 8157 3551 11324 11324 5792
Largest Losing Trade -15485 -12538 -15485 -25043 -18148 -25043
Avg Bars in Trades 68 124 12 68 124 12
Avg Bars in Winners 31 55 8 31 55 8
Avg Bars in Losers 175 315 28 175 315 28
Bars Traded 10450 9450 1000 10450 9450 1000
Profit Streak 0 628.3605 0 0 628.3605 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355913 -100798 -176761 -7997 -105548 -162057
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": 1669064400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759333150807,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24263,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            68560.1825803331,
            47713.5268231928,
            20846.6557571403,
            86745.1641052961,
            58345.6093408323,
            28399.5547644638
        ],
        [
            68.560183,
            47.713527,
            20.846656,
            86.745164,
            58.345609,
            28.399555
        ],
        [
            0.149343,
            0.103933,
            0.04541,
            0.136142,
            0.100166,
            0.054467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30158,
            -19948,
            -16472,
            -48952,
            -33312,
            -26414
        ],
        [
            1.703694,
            1.708705,
            1.692486,
            1.570835,
            1.55473,
            1.607042
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            114,
            56,
            58,
            114,
            56,
            58
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            74.509804,
            73.684211,
            75.324675,
            74.509804,
            73.684211,
            75.324675
        ],
        [
            0.582843,
            0.610252,
            0.554435,
            0.537391,
            0.555261,
            0.526445
        ],
        [
            8157,
            8157,
            3551,
            11324,
            11324,
            5792
        ],
        [
            -15485,
            -12538,
            -15485,
            -25043,
            -18148,
            -25043
        ],
        [
            68,
            124,
            12,
            68,
            124,
            12
        ],
        [
            31,
            55,
            8,
            31,
            55,
            8
        ],
        [
            175,
            315,
            28,
            175,
            315,
            28
        ],
        [
            10450,
            9450,
            1000,
            10450,
            9450,
            1000
        ],
        [
            0,
            628.360542,
            0,
            0,
            628.360542,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355913,
            -100798,
            -176761,
            -7997,
            -105548,
            -162057
        ]
    ]
}
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": 1669064400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759333150807,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24263,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)