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Trade: XMR/USDT/60/HL2/PWMA/7066

Strategy
XMR/USDT/60/HL2/PWMA/7066
Pair
XMR_USDT
Interval
1h
Score
423275
Daily Profit
0.174093
Profit Factor
1.476825
Profitability
68.902439
Streak
606.612010
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 06:41
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 79922.5901 40869.062 39053.5281 95174.382 36382.3342 58792.0478
Total P&L (%) 79.9226 40.8691 39.0535 95.1744 36.3823 58.792
Avg Daily Profit (%) 0.1741 0.089 0.0851 0.1458 0.0676 0.1008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30451 -28976 -18197 -63869 -61935 -25867
Profit Factor 1.4768 1.4533 1.5042 1.3628 1.2378 1.5379
Total Trades 328 164 164 328 164 164
Winning Trades 226 111 115 226 111 115
Losing Trades 102 53 49 102 53 49
Profitability (%) 68.9024 67.6829 70.122 68.9024 67.6829 70.122
Ratio Avg Win / Avg Loss 0.6665 0.6939 0.6409 0.6151 0.591 0.6553
Largest Winning Trade 7852 7852 6907 8784 8468 8784
Largest Losing Trade -26456 -26456 -18197 -55056 -55056 -25867
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 66 67 64 66 67 64
Bars Traded 10702 5307 5395 10702 5307 5395
Profit Streak 606.612 606.612 612.3203 606.612 606.612 612.3203
Trades During Streak 11 5 6 11 5 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423275 -73701 -78492 187834 -103965 -55781
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067677642,
    "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": 233,
            "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": [
        [
            79922.5900651443,
            40869.0619793477,
            39053.5280857964,
            95174.3820178405,
            36382.3342280257,
            58792.0477898147
        ],
        [
            79.92259,
            40.869062,
            39.053528,
            95.174382,
            36.382334,
            58.792048
        ],
        [
            0.174093,
            0.089024,
            0.085069,
            0.145772,
            0.067613,
            0.100779
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30451,
            -28976,
            -18197,
            -63869,
            -61935,
            -25867
        ],
        [
            1.476825,
            1.453284,
            1.504229,
            1.362807,
            1.23776,
            1.537863
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            226,
            111,
            115,
            226,
            111,
            115
        ],
        [
            102,
            53,
            49,
            102,
            53,
            49
        ],
        [
            68.902439,
            67.682927,
            70.121951,
            68.902439,
            67.682927,
            70.121951
        ],
        [
            0.666532,
            0.69391,
            0.640932,
            0.615072,
            0.591003,
            0.655263
        ],
        [
            7852,
            7852,
            6907,
            8784,
            8468,
            8784
        ],
        [
            -26456,
            -26456,
            -18197,
            -55056,
            -55056,
            -25867
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            66,
            67,
            64,
            66,
            67,
            64
        ],
        [
            10702,
            5307,
            5395,
            10702,
            5307,
            5395
        ],
        [
            606.61201,
            606.61201,
            612.320343,
            606.61201,
            606.61201,
            612.320343
        ],
        [
            11,
            5,
            6,
            11,
            5,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423275,
            -73701,
            -78492,
            187834,
            -103965,
            -55781
        ]
    ]
}
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": 1669564800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067677642,
    "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": 233,
            "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)