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Trade: XMR/USDT/120/HWMA/FWMA/3108

Strategy
XMR/USDT/120/HWMA/FWMA/3108
Pair
XMR_USDT
Interval
2h
Score
390179
Daily Profit
0.151343
Profit Factor
1.285663
Profitability
77.894737
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-08 19:27
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 267433.7741 227014.5929 40419.1812 287117.701 220725.2494 66392.4515
Total P&L (%) 267.4338 227.0146 40.4192 287.1177 220.7252 66.3925
Avg Daily Profit (%) 0.1783 0.1513 0.0269 0.0903 0.0777 0.034
Buy And Hold Return (%) 85.324 85.324 85.324 85.324 85.324 85.324
Max Trade Drawdown -91506 -65610 -98917 -175193 -142137 -156213
Profit Factor 1.1567 1.2857 1.0443 1.1031 1.1639 1.0462
Total Trades 1901 950 951 1901 950 951
Winning Trades 1412 740 672 1412 740 672
Losing Trades 489 210 279 489 210 279
Profitability (%) 74.2767 77.8947 70.6625 74.2767 77.8947 70.6625
Ratio Avg Win / Avg Loss 0.4006 0.3649 0.4336 0.382 0.3303 0.4343
Largest Winning Trade 12342 12342 10667 32167 23233 32167
Largest Losing Trade -44760 -36328 -44760 -86082 -86082 -83318
Avg Bars in Trades 9 8 10 9 8 10
Avg Bars in Winners 4 4 5 4 4 5
Avg Bars in Losers 22 21 22 22 21 22
Bars Traded 17833 8198 9635 17833 8198 9635
Profit Streak 598.2692 0 601.9358 598.2692 0 601.9358
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34270 390179 -486999 -172866 -125864 -475611
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579737600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940856459,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55849,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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": [
        [
            267433.7741203096,
            227014.5929198043,
            40419.1812005055,
            287117.7009536063,
            220725.2494347905,
            66392.4515188155
        ],
        [
            267.433774,
            227.014593,
            40.419181,
            287.117701,
            220.725249,
            66.392452
        ],
        [
            0.178289,
            0.151343,
            0.026946,
            0.090278,
            0.077724,
            0.033951
        ],
        [
            85.323966,
            85.323966,
            85.323966,
            85.323966,
            85.323966,
            85.323966
        ],
        [
            -91506,
            -65610,
            -98917,
            -175193,
            -142137,
            -156213
        ],
        [
            1.156666,
            1.285663,
            1.044303,
            1.103093,
            1.163878,
            1.046165
        ],
        [
            1901,
            950,
            951,
            1901,
            950,
            951
        ],
        [
            1412,
            740,
            672,
            1412,
            740,
            672
        ],
        [
            489,
            210,
            279,
            489,
            210,
            279
        ],
        [
            74.276696,
            77.894737,
            70.662461,
            74.276696,
            77.894737,
            70.662461
        ],
        [
            0.400573,
            0.36485,
            0.433572,
            0.38202,
            0.33029,
            0.434345
        ],
        [
            12342,
            12342,
            10667,
            32167,
            23233,
            32167
        ],
        [
            -44760,
            -36328,
            -44760,
            -86082,
            -86082,
            -83318
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            17833,
            8198,
            9635,
            17833,
            8198,
            9635
        ],
        [
            598.269172,
            0,
            601.935838,
            598.269172,
            0,
            601.935839
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34270,
            390179,
            -486999,
            -172866,
            -125864,
            -475611
        ]
    ]
}
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": 1579737600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759940856459,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55849,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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)