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Trade: XMR/USDT/60/HMA/WMA/5528

Strategy
XMR/USDT/60/HMA/WMA/5528
Pair
XMR_USDT
Interval
1h
Score
407227
Daily Profit
0.172659
Profit Factor
1.666870
Profitability
74.509804
Streak
604.403719
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 79264.2637 39323.1828 39941.0809 93613.5906 33863.6185 59749.9721
Total P&L (%) 79.2643 39.3232 39.9411 93.6136 33.8636 59.75
Avg Daily Profit (%) 0.1727 0.0857 0.087 0.144 0.0636 0.1021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28792 -23119 -21966 -69121 -54853 -40773
Profit Factor 1.6669 1.7144 1.6258 1.4525 1.3219 1.5876
Total Trades 102 51 51 102 51 51
Winning Trades 76 36 40 76 36 40
Losing Trades 26 15 11 26 15 11
Profitability (%) 74.5098 70.5882 78.4314 74.5098 70.5882 78.4314
Ratio Avg Win / Avg Loss 0.5702 0.7144 0.4471 0.4969 0.5508 0.4366
Largest Winning Trade 8468 8358 8468 16840 14132 16840
Largest Losing Trade -23119 -23119 -21139 -54853 -54853 -38583
Avg Bars in Trades 104 100 109 104 100 109
Avg Bars in Winners 71 71 70 71 71 70
Avg Bars in Losers 202 168 248 202 168 248
Bars Traded 10679 5117 5562 10679 5117 5562
Profit Streak 604.4037 0 612.8621 604.4037 0 612.8621
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407227 -258560 -255282 76171 -290440 -233744
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": 1669543200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067681302,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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": [
        [
            79264.2636995415,
            39323.1828297657,
            39941.0808697758,
            93613.5906286642,
            33863.618515742,
            59749.9721129222
        ],
        [
            79.264264,
            39.323183,
            39.941081,
            93.613591,
            33.863619,
            59.749972
        ],
        [
            0.172659,
            0.085656,
            0.087002,
            0.144021,
            0.06355,
            0.102091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28792,
            -23119,
            -21966,
            -69121,
            -54853,
            -40773
        ],
        [
            1.66687,
            1.714441,
            1.625844,
            1.452518,
            1.321931,
            1.587608
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            74.509804,
            70.588235,
            78.431373,
            74.509804,
            70.588235,
            78.431373
        ],
        [
            0.570245,
            0.71435,
            0.447107,
            0.496914,
            0.550804,
            0.436592
        ],
        [
            8468,
            8358,
            8468,
            16840,
            14132,
            16840
        ],
        [
            -23119,
            -23119,
            -21139,
            -54853,
            -54853,
            -38583
        ],
        [
            104,
            100,
            109,
            104,
            100,
            109
        ],
        [
            71,
            71,
            70,
            71,
            71,
            70
        ],
        [
            202,
            168,
            248,
            202,
            168,
            248
        ],
        [
            10679,
            5117,
            5562,
            10679,
            5117,
            5562
        ],
        [
            604.403719,
            0,
            612.862052,
            604.403719,
            0,
            612.862052
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407227,
            -258560,
            -255282,
            76171,
            -290440,
            -233744
        ]
    ]
}
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": 1669543200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760067681302,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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)