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Trade: XMR/USDT/720/HWMA/HL2/3960

Strategy
XMR/USDT/720/HWMA/HL2/3960
Pair
XMR_USDT
Interval
12h
Score
379570
Daily Profit
0.206632
Profit Factor
1.215118
Profitability
61.560150
Streak
587.062224
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-09-27 04:29
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372661.633 306348.0577 66313.5753 680103.8302 472241.6637 207862.1666
Total P&L (%) 372.6616 306.3481 66.3136 680.1038 472.2417 207.8622
Avg Daily Profit (%) 0.2066 0.1699 0.0368 0.114 0.0968 0.0624
Buy And Hold Return (%) 129.6827 129.6827 129.6827 129.6827 129.6827 129.6827
Max Trade Drawdown -82496 -63817 -88805 -444502 -277658 -273557
Profit Factor 1.2151 1.4046 1.068 1.1286 1.1934 1.073
Total Trades 1064 532 532 1064 532 532
Winning Trades 655 349 306 655 349 306
Losing Trades 409 183 226 409 183 226
Profitability (%) 61.5602 65.6015 57.5188 61.5602 65.6015 57.5188
Ratio Avg Win / Avg Loss 0.7588 0.7365 0.7888 0.7047 0.6258 0.7925
Largest Winning Trade 32135 27572 32135 121575 121575 101390
Largest Losing Trade -35246 -34948 -35246 -132460 -132460 -115574
Avg Bars in Trades 3 3 3 3 3 3
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 4 4 5 4 4 5
Bars Traded 3600 1673 1927 3600 1673 1927
Profit Streak 587.0622 0 592.0622 587.0622 0 592.0622
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379570 232955 -452521 -114121 -71209 -256613
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1552608000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758936576146,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60162,
            "nb": 0.82234,
            "nc": 0.80251
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            372661.6330444032,
            306348.057737647,
            66313.575306756,
            680103.8302400139,
            472241.6636867982,
            207862.1665532156
        ],
        [
            372.661633,
            306.348058,
            66.313575,
            680.10383,
            472.241664,
            207.862167
        ],
        [
            0.206632,
            0.169863,
            0.036769,
            0.113969,
            0.096769,
            0.062369
        ],
        [
            129.682663,
            129.682663,
            129.682663,
            129.682663,
            129.682663,
            129.682663
        ],
        [
            -82496,
            -63817,
            -88805,
            -444502,
            -277658,
            -273557
        ],
        [
            1.215118,
            1.404632,
            1.067996,
            1.128621,
            1.193438,
            1.073027
        ],
        [
            1064,
            532,
            532,
            1064,
            532,
            532
        ],
        [
            655,
            349,
            306,
            655,
            349,
            306
        ],
        [
            409,
            183,
            226,
            409,
            183,
            226
        ],
        [
            61.56015,
            65.601504,
            57.518797,
            61.56015,
            65.601504,
            57.518797
        ],
        [
            0.758753,
            0.736526,
            0.788781,
            0.704742,
            0.625785,
            0.792497
        ],
        [
            32135,
            27572,
            32135,
            121575,
            121575,
            101390
        ],
        [
            -35246,
            -34948,
            -35246,
            -132460,
            -132460,
            -115574
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            3600,
            1673,
            1927,
            3600,
            1673,
            1927
        ],
        [
            587.062224,
            0,
            592.062224,
            587.062224,
            0,
            592.062224
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379570,
            232955,
            -452521,
            -114121,
            -71209,
            -256613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1552608000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758936576146,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60162,
            "nb": 0.82234,
            "nc": 0.80251
        }
    },
    "second_band": {
        "type": "hl2",
        "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)