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Trade: XMR/USDT/60/SWMA/HILO/4999

Strategy
XMR/USDT/60/SWMA/HILO/4999
Pair
XMR_USDT
Interval
1h
Score
506714
Daily Profit
0.239590
Profit Factor
1.308787
Profitability
69.440655
Streak
598.322261
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-08 01:44
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 109991.1478 55334.8072 54656.3406 169529.2014 64976.1502 104553.0511
Total P&L (%) 109.9911 55.3348 54.6563 169.5292 64.9762 104.5531
Avg Daily Profit (%) 0.2396 0.1205 0.1191 0.2162 0.1091 0.156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21437 -22665 -18081 -44915 -58426 -22972
Profit Factor 1.3088 1.2962 1.3226 1.3103 1.2158 1.4263
Total Trades 733 366 367 733 366 367
Winning Trades 509 254 255 509 254 255
Losing Trades 224 112 112 224 112 112
Profitability (%) 69.4407 69.3989 69.4823 69.4407 69.3989 69.4823
Ratio Avg Win / Avg Loss 0.576 0.5716 0.5809 0.5766 0.5361 0.6264
Largest Winning Trade 10667 4038 10667 24281 8491 24281
Largest Losing Trade -16184 -7484 -16184 -19978 -18274 -19978
Avg Bars in Trades 14 13 16 14 13 16
Avg Bars in Winners 9 8 9 9 8 9
Avg Bars in Losers 28 25 31 28 25 31
Bars Traded 10974 4983 5991 10974 4983 5991
Profit Streak 598.3223 598.3223 601.2389 598.3223 598.3223 601.2389
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506714 -30056 -31731 499858 -45414 404458
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759877043348,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            109991.1477586497,
            55334.8072005888,
            54656.3405580606,
            169529.2013530815,
            64976.1502409184,
            104553.0511121633
        ],
        [
            109.991148,
            55.334807,
            54.656341,
            169.529201,
            64.97615,
            104.553051
        ],
        [
            0.23959,
            0.120534,
            0.119056,
            0.21621,
            0.10911,
            0.156011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21437,
            -22665,
            -18081,
            -44915,
            -58426,
            -22972
        ],
        [
            1.308787,
            1.296221,
            1.322644,
            1.310321,
            1.215842,
            1.426283
        ],
        [
            733,
            366,
            367,
            733,
            366,
            367
        ],
        [
            509,
            254,
            255,
            509,
            254,
            255
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            69.440655,
            69.398907,
            69.482289,
            69.440655,
            69.398907,
            69.482289
        ],
        [
            0.575969,
            0.571562,
            0.580926,
            0.576644,
            0.536119,
            0.626446
        ],
        [
            10667,
            4038,
            10667,
            24281,
            8491,
            24281
        ],
        [
            -16184,
            -7484,
            -16184,
            -19978,
            -18274,
            -19978
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            10974,
            4983,
            5991,
            10974,
            4983,
            5991
        ],
        [
            598.322261,
            598.322261,
            601.238927,
            598.322261,
            598.322261,
            601.238928
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506714,
            -30056,
            -31731,
            499858,
            -45414,
            404458
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759877043348,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)