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Trade: XMR/USDT/720/HMA/HILO/1095

Strategy
XMR/USDT/720/HMA/HILO/1095
Pair
XMR_USDT
Interval
12h
Score
399894
Daily Profit
0.169576
Profit Factor
1.686000
Profitability
58.015267
Streak
0.000000
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-13 16:22
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305830.5893 227480.2447 78350.3446 558576.4963 219341.8705 339234.6258
Total P&L (%) 305.8306 227.4802 78.3503 558.5765 219.3419 339.2346
Avg Daily Profit (%) 0.1696 0.1261 0.0434 0.1046 0.0644 0.0821
Buy And Hold Return (%) 37.7669 37.7669 37.7669 37.7669 37.7669 37.7669
Max Trade Drawdown -66511 -47664 -50392 -862047 -566632 -387830
Profit Factor 1.686 1.9863 1.3641 1.2026 1.1373 1.2925
Total Trades 131 66 65 131 66 65
Winning Trades 76 39 37 76 39 37
Losing Trades 55 27 28 55 27 28
Profitability (%) 58.0153 59.0909 56.9231 58.0153 59.0909 56.9231
Ratio Avg Win / Avg Loss 1.2201 1.3751 1.0323 0.8703 0.7874 0.9781
Largest Winning Trade 49667 49667 40181 259735 259735 204140
Largest Losing Trade -39389 -39389 -33581 -374986 -374986 -248123
Avg Bars in Trades 25 23 28 25 23 28
Avg Bars in Winners 27 28 27 27 28 27
Avg Bars in Losers 23 15 30 23 15 30
Bars Traded 3376 1519 1857 3376 1519 1857
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399894 -145341 -271303 -53478 -301593 -215488
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560038400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760361748476,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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": [
        [
            305830.5893300857,
            227480.244714036,
            78350.3446160496,
            558576.4963178666,
            219341.8704884815,
            339234.6258293849
        ],
        [
            305.830589,
            227.480245,
            78.350345,
            558.576496,
            219.34187,
            339.234626
        ],
        [
            0.169576,
            0.126133,
            0.043443,
            0.104569,
            0.064401,
            0.082089
        ],
        [
            37.766945,
            37.766945,
            37.766945,
            37.766945,
            37.766945,
            37.766945
        ],
        [
            -66511,
            -47664,
            -50392,
            -862047,
            -566632,
            -387830
        ],
        [
            1.686,
            1.986251,
            1.36414,
            1.20259,
            1.137325,
            1.292462
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            58.015267,
            59.090909,
            56.923077,
            58.015267,
            59.090909,
            56.923077
        ],
        [
            1.220132,
            1.375097,
            1.032322,
            0.870295,
            0.787379,
            0.978079
        ],
        [
            49667,
            49667,
            40181,
            259735,
            259735,
            204140
        ],
        [
            -39389,
            -39389,
            -33581,
            -374986,
            -374986,
            -248123
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            27,
            28,
            27,
            27,
            28,
            27
        ],
        [
            23,
            15,
            30,
            23,
            15,
            30
        ],
        [
            3376,
            1519,
            1857,
            3376,
            1519,
            1857
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399894,
            -145341,
            -271303,
            -53478,
            -301593,
            -215488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1560038400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760361748476,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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)