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Trade: XMR/USDT/60/SMA/VWMA/6345

Strategy
XMR/USDT/60/SMA/VWMA/6345
Pair
XMR_USDT
Interval
1h
Score
415796
Daily Profit
0.184260
Profit Factor
1.668500
Profitability
67.741935
Streak
598.326950
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-01 06:50
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 84589.896 42792.958 41796.938 107938.9428 50030.5754 57908.3674
Total P&L (%) 84.5899 42.793 41.7969 107.9389 50.0306 57.9084
Avg Daily Profit (%) 0.1843 0.0932 0.091 0.1596 0.0884 0.0996
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21939 -11088 -22266 -27046 -17348 -25611
Profit Factor 1.6685 1.7551 1.5983 1.7033 1.6995 1.7066
Total Trades 155 77 78 155 77 78
Winning Trades 105 48 57 105 48 57
Losing Trades 50 29 21 50 29 21
Profitability (%) 67.7419 62.3377 73.0769 67.7419 62.3377 73.0769
Ratio Avg Win / Avg Loss 0.7945 1.0604 0.5888 0.8111 1.0268 0.6287
Largest Winning Trade 21133 12071 21133 29400 20342 29400
Largest Losing Trade -20513 -11088 -20513 -25611 -17348 -25611
Avg Bars in Trades 69 66 73 69 66 73
Avg Bars in Winners 49 46 52 49 46 52
Avg Bars in Losers 111 99 127 111 99 127
Bars Traded 10809 5116 5694 10809 5116 5694
Profit Streak 598.327 598.327 608.9936 598.327 598.327 608.9936
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415796 -108539 -103823 410623 -114417 -90993
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": 1669114800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759290648488,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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": [
        [
            84589.8960285859,
            42792.9579797054,
            41796.9380488804,
            107938.9427684366,
            50030.5753512325,
            57908.367417204
        ],
        [
            84.589896,
            42.792958,
            41.796938,
            107.938943,
            50.030575,
            57.908367
        ],
        [
            0.18426,
            0.093215,
            0.091045,
            0.159593,
            0.088405,
            0.099563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21939,
            -11088,
            -22266,
            -27046,
            -17348,
            -25611
        ],
        [
            1.6685,
            1.755063,
            1.598276,
            1.703295,
            1.699536,
            1.706575
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            105,
            48,
            57,
            105,
            48,
            57
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            67.741935,
            62.337662,
            73.076923,
            67.741935,
            62.337662,
            73.076923
        ],
        [
            0.794524,
            1.060351,
            0.588839,
            0.811093,
            1.026803,
            0.628738
        ],
        [
            21133,
            12071,
            21133,
            29400,
            20342,
            29400
        ],
        [
            -20513,
            -11088,
            -20513,
            -25611,
            -17348,
            -25611
        ],
        [
            69,
            66,
            73,
            69,
            66,
            73
        ],
        [
            49,
            46,
            52,
            49,
            46,
            52
        ],
        [
            111,
            99,
            127,
            111,
            99,
            127
        ],
        [
            10809,
            5116,
            5694,
            10809,
            5116,
            5694
        ],
        [
            598.32695,
            598.32695,
            608.993617,
            598.32695,
            598.32695,
            608.993617
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415796,
            -108539,
            -103823,
            410623,
            -114417,
            -90993
        ]
    ]
}
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": 1669114800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759290648488,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "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)