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Trade: XMR/USDT/60/VWAP/DCM/2314

Strategy
XMR/USDT/60/VWAP/DCM/2314
Pair
XMR_USDT
Interval
1h
Score
382831
Daily Profit
0.159834
Profit Factor
1.390575
Profitability
72.289157
Streak
596.173275
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 10:09
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 73376.4394 39618.7065 33757.733 79023.4824 27264.9309 51758.5515
Total P&L (%) 73.3764 39.6187 33.7577 79.0235 27.2649 51.7586
Avg Daily Profit (%) 0.1598 0.0863 0.0735 0.1269 0.0525 0.0909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33305 -28833 -26853 -67445 -66514 -27794
Profit Factor 1.3906 1.3735 1.4127 1.2906 1.1652 1.4843
Total Trades 249 124 125 249 124 125
Winning Trades 180 91 89 180 91 89
Losing Trades 69 33 36 69 33 36
Profitability (%) 72.2892 73.3871 71.2 72.2892 73.3871 71.2
Ratio Avg Win / Avg Loss 0.5331 0.4981 0.5714 0.4947 0.4225 0.6004
Largest Winning Trade 6190 6190 5794 10150 10150 7858
Largest Losing Trade -28833 -28833 -18712 -66514 -66514 -27794
Avg Bars in Trades 43 38 48 43 38 48
Avg Bars in Winners 30 24 37 30 24 37
Avg Bars in Losers 76 75 77 76 75 77
Bars Traded 10821 4722 6099 10821 4722 6099
Profit Streak 596.1733 596.5066 596.1733 596.1733 596.5066 596.1733
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382831 -78226 -96089 -20819 -163717 -70933
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129771003,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 104,
            "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": [
        [
            73376.4394386816,
            39618.7064641598,
            33757.7329745216,
            79023.4824335868,
            27264.9308889501,
            51758.5515446366
        ],
        [
            73.376439,
            39.618706,
            33.757733,
            79.023482,
            27.264931,
            51.758552
        ],
        [
            0.159834,
            0.0863,
            0.073533,
            0.126931,
            0.052532,
            0.090901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33305,
            -28833,
            -26853,
            -67445,
            -66514,
            -27794
        ],
        [
            1.390575,
            1.37353,
            1.412677,
            1.290581,
            1.165174,
            1.484259
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            180,
            91,
            89,
            180,
            91,
            89
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            72.289157,
            73.387097,
            71.2,
            72.289157,
            73.387097,
            71.2
        ],
        [
            0.533054,
            0.498093,
            0.57142,
            0.494723,
            0.422536,
            0.600375
        ],
        [
            6190,
            6190,
            5794,
            10150,
            10150,
            7858
        ],
        [
            -28833,
            -28833,
            -18712,
            -66514,
            -66514,
            -27794
        ],
        [
            43,
            38,
            48,
            43,
            38,
            48
        ],
        [
            30,
            24,
            37,
            30,
            24,
            37
        ],
        [
            76,
            75,
            77,
            76,
            75,
            77
        ],
        [
            10821,
            4722,
            6099,
            10821,
            4722,
            6099
        ],
        [
            596.173275,
            596.506609,
            596.173275,
            596.173275,
            596.506609,
            596.173275
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            382831,
            -78226,
            -96089,
            -20819,
            -163717,
            -70933
        ]
    ]
}
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": 1669100400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759129771003,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 104,
            "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)