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Trade: XMR/USDT/60/HWMA/WMA/2280

Strategy
XMR/USDT/60/HWMA/WMA/2280
Pair
XMR_USDT
Interval
1h
Score
560742
Daily Profit
0.258404
Profit Factor
1.492648
Profitability
71.565934
Streak
596.493274
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:50
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 118628.084 59132.8569 59495.2271 190707.9726 69887.9896 120819.983
Total P&L (%) 118.6281 59.1329 59.4952 190.708 69.888 120.82
Avg Daily Profit (%) 0.2584 0.1288 0.1296 0.2327 0.1155 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28270 -26761 -19132 -97116 -91807 -33816
Profit Factor 1.4926 1.4941 1.4912 1.4029 1.2671 1.5708
Total Trades 728 364 364 728 364 364
Winning Trades 521 265 256 521 265 256
Losing Trades 207 99 108 207 99 108
Profitability (%) 71.5659 72.8022 70.3297 71.5659 72.8022 70.3297
Ratio Avg Win / Avg Loss 0.593 0.5582 0.6291 0.5574 0.4734 0.6627
Largest Winning Trade 6600 4179 6600 9525 9525 7937
Largest Losing Trade -26564 -26564 -18932 -91135 -91135 -33465
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 7 7 6 7 7 6
Avg Bars in Losers 34 32 35 34 32 35
Bars Traded 10789 5136 5653 10789 5136 5653
Profit Streak 596.4933 596.4933 600.0766 596.4933 596.4933 600.0766
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 560742 -17507 -16262 533101 -36187 443582
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": 1669201200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759823418923,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.4263,
            "nb": 0.5595,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "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": [
        [
            118628.0840023264,
            59132.856923853,
            59495.2270784737,
            190707.9726012514,
            69887.9896226547,
            120819.9829785971
        ],
        [
            118.628084,
            59.132857,
            59.495227,
            190.707973,
            69.88799,
            120.819983
        ],
        [
            0.258404,
            0.128807,
            0.129597,
            0.232724,
            0.115508,
            0.172707
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28270,
            -26761,
            -19132,
            -97116,
            -91807,
            -33816
        ],
        [
            1.492648,
            1.494134,
            1.491181,
            1.402923,
            1.267128,
            1.570755
        ],
        [
            728,
            364,
            364,
            728,
            364,
            364
        ],
        [
            521,
            265,
            256,
            521,
            265,
            256
        ],
        [
            207,
            99,
            108,
            207,
            99,
            108
        ],
        [
            71.565934,
            72.802198,
            70.32967,
            71.565934,
            72.802198,
            70.32967
        ],
        [
            0.593048,
            0.558186,
            0.629092,
            0.557399,
            0.47338,
            0.662662
        ],
        [
            6600,
            4179,
            6600,
            9525,
            9525,
            7937
        ],
        [
            -26564,
            -26564,
            -18932,
            -91135,
            -91135,
            -33465
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            34,
            32,
            35,
            34,
            32,
            35
        ],
        [
            10789,
            5136,
            5653,
            10789,
            5136,
            5653
        ],
        [
            596.493274,
            596.493274,
            600.076608,
            596.493275,
            596.493275,
            600.076608
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560742,
            -17507,
            -16262,
            533101,
            -36187,
            443582
        ]
    ]
}
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": 1669201200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759823418923,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.4263,
            "nb": 0.5595,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "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)