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Trade: XMR/USDT/60/HWMA/WMA/2218

Strategy
XMR/USDT/60/HWMA/WMA/2218
Pair
XMR_USDT
Interval
1h
Score
405489
Daily Profit
0.161546
Profit Factor
1.272655
Profitability
63.095238
Streak
589.462284
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:05
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 74162.5531 37246.5175 36916.0356 85618.2861 29626.8568 55991.4293
Total P&L (%) 74.1626 37.2465 36.916 85.6183 29.6269 55.9914
Avg Daily Profit (%) 0.1615 0.0811 0.0804 0.1348 0.0565 0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28338 -27900 -20268 -67820 -66960 -29097
Profit Factor 1.2727 1.2804 1.2653 1.2027 1.1352 1.2754
Total Trades 672 336 336 672 336 336
Winning Trades 424 213 211 424 213 211
Losing Trades 248 123 125 248 123 125
Profitability (%) 63.0952 63.3929 62.7976 63.0952 63.3929 62.7976
Ratio Avg Win / Avg Loss 0.7444 0.7394 0.7496 0.7034 0.6555 0.7556
Largest Winning Trade 6539 4532 6539 9775 6249 9775
Largest Losing Trade -26085 -26085 -19366 -63012 -63012 -27792
Avg Bars in Trades 16 15 16 16 15 16
Avg Bars in Winners 9 9 8 9 9 8
Avg Bars in Losers 28 25 30 28 25 30
Bars Traded 10781 5139 5642 10781 5139 5642
Profit Streak 589.4623 0 592.4623 589.4623 0 592.4623
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405489 -86070 -86173 -9500 -191625 -62566
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": 1669262400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223141382,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.94139,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "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": [
        [
            74162.5531078264,
            37246.5174904323,
            36916.0356173942,
            85618.2861143124,
            29626.8567953102,
            55991.4293190021
        ],
        [
            74.162553,
            37.246517,
            36.916036,
            85.618286,
            29.626857,
            55.991429
        ],
        [
            0.161546,
            0.081133,
            0.080413,
            0.134822,
            0.05654,
            0.0969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28338,
            -27900,
            -20268,
            -67820,
            -66960,
            -29097
        ],
        [
            1.272655,
            1.280381,
            1.265279,
            1.20266,
            1.135165,
            1.275435
        ],
        [
            672,
            336,
            336,
            672,
            336,
            336
        ],
        [
            424,
            213,
            211,
            424,
            213,
            211
        ],
        [
            248,
            123,
            125,
            248,
            123,
            125
        ],
        [
            63.095238,
            63.392857,
            62.797619,
            63.095238,
            63.392857,
            62.797619
        ],
        [
            0.744383,
            0.739375,
            0.749573,
            0.703443,
            0.655518,
            0.75559
        ],
        [
            6539,
            4532,
            6539,
            9775,
            6249,
            9775
        ],
        [
            -26085,
            -26085,
            -19366,
            -63012,
            -63012,
            -27792
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            10781,
            5139,
            5642,
            10781,
            5139,
            5642
        ],
        [
            589.462284,
            0,
            592.462284,
            589.462284,
            0,
            592.462284
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405489,
            -86070,
            -86173,
            -9500,
            -191625,
            -62566
        ]
    ]
}
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": 1669262400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223141382,
    "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": 0.94139,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "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)