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Trade: XMR/USDT/120/VWMA/EMA/2617

Strategy
XMR/USDT/120/VWMA/EMA/2617
Pair
XMR_USDT
Interval
2h
Score
369779
Daily Profit
0.232382
Profit Factor
1.868753
Profitability
47.826087
Streak
634.491534
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 08:47
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348573.3659 286303.1049 62270.2609 827033.721 741766.1253 85267.5957
Total P&L (%) 348.5734 286.3031 62.2703 827.0337 741.7661 85.2676
Avg Daily Profit (%) 0.2324 0.1909 0.0415 0.1486 0.1421 0.0411
Buy And Hold Return (%) 67.3481 67.3481 67.3481 67.3481 67.3481 67.3481
Max Trade Drawdown -49269 -38490 -84002 -244930 -230705 -331528
Profit Factor 1.8688 2.6595 1.2723 1.3446 1.6701 1.066
Total Trades 115 57 58 115 57 58
Winning Trades 55 29 26 55 29 26
Losing Trades 60 28 32 60 28 32
Profitability (%) 47.8261 50.8772 44.8276 47.8261 50.8772 44.8276
Ratio Avg Win / Avg Loss 2.0386 2.5678 1.5659 1.4669 1.6125 1.312
Largest Winning Trade 73701 73701 58266 248629 224879 248629
Largest Losing Trade -25497 -15707 -25497 -133123 -133123 -128317
Avg Bars in Trades 150 159 141 150 159 141
Avg Bars in Winners 204 215 191 204 215 191
Avg Bars in Losers 101 101 100 101 101 100
Bars Traded 17310 9109 8201 17310 9109 8201
Profit Streak 634.4915 0 642.4915 634.4915 0 642.4915
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369779 -169324 -483690 219485 -179670 -550439

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758865668502,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "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": [
        [
            348573.3658724084,
            286303.1049371554,
            62270.2609352533,
            827033.720984436,
            741766.125267693,
            85267.5957167434
        ],
        [
            348.573366,
            286.303105,
            62.270261,
            827.033721,
            741.766125,
            85.267596
        ],
        [
            0.232382,
            0.190869,
            0.041514,
            0.148565,
            0.142123,
            0.041117
        ],
        [
            67.34809,
            67.34809,
            67.34809,
            67.34809,
            67.34809,
            67.34809
        ],
        [
            -49269,
            -38490,
            -84002,
            -244930,
            -230705,
            -331528
        ],
        [
            1.868753,
            2.659488,
            1.272268,
            1.344644,
            1.670106,
            1.065959
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            47.826087,
            50.877193,
            44.827586,
            47.826087,
            50.877193,
            44.827586
        ],
        [
            2.038639,
            2.567781,
            1.565869,
            1.466885,
            1.612517,
            1.31195
        ],
        [
            73701,
            73701,
            58266,
            248629,
            224879,
            248629
        ],
        [
            -25497,
            -15707,
            -25497,
            -133123,
            -133123,
            -128317
        ],
        [
            150,
            159,
            141,
            150,
            159,
            141
        ],
        [
            204,
            215,
            191,
            204,
            215,
            191
        ],
        [
            101,
            101,
            100,
            101,
            101,
            100
        ],
        [
            17310,
            9109,
            8201,
            17310,
            9109,
            8201
        ],
        [
            634.491534,
            0,
            642.491534,
            634.491534,
            0,
            642.491534
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369779,
            -169324,
            -483690,
            219485,
            -179670,
            -550439
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758865668502,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "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)