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Trade: XMR/USDT/60/HMA/SINWMA/4625

Strategy
XMR/USDT/60/HMA/SINWMA/4625
Pair
XMR_USDT
Interval
1h
Score
434446
Daily Profit
0.173255
Profit Factor
1.518060
Profitability
78.260870
Streak
594.837296
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 12:05
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 79537.9664 39605.0231 39932.9433 100192.8736 35733.2464 64459.6271
Total P&L (%) 79.538 39.605 39.9329 100.1929 35.7332 64.4596
Avg Daily Profit (%) 0.1733 0.0863 0.087 0.1513 0.0666 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28119 -15527 -20205 -44552 -35894 -31317
Profit Factor 1.5181 1.5342 1.503 1.4181 1.2852 1.5637
Total Trades 276 138 138 276 138 138
Winning Trades 216 106 110 216 106 110
Losing Trades 60 32 28 60 32 28
Profitability (%) 78.2609 76.8116 79.7101 78.2609 76.8116 79.7101
Ratio Avg Win / Avg Loss 0.4217 0.4632 0.3826 0.3939 0.388 0.398
Largest Winning Trade 10989 6156 10989 22887 7189 22887
Largest Losing Trade -20205 -15527 -20205 -35894 -35894 -31317
Avg Bars in Trades 38 37 40 38 37 40
Avg Bars in Winners 18 17 20 18 17 20
Avg Bars in Losers 110 101 120 110 101 120
Bars Traded 10694 5121 5573 10694 5121 5573
Profit Streak 594.8373 0 602.9206 594.8373 0 602.9206
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434446 -77388 -75262 405697 -105517 -44443
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": 1669456800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223142375,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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": [
        [
            79537.9663893348,
            39605.0230822167,
            39932.9433071183,
            100192.8735635066,
            35733.246442966,
            64459.6271205406
        ],
        [
            79.537966,
            39.605023,
            39.932943,
            100.192874,
            35.733246,
            64.459627
        ],
        [
            0.173255,
            0.08627,
            0.086985,
            0.15131,
            0.066573,
            0.108427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28119,
            -15527,
            -20205,
            -44552,
            -35894,
            -31317
        ],
        [
            1.51806,
            1.534204,
            1.502984,
            1.418072,
            1.285154,
            1.563741
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            216,
            106,
            110,
            216,
            106,
            110
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            78.26087,
            76.811594,
            79.710145,
            78.26087,
            76.811594,
            79.710145
        ],
        [
            0.421683,
            0.463156,
            0.382578,
            0.393909,
            0.387971,
            0.398043
        ],
        [
            10989,
            6156,
            10989,
            22887,
            7189,
            22887
        ],
        [
            -20205,
            -15527,
            -20205,
            -35894,
            -35894,
            -31317
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            110,
            101,
            120,
            110,
            101,
            120
        ],
        [
            10694,
            5121,
            5573,
            10694,
            5121,
            5573
        ],
        [
            594.837296,
            0,
            602.920629,
            594.837296,
            0,
            602.920629
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434446,
            -77388,
            -75262,
            405697,
            -105517,
            -44443
        ]
    ]
}
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": 1669456800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759223142375,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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)