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Trade: XMR/USDT/60/HWMA/SINWMA/7005

Strategy
XMR/USDT/60/HWMA/SINWMA/7005
Pair
XMR_USDT
Interval
1h
Score
417612
Daily Profit
0.163524
Profit Factor
1.317426
Profitability
74.840085
Streak
594.833765
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 18:00
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 75070.7615 36604.716 38466.0455 91577.0369 32847.4628 58729.5741
Total P&L (%) 75.0708 36.6047 38.466 91.577 32.8475 58.7296
Avg Daily Profit (%) 0.1635 0.0797 0.0838 0.1417 0.0619 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24937 -15125 -26175 -27707 -28617 -25413
Profit Factor 1.3174 1.3361 1.3015 1.3353 1.2447 1.4229
Total Trades 469 234 235 469 234 235
Winning Trades 351 176 175 351 176 175
Losing Trades 118 58 60 118 58 60
Profitability (%) 74.8401 75.2137 74.4681 74.8401 75.2137 74.4681
Ratio Avg Win / Avg Loss 0.4429 0.4403 0.4462 0.4489 0.4102 0.4879
Largest Winning Trade 10989 4444 10989 18812 7620 18812
Largest Losing Trade -19655 -14582 -19655 -27707 -27707 -21053
Avg Bars in Trades 23 21 24 23 21 24
Avg Bars in Winners 11 11 10 11 11 10
Avg Bars in Losers 59 52 66 59 52 66
Bars Traded 10918 5111 5807 10918 5111 5807
Profit Streak 594.8338 0 598.4588 594.8338 0 598.4588
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417612 -86651 -80311 19664 -111615 -55421
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": 1668985200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759676437301,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.44898,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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": [
        [
            75070.7615199491,
            36604.7159739262,
            38466.0455460229,
            91577.0369319924,
            32847.4627951832,
            58729.5741368092
        ],
        [
            75.070762,
            36.604716,
            38.466046,
            91.577037,
            32.847463,
            58.729574
        ],
        [
            0.163524,
            0.079735,
            0.083789,
            0.141714,
            0.061889,
            0.100694
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24937,
            -15125,
            -26175,
            -27707,
            -28617,
            -25413
        ],
        [
            1.317426,
            1.336083,
            1.301498,
            1.335343,
            1.244744,
            1.422901
        ],
        [
            469,
            234,
            235,
            469,
            234,
            235
        ],
        [
            351,
            176,
            175,
            351,
            176,
            175
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            74.840085,
            75.213675,
            74.468085,
            74.840085,
            75.213675,
            74.468085
        ],
        [
            0.442895,
            0.4403,
            0.446228,
            0.448919,
            0.4102,
            0.487852
        ],
        [
            10989,
            4444,
            10989,
            18812,
            7620,
            18812
        ],
        [
            -19655,
            -14582,
            -19655,
            -27707,
            -27707,
            -21053
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            59,
            52,
            66,
            59,
            52,
            66
        ],
        [
            10918,
            5111,
            5807,
            10918,
            5111,
            5807
        ],
        [
            594.833765,
            0,
            598.458765,
            594.833765,
            0,
            598.458765
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417612,
            -86651,
            -80311,
            19664,
            -111615,
            -55421
        ]
    ]
}
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": 1668985200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759676437301,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.44898,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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)