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Trade: XMR/USDT/60/HWMA/VWMA/2063

Strategy
XMR/USDT/60/HWMA/VWMA/2063
Pair
XMR_USDT
Interval
1h
Score
439829
Daily Profit
0.180656
Profit Factor
1.429443
Profitability
69.607843
Streak
605.892812
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 16:25
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 82935.555 41119.837 41815.718 108545.8364 39186.296 69359.5404
Total P&L (%) 82.9356 41.1198 41.8157 108.5458 39.1863 69.3595
Avg Daily Profit (%) 0.1807 0.0896 0.0911 0.1602 0.072 0.1148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25996 -21469 -20300 -37521 -46124 -23287
Profit Factor 1.4294 1.4579 1.4047 1.4243 1.3 1.5538
Total Trades 408 204 204 408 204 204
Winning Trades 284 142 142 284 142 142
Losing Trades 124 62 62 124 62 62
Profitability (%) 69.6078 69.6078 69.6078 69.6078 69.6078 69.6078
Ratio Avg Win / Avg Loss 0.6241 0.6365 0.6133 0.6219 0.5676 0.6784
Largest Winning Trade 11042 6922 11042 21815 12929 21815
Largest Losing Trade -18637 -13366 -18637 -29323 -29323 -21527
Avg Bars in Trades 26 24 27 26 24 27
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 54 53 56 54 53 56
Bars Traded 10694 5098 5596 10694 5098 5596
Profit Streak 605.8928 605.8928 613.7678 605.8928 605.8928 613.7678
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439829 -72595 -70396 432403 -97092 -35809
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": 1669395600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760016338962,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.52126,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "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": [
        [
            82935.5550208978,
            41119.8370298896,
            41815.717991008,
            108545.8363793152,
            39186.2959923364,
            69359.5403869788
        ],
        [
            82.935555,
            41.119837,
            41.815718,
            108.545836,
            39.186296,
            69.35954
        ],
        [
            0.180656,
            0.08957,
            0.091086,
            0.160229,
            0.072049,
            0.114829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25996,
            -21469,
            -20300,
            -37521,
            -46124,
            -23287
        ],
        [
            1.429443,
            1.457869,
            1.404734,
            1.424257,
            1.300018,
            1.553828
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            69.607843,
            69.607843,
            69.607843,
            69.607843,
            69.607843,
            69.607843
        ],
        [
            0.624123,
            0.636534,
            0.613334,
            0.621858,
            0.567614,
            0.678432
        ],
        [
            11042,
            6922,
            11042,
            21815,
            12929,
            21815
        ],
        [
            -18637,
            -13366,
            -18637,
            -29323,
            -29323,
            -21527
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            54,
            53,
            56,
            54,
            53,
            56
        ],
        [
            10694,
            5098,
            5596,
            10694,
            5098,
            5596
        ],
        [
            605.892812,
            605.892812,
            613.767812,
            605.892812,
            605.892812,
            613.767812
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439829,
            -72595,
            -70396,
            432403,
            -97092,
            -35809
        ]
    ]
}
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": 1669395600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760016338962,
    "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": 0.52126,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "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)