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Trade: XMR/USDT/60/HWMA/SWMA/3998

Strategy
XMR/USDT/60/HWMA/SWMA/3998
Pair
XMR_USDT
Interval
1h
Score
473039
Daily Profit
0.164474
Profit Factor
1.414414
Profitability
80.678851
Streak
599.062337
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 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 75506.9388 40730.7373 34776.2016 89425.9513 33222.0013 56203.95
Total P&L (%) 75.5069 40.7307 34.7762 89.426 33.222 56.204
Avg Daily Profit (%) 0.1645 0.0887 0.0758 0.1393 0.0625 0.0972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27482 -26317 -20791 -64163 -61123 -28835
Profit Factor 1.4144 1.4354 1.3922 1.3288 1.2134 1.4831
Total Trades 383 191 192 383 191 192
Winning Trades 309 155 154 309 155 154
Losing Trades 74 36 38 74 36 38
Profitability (%) 80.6789 81.1518 80.2083 80.6789 81.1518 80.2083
Ratio Avg Win / Avg Loss 0.3387 0.3334 0.3435 0.3182 0.2818 0.366
Largest Winning Trade 4470 3654 4470 6440 6440 5089
Largest Losing Trade -26317 -26317 -20791 -61123 -61123 -28835
Avg Bars in Trades 28 26 29 28 26 29
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 85 80 89 85 80 89
Bars Traded 10815 5126 5689 10815 5126 5689
Profit Streak 599.0623 603.0207 599.0623 599.0623 603.0207 599.0623
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473039 -72226 -90776 -2116 -109490 -60139
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822185938,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47155,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "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": [
        [
            75506.9388181859,
            40730.7372592245,
            34776.2015589616,
            89425.9512637162,
            33222.0012732361,
            56203.9499904803
        ],
        [
            75.506939,
            40.730737,
            34.776202,
            89.425951,
            33.222001,
            56.20395
        ],
        [
            0.164474,
            0.088723,
            0.075752,
            0.139251,
            0.062502,
            0.097196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27482,
            -26317,
            -20791,
            -64163,
            -61123,
            -28835
        ],
        [
            1.414414,
            1.435437,
            1.392234,
            1.328762,
            1.213405,
            1.483134
        ],
        [
            383,
            191,
            192,
            383,
            191,
            192
        ],
        [
            309,
            155,
            154,
            309,
            155,
            154
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            80.678851,
            81.151832,
            80.208333,
            80.678851,
            81.151832,
            80.208333
        ],
        [
            0.338727,
            0.333392,
            0.343538,
            0.318215,
            0.281823,
            0.365968
        ],
        [
            4470,
            3654,
            4470,
            6440,
            6440,
            5089
        ],
        [
            -26317,
            -26317,
            -20791,
            -61123,
            -61123,
            -28835
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            85,
            80,
            89,
            85,
            80,
            89
        ],
        [
            10815,
            5126,
            5689,
            10815,
            5126,
            5689
        ],
        [
            599.062337,
            603.02067,
            599.062337,
            599.062337,
            603.020671,
            599.062337
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473039,
            -72226,
            -90776,
            -2116,
            -109490,
            -60139
        ]
    ]
}
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822185938,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47155,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "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)