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Trade: XMR/USDT/120/HWMA/EMA/8408

Strategy
XMR/USDT/120/HWMA/EMA/8408
Pair
XMR_USDT
Interval
2h
Score
322488
Daily Profit
0.194051
Profit Factor
1.247377
Profitability
65.250379
Streak
594.409179
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-05 08:49
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291076.4356 236500.3152 54576.1204 400328.1081 305640.9873 94687.1209
Total P&L (%) 291.0764 236.5003 54.5761 400.3281 305.641 94.6871
Avg Daily Profit (%) 0.1941 0.1577 0.0364 0.1074 0.0934 0.0444
Buy And Hold Return (%) 109.0525 109.0525 109.0525 109.0525 109.0525 109.0525
Max Trade Drawdown -71267 -63507 -93982 -345266 -300924 -239488
Profit Factor 1.2474 1.448 1.0841 1.0972 1.1524 1.0448
Total Trades 659 329 330 659 329 330
Winning Trades 430 229 201 430 229 201
Losing Trades 229 100 129 229 100 129
Profitability (%) 65.2504 69.6049 60.9091 65.2504 69.6049 60.9091
Ratio Avg Win / Avg Loss 0.6643 0.6323 0.6958 0.5843 0.5032 0.6706
Largest Winning Trade 22635 22635 16344 51431 33735 51431
Largest Losing Trade -38803 -37781 -38803 -147131 -147131 -126434
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 44 41 46 44 41 46
Bars Traded 17959 8243 9716 17959 8243 9716
Profit Streak 594.4092 0 597.7425 594.4092 0 597.7425
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322488 172809 -436276 -160656 -122121 -468771
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578924000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759643353057,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 28,
            "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": [
        [
            291076.4355701418,
            236500.31521095,
            54576.1203591919,
            400328.1081196261,
            305640.9872588832,
            94687.1208607426
        ],
        [
            291.076436,
            236.500315,
            54.57612,
            400.328108,
            305.640987,
            94.687121
        ],
        [
            0.194051,
            0.157667,
            0.036384,
            0.107397,
            0.093397,
            0.044425
        ],
        [
            109.052483,
            109.052483,
            109.052483,
            109.052483,
            109.052483,
            109.052483
        ],
        [
            -71267,
            -63507,
            -93982,
            -345266,
            -300924,
            -239488
        ],
        [
            1.247377,
            1.447962,
            1.084131,
            1.097241,
            1.152411,
            1.044844
        ],
        [
            659,
            329,
            330,
            659,
            329,
            330
        ],
        [
            430,
            229,
            201,
            430,
            229,
            201
        ],
        [
            229,
            100,
            129,
            229,
            100,
            129
        ],
        [
            65.250379,
            69.604863,
            60.909091,
            65.250379,
            69.604863,
            60.909091
        ],
        [
            0.664301,
            0.632298,
            0.695785,
            0.584345,
            0.503236,
            0.670571
        ],
        [
            22635,
            22635,
            16344,
            51431,
            33735,
            51431
        ],
        [
            -38803,
            -37781,
            -38803,
            -147131,
            -147131,
            -126434
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            44,
            41,
            46,
            44,
            41,
            46
        ],
        [
            17959,
            8243,
            9716,
            17959,
            8243,
            9716
        ],
        [
            594.409179,
            0,
            597.742512,
            594.409179,
            0,
            597.742512
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322488,
            172809,
            -436276,
            -160656,
            -122121,
            -468771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578924000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759643353057,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 28,
            "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)