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Trade: XMR/USDT/60/KCU/VWMA/8003

Strategy
XMR/USDT/60/KCU/VWMA/8003
Pair
XMR_USDT
Interval
1h
Score
382858
Daily Profit
0.172212
Profit Factor
1.865287
Profitability
65.454545
Streak
621.125467
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 18:00
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 79058.8674 35246.4924 43812.375 99115.4769 43165.2279 55950.249
Total P&L (%) 79.0589 35.2465 43.8124 99.1155 43.1652 55.9502
Avg Daily Profit (%) 0.1722 0.0768 0.0954 0.1501 0.0782 0.0968
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24218 -5594 -22894 -37760 -6952 -35745
Profit Factor 1.8653 2.5055 1.6447 1.8558 2.5666 1.6339
Total Trades 110 55 55 110 55 55
Winning Trades 72 38 34 72 38 34
Losing Trades 38 17 21 38 17 21
Profitability (%) 65.4545 69.0909 61.8182 65.4545 69.0909 61.8182
Ratio Avg Win / Avg Loss 0.9845 1.1209 1.0159 0.9795 1.1482 1.0092
Largest Winning Trade 22895 7344 22895 37094 6964 37094
Largest Losing Trade -19256 -5051 -19256 -29761 -6053 -29761
Avg Bars in Trades 93 27 159 93 27 159
Avg Bars in Winners 69 26 117 69 26 117
Avg Bars in Losers 138 30 226 138 30 226
Bars Traded 10261 1510 8751 10261 1510 8751
Profit Streak 621.1255 635.7505 621.1255 621.1255 635.7505 621.1255
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382858 -266528 -244144 375407 -263817 -241342
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759676440374,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            79058.8674395735,
            35246.4924097543,
            43812.3750298193,
            99115.4769221735,
            43165.2279455304,
            55950.2489766431
        ],
        [
            79.058867,
            35.246492,
            43.812375,
            99.115477,
            43.165228,
            55.950249
        ],
        [
            0.172212,
            0.076776,
            0.095435,
            0.150133,
            0.078193,
            0.096842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24218,
            -5594,
            -22894,
            -37760,
            -6952,
            -35745
        ],
        [
            1.865287,
            2.505543,
            1.644716,
            1.855808,
            2.566617,
            1.633912
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            65.454545,
            69.090909,
            61.818182,
            65.454545,
            69.090909,
            61.818182
        ],
        [
            0.984457,
            1.120901,
            1.015854,
            0.979454,
            1.148223,
            1.009181
        ],
        [
            22895,
            7344,
            22895,
            37094,
            6964,
            37094
        ],
        [
            -19256,
            -5051,
            -19256,
            -29761,
            -6053,
            -29761
        ],
        [
            93,
            27,
            159,
            93,
            27,
            159
        ],
        [
            69,
            26,
            117,
            69,
            26,
            117
        ],
        [
            138,
            30,
            226,
            138,
            30,
            226
        ],
        [
            10261,
            1510,
            8751,
            10261,
            1510,
            8751
        ],
        [
            621.125467,
            635.750467,
            621.125467,
            621.125467,
            635.750467,
            621.125467
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382858,
            -266528,
            -244144,
            375407,
            -263817,
            -241342
        ]
    ]
}
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": 1669197600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759676440374,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)