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Trade: XMR/USDT/240/HWMA/PSAR/3179

Strategy
XMR/USDT/240/HWMA/PSAR/3179
Pair
XMR_USDT
Interval
4h
Score
370681
Daily Profit
0.223553
Profit Factor
1.244176
Profitability
61.866931
Streak
0.000000
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-10 01:29
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402917.1461 316735.9502 86181.1958 1148533.3254 723587.3239 424946.0016
Total P&L (%) 402.9171 316.736 86.1812 1148.5333 723.5873 424.946
Avg Daily Profit (%) 0.2236 0.1757 0.0478 0.1402 0.1171 0.092
Buy And Hold Return (%) 132.6539 132.6539 132.6539 132.6539 132.6539 132.6539
Max Trade Drawdown -82421 -76204 -84381 -473290 -393632 -360021
Profit Factor 1.2442 1.4109 1.098 1.1468 1.1863 1.1079
Total Trades 1007 503 504 1007 503 504
Winning Trades 623 327 296 623 327 296
Losing Trades 384 176 208 384 176 208
Profitability (%) 61.8669 65.0099 58.7302 61.8669 65.0099 58.7302
Ratio Avg Win / Avg Loss 0.7669 0.7594 0.7716 0.7069 0.6385 0.7785
Largest Winning Trade 22958 22337 22958 80849 80849 71715
Largest Losing Trade -36678 -36678 -26711 -337267 -337267 -130382
Avg Bars in Trades 10 10 11 10 10 11
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 10790 5169 5621 10790 5169 5621
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370681 234025 -405717 -58708 -50341 -173023
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552622400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760048986425,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61191,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            402917.1460659484,
            316735.950246192,
            86181.1958197568,
            1148533.3254311092,
            723587.323861148,
            424946.0015699589
        ],
        [
            402.917146,
            316.73595,
            86.181196,
            1148.533325,
            723.587324,
            424.946002
        ],
        [
            0.223553,
            0.175737,
            0.047817,
            0.14017,
            0.117056,
            0.092041
        ],
        [
            132.653861,
            132.653861,
            132.653861,
            132.653861,
            132.653861,
            132.653861
        ],
        [
            -82421,
            -76204,
            -84381,
            -473290,
            -393632,
            -360021
        ],
        [
            1.244176,
            1.410894,
            1.098015,
            1.146823,
            1.186274,
            1.107907
        ],
        [
            1007,
            503,
            504,
            1007,
            503,
            504
        ],
        [
            623,
            327,
            296,
            623,
            327,
            296
        ],
        [
            384,
            176,
            208,
            384,
            176,
            208
        ],
        [
            61.866931,
            65.00994,
            58.730159,
            61.866931,
            65.00994,
            58.730159
        ],
        [
            0.766876,
            0.75938,
            0.771578,
            0.70687,
            0.638484,
            0.77853
        ],
        [
            22958,
            22337,
            22958,
            80849,
            80849,
            71715
        ],
        [
            -36678,
            -36678,
            -26711,
            -337267,
            -337267,
            -130382
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            10790,
            5169,
            5621,
            10790,
            5169,
            5621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370681,
            234025,
            -405717,
            -58708,
            -50341,
            -173023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552622400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760048986425,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61191,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)