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Trade: XMR/USDT/60/VWAP/DCM/4662

Strategy
XMR/USDT/60/VWAP/DCM/4662
Pair
XMR_USDT
Interval
1h
Score
398130
Daily Profit
0.166150
Profit Factor
1.406086
Profitability
71.206226
Streak
603.365876
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 04:46
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 76276.1068 40857.1772 35418.9296 84734.3644 30454.0125 54280.3519
Total P&L (%) 76.2761 40.8572 35.4189 84.7344 30.454 54.2804
Avg Daily Profit (%) 0.1662 0.089 0.0772 0.1338 0.0579 0.0945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33352 -28339 -26367 -66214 -64379 -28732
Profit Factor 1.4061 1.3856 1.4326 1.3197 1.1898 1.5191
Total Trades 257 128 129 257 128 129
Winning Trades 183 91 92 183 91 92
Losing Trades 74 37 37 74 37 37
Profitability (%) 71.2062 71.0938 71.3178 71.2062 71.0938 71.3178
Ratio Avg Win / Avg Loss 0.5686 0.5634 0.5761 0.5337 0.4838 0.6109
Largest Winning Trade 7641 7641 5794 12735 12735 7900
Largest Losing Trade -28339 -28339 -18973 -64379 -64379 -27564
Avg Bars in Trades 42 36 47 42 36 47
Avg Bars in Winners 30 24 35 30 24 35
Avg Bars in Losers 71 66 77 71 66 77
Bars Traded 10820 4719 6101 10820 4719 6101
Profit Streak 603.3659 603.3659 609.4075 603.3659 603.3659 609.4075
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398130 -75009 -90594 -11233 -129724 -65359
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": 1669093200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759715211721,
    "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": 102,
            "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": [
        [
            76276.1067543201,
            40857.1771976391,
            35418.9295566809,
            84734.3644402349,
            30454.0125488739,
            54280.3518913611
        ],
        [
            76.276107,
            40.857177,
            35.41893,
            84.734364,
            30.454013,
            54.280352
        ],
        [
            0.16615,
            0.088998,
            0.077152,
            0.13378,
            0.057926,
            0.094495
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33352,
            -28339,
            -26367,
            -66214,
            -64379,
            -28732
        ],
        [
            1.406086,
            1.385609,
            1.432585,
            1.319725,
            1.189794,
            1.51911
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            71.206226,
            71.09375,
            71.317829,
            71.206226,
            71.09375,
            71.317829
        ],
        [
            0.568581,
            0.563379,
            0.576148,
            0.533659,
            0.483762,
            0.610946
        ],
        [
            7641,
            7641,
            5794,
            12735,
            12735,
            7900
        ],
        [
            -28339,
            -28339,
            -18973,
            -64379,
            -64379,
            -27564
        ],
        [
            42,
            36,
            47,
            42,
            36,
            47
        ],
        [
            30,
            24,
            35,
            30,
            24,
            35
        ],
        [
            71,
            66,
            77,
            71,
            66,
            77
        ],
        [
            10820,
            4719,
            6101,
            10820,
            4719,
            6101
        ],
        [
            603.365876,
            603.365876,
            609.407543,
            603.365876,
            603.365876,
            609.407543
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398130,
            -75009,
            -90594,
            -11233,
            -129724,
            -65359
        ]
    ]
}
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": 1669093200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759715211721,
    "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": 102,
            "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)