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Trade: XMR/USDT/60/HL2/VWMA/4445

Strategy
XMR/USDT/60/HL2/VWMA/4445
Pair
XMR_USDT
Interval
1h
Score
462571
Daily Profit
0.175318
Profit Factor
1.458096
Profitability
69.305019
Streak
591.028409
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-25 10:40
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 80484.8637 39969.9561 40514.9075 106238.5486 38890.9916 67347.557
Total P&L (%) 80.4849 39.97 40.5149 106.2385 38.891 67.3476
Avg Daily Profit (%) 0.1753 0.0871 0.0883 0.1578 0.0716 0.1122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26840 -17664 -19737 -35061 -32387 -25217
Profit Factor 1.4581 1.4458 1.4709 1.4504 1.3005 1.6325
Total Trades 518 259 259 518 259 259
Winning Trades 359 177 182 359 177 182
Losing Trades 159 82 77 159 82 77
Profitability (%) 69.305 68.3398 70.2703 69.305 68.3398 70.2703
Ratio Avg Win / Avg Loss 0.6458 0.6698 0.6223 0.6424 0.6025 0.6907
Largest Winning Trade 11042 5379 11042 22630 5916 22630
Largest Losing Trade -18366 -9475 -18366 -23736 -21507 -23736
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 10 9 11 10 9 11
Avg Bars in Losers 43 42 43 43 42 43
Bars Traded 10694 5148 5546 10694 5148 5546
Profit Streak 591.0284 591.0284 599.5701 591.0284 591.0284 599.5701
Trades During Streak 3 1 9 3 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462571 -76363 -73478 455483 -97985 -38666

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": 1669305600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758786054569,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            80484.8636666512,
            39969.9561395711,
            40514.9075270801,
            106238.5485610445,
            38890.9915806876,
            67347.556980357
        ],
        [
            80.484864,
            39.969956,
            40.514908,
            106.238549,
            38.890992,
            67.347557
        ],
        [
            0.175318,
            0.087065,
            0.088252,
            0.157801,
            0.071586,
            0.112223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26840,
            -17664,
            -19737,
            -35061,
            -32387,
            -25217
        ],
        [
            1.458096,
            1.445764,
            1.470949,
            1.450375,
            1.300515,
            1.632522
        ],
        [
            518,
            259,
            259,
            518,
            259,
            259
        ],
        [
            359,
            177,
            182,
            359,
            177,
            182
        ],
        [
            159,
            82,
            77,
            159,
            82,
            77
        ],
        [
            69.305019,
            68.339768,
            70.27027,
            69.305019,
            68.339768,
            70.27027
        ],
        [
            0.645786,
            0.669789,
            0.622325,
            0.642367,
            0.602498,
            0.690683
        ],
        [
            11042,
            5379,
            11042,
            22630,
            5916,
            22630
        ],
        [
            -18366,
            -9475,
            -18366,
            -23736,
            -21507,
            -23736
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            43,
            42,
            43,
            43,
            42,
            43
        ],
        [
            10694,
            5148,
            5546,
            10694,
            5148,
            5546
        ],
        [
            591.028409,
            591.028409,
            599.570076,
            591.028409,
            591.028409,
            599.570076
        ],
        [
            3,
            1,
            9,
            3,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462571,
            -76363,
            -73478,
            455483,
            -97985,
            -38666
        ]
    ]
}
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": 1669305600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758786054569,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)