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Trade: XMR/USDT/720/HWMA/RMA/3290

Strategy
XMR/USDT/720/HWMA/RMA/3290
Pair
XMR_USDT
Interval
12h
Score
457942
Daily Profit
0.150423
Profit Factor
1.771798
Profitability
73.076923
Streak
616.814944
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-09 10:33
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 271287.2028 203203.6751 68083.5276 -1830002.9208 -570525.2126 -1259477.7082
Total P&L (%) 271.2872 203.2037 68.0835 -1830.0029 -570.5252 -1259.4777
Avg Daily Profit (%) 0.1504 0.1127 0.0378 0 0 0
Buy And Hold Return (%) 31.7425 31.7425 31.7425 31.7425 31.7425 31.7425
Max Trade Drawdown -154505 -24776 -160919 -1986080 -664397 -1352916
Profit Factor 1.7718 2.8558 1.2813 0.391 0.5184 0.3082
Total Trades 208 104 104 208 104 104
Winning Trades 152 77 75 80 43 37
Losing Trades 56 27 29 128 61 67
Profitability (%) 73.0769 74.0385 72.1154 38.4615 41.3462 35.5769
Ratio Avg Win / Avg Loss 0.6528 1.0014 0.4954 0.6257 0.7354 0.558
Largest Winning Trade 41785 41785 17512 111878 111878 106862
Largest Losing Trade -140646 -21427 -140646 -305566 -68669 -305566
Avg Bars in Trades 16 15 16 16 15 16
Avg Bars in Winners 5 6 5 19 22 16
Avg Bars in Losers 43 42 44 13 11 16
Bars Traded 3363 1659 1703 3363 1659 1703
Profit Streak 616.8149 0 617.3149 0 620.3149 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457942 -35240 -146363 -583898 -583559 -586386
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": 1560340800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759995211189,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65167,
            "nb": 0.62989,
            "nc": 0.84343
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 180,
            "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": [
        [
            271287.2027643542,
            203203.6751390667,
            68083.5276252876,
            -1830002.9208061842,
            -570525.2126043483,
            -1259477.7082018352
        ],
        [
            271.287203,
            203.203675,
            68.083528,
            -1830.002921,
            -570.525213,
            -1259.477708
        ],
        [
            0.150423,
            0.112672,
            0.037751,
            0,
            0,
            0
        ],
        [
            31.742508,
            31.742508,
            31.742508,
            31.742508,
            31.742508,
            31.742508
        ],
        [
            -154505,
            -24776,
            -160919,
            -1986080,
            -664397,
            -1352916
        ],
        [
            1.771798,
            2.855774,
            1.281334,
            0.391039,
            0.518394,
            0.308166
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            152,
            77,
            75,
            80,
            43,
            37
        ],
        [
            56,
            27,
            29,
            128,
            61,
            67
        ],
        [
            73.076923,
            74.038462,
            72.115385,
            38.461538,
            41.346154,
            35.576923
        ],
        [
            0.652768,
            1.001375,
            0.495449,
            0.625662,
            0.735397,
            0.55803
        ],
        [
            41785,
            41785,
            17512,
            111878,
            111878,
            106862
        ],
        [
            -140646,
            -21427,
            -140646,
            -305566,
            -68669,
            -305566
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            5,
            6,
            5,
            19,
            22,
            16
        ],
        [
            43,
            42,
            44,
            13,
            11,
            16
        ],
        [
            3363,
            1659,
            1703,
            3363,
            1659,
            1703
        ],
        [
            616.814944,
            0,
            617.314944,
            0,
            620.314944,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457942,
            -35240,
            -146363,
            -583898,
            -583559,
            -586386
        ]
    ]
}
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": 1560340800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759995211189,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65167,
            "nb": 0.62989,
            "nc": 0.84343
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 180,
            "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)