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Trade: XMR/USDT/60/HLC3/PWMA/3777

Strategy
XMR/USDT/60/HLC3/PWMA/3777
Pair
XMR_USDT
Interval
1h
Score
453902
Daily Profit
0.227093
Profit Factor
1.609954
Profitability
71.428571
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 09:15
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 104253.9302 54364.2832 49889.647 153222.0476 57524.43 95697.6176
Total P&L (%) 104.2539 54.3643 49.8896 153.222 57.5244 95.6976
Avg Daily Profit (%) 0.2271 0.1184 0.1087 0.2026 0.099 0.1464
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26018 -26018 -19106 -87728 -87728 -38296
Profit Factor 1.61 1.6096 1.6104 1.4011 1.2638 1.5837
Total Trades 420 210 210 420 210 210
Winning Trades 300 148 152 300 148 152
Losing Trades 120 62 58 120 62 58
Profitability (%) 71.4286 70.4762 72.381 71.4286 70.4762 72.381
Ratio Avg Win / Avg Loss 0.644 0.6743 0.6145 0.5604 0.5294 0.6043
Largest Winning Trade 6903 6903 5479 11898 9667 11898
Largest Losing Trade -26018 -26018 -19106 -87728 -87728 -38296
Avg Bars in Trades 25 24 26 25 24 26
Avg Bars in Winners 15 15 16 15 15 16
Avg Bars in Losers 49 47 51 49 47 51
Bars Traded 10691 5196 5495 10691 5196 5495
Profit Streak 0 601.7607 0 0 601.7607 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453902 -32392 -46023 401914 -60105 195988
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": 1669226400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759472125686,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "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": [
        [
            104253.9301935956,
            54364.2831945686,
            49889.6469990269,
            153222.0476081476,
            57524.4299600241,
            95697.6176481234
        ],
        [
            104.25393,
            54.364283,
            49.889647,
            153.222048,
            57.52443,
            95.697618
        ],
        [
            0.227093,
            0.11842,
            0.108673,
            0.202587,
            0.099032,
            0.146356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26018,
            -26018,
            -19106,
            -87728,
            -87728,
            -38296
        ],
        [
            1.609954,
            1.609558,
            1.610386,
            1.401109,
            1.263802,
            1.583746
        ],
        [
            420,
            210,
            210,
            420,
            210,
            210
        ],
        [
            300,
            148,
            152,
            300,
            148,
            152
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            71.428571,
            70.47619,
            72.380952,
            71.428571,
            70.47619,
            72.380952
        ],
        [
            0.643982,
            0.674274,
            0.614489,
            0.560444,
            0.529431,
            0.604324
        ],
        [
            6903,
            6903,
            5479,
            11898,
            9667,
            11898
        ],
        [
            -26018,
            -26018,
            -19106,
            -87728,
            -87728,
            -38296
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            10691,
            5196,
            5495,
            10691,
            5196,
            5495
        ],
        [
            0,
            601.760714,
            0,
            0,
            601.760714,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453902,
            -32392,
            -46023,
            401914,
            -60105,
            195988
        ]
    ]
}
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": 1669226400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759472125686,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "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)