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Trade: XMR/USDT/60/HWMA/DCM/9036

Strategy
XMR/USDT/60/HWMA/DCM/9036
Pair
XMR_USDT
Interval
1h
Score
552101
Daily Profit
0.326252
Profit Factor
2.126175
Profitability
77.272727
Streak
602.478924
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 10:29
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 149775.6053 71564.8861 78210.7192 301887.265 115656.3299 186230.9351
Total P&L (%) 149.7756 71.5649 78.2107 301.8873 115.6563 186.2309
Avg Daily Profit (%) 0.3263 0.1559 0.1704 0.3035 0.1675 0.2293
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23477 -12930 -20302 -47518 -26224 -39657
Profit Factor 2.1262 2.1167 2.135 2.2043 1.8795 2.5628
Total Trades 242 121 121 242 121 121
Winning Trades 187 94 93 187 94 93
Losing Trades 55 27 28 55 27 28
Profitability (%) 77.2727 77.686 76.8595 77.2727 77.686 76.8595
Ratio Avg Win / Avg Loss 0.6253 0.608 0.6428 0.6483 0.5399 0.7716
Largest Winning Trade 16091 5616 16091 53944 12515 53944
Largest Losing Trade -20176 -9887 -20176 -39410 -26224 -39410
Avg Bars in Trades 43 37 48 43 37 48
Avg Bars in Winners 25 22 27 25 22 27
Avg Bars in Losers 104 89 118 104 89 118
Bars Traded 10484 4569 5915 10484 4569 5915
Profit Streak 602.4789 602.4789 606.4789 602.4789 602.4789 606.4789
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552101 429988 459444 550518 417093 507312
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": 1669377600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759390179063,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04992
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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": [
        [
            149775.605298049,
            71564.8860635255,
            78210.7192345235,
            301887.2650370948,
            115656.3299362251,
            186230.9351008695
        ],
        [
            149.775605,
            71.564886,
            78.210719,
            301.887265,
            115.65633,
            186.230935
        ],
        [
            0.326252,
            0.155888,
            0.170364,
            0.303457,
            0.167544,
            0.229336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23477,
            -12930,
            -20302,
            -47518,
            -26224,
            -39657
        ],
        [
            2.126175,
            2.116709,
            2.134978,
            2.204334,
            1.879494,
            2.562809
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            77.272727,
            77.68595,
            76.859504,
            77.272727,
            77.68595,
            76.859504
        ],
        [
            0.625346,
            0.607991,
            0.642789,
            0.648333,
            0.539855,
            0.771599
        ],
        [
            16091,
            5616,
            16091,
            53944,
            12515,
            53944
        ],
        [
            -20176,
            -9887,
            -20176,
            -39410,
            -26224,
            -39410
        ],
        [
            43,
            37,
            48,
            43,
            37,
            48
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            104,
            89,
            118,
            104,
            89,
            118
        ],
        [
            10484,
            4569,
            5915,
            10484,
            4569,
            5915
        ],
        [
            602.478924,
            602.478924,
            606.478924,
            602.478924,
            602.478924,
            606.478924
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552101,
            429988,
            459444,
            550518,
            417093,
            507312
        ]
    ]
}
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": 1669377600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759390179063,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04992
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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)