← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/HL2/PWMA/1910

Strategy
XMR/USDT/60/HL2/PWMA/1910
Pair
XMR_USDT
Interval
1h
Score
419807
Daily Profit
0.170131
Profit Factor
1.498801
Profitability
68.518519
Streak
592.396560
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 11:31
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 78103.6225 38556.0807 39547.5418 94515.7558 33434.435 61081.3208
Total P&L (%) 78.1036 38.5561 39.5475 94.5158 33.4344 61.0813
Avg Daily Profit (%) 0.1701 0.084 0.0861 0.145 0.0629 0.1039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23848 -19643 -18728 -40647 -44141 -23478
Profit Factor 1.4988 1.4668 1.5346 1.4279 1.2634 1.6503
Total Trades 324 162 162 324 162 162
Winning Trades 222 116 106 222 116 106
Losing Trades 102 46 56 102 46 56
Profitability (%) 68.5185 71.6049 65.4321 68.5185 71.6049 65.4321
Ratio Avg Win / Avg Loss 0.6886 0.5816 0.8107 0.6561 0.501 0.8719
Largest Winning Trade 10451 7428 10451 20716 7489 20716
Largest Losing Trade -18728 -18566 -18728 -40647 -40647 -23478
Avg Bars in Trades 32 32 33 32 32 33
Avg Bars in Winners 18 17 19 18 17 19
Avg Bars in Losers 64 69 59 64 69 59
Bars Traded 10688 5259 5429 10688 5259 5429
Profit Streak 592.3966 592.3966 600.6049 592.3966 592.3966 600.6049
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419807 -80826 -77479 159704 -110706 -51639

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": 1669626000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758875462790,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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": [
        [
            78103.6224857011,
            38556.0806996773,
            39547.5417860238,
            94515.7558149771,
            33434.435001144,
            61081.320813833
        ],
        [
            78.103622,
            38.556081,
            39.547542,
            94.515756,
            33.434435,
            61.081321
        ],
        [
            0.170131,
            0.083986,
            0.086145,
            0.145035,
            0.06285,
            0.103901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23848,
            -19643,
            -18728,
            -40647,
            -44141,
            -23478
        ],
        [
            1.498801,
            1.466755,
            1.534583,
            1.427943,
            1.263404,
            1.650298
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            222,
            116,
            106,
            222,
            116,
            106
        ],
        [
            102,
            46,
            56,
            102,
            46,
            56
        ],
        [
            68.518519,
            71.604938,
            65.432099,
            68.518519,
            71.604938,
            65.432099
        ],
        [
            0.688638,
            0.581644,
            0.810723,
            0.656082,
            0.501005,
            0.871856
        ],
        [
            10451,
            7428,
            10451,
            20716,
            7489,
            20716
        ],
        [
            -18728,
            -18566,
            -18728,
            -40647,
            -40647,
            -23478
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            64,
            69,
            59,
            64,
            69,
            59
        ],
        [
            10688,
            5259,
            5429,
            10688,
            5259,
            5429
        ],
        [
            592.39656,
            592.39656,
            600.604893,
            592.39656,
            592.39656,
            600.604893
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419807,
            -80826,
            -77479,
            159704,
            -110706,
            -51639
        ]
    ]
}
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": 1669626000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758875462790,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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)