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Trade: XMR/USDT/60/VWAP/DCM/9027

Strategy
XMR/USDT/60/VWAP/DCM/9027
Pair
XMR_USDT
Interval
1h
Score
424274
Daily Profit
0.165255
Profit Factor
1.598622
Profitability
78.985507
Streak
588.600917
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 18:25
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 75865.0623 33453.2969 42411.7654 92218.4463 30665.5003 61552.946
Total P&L (%) 75.8651 33.4533 42.4118 92.2184 30.6655 61.5529
Avg Daily Profit (%) 0.1653 0.0729 0.0924 0.1424 0.0583 0.1045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24283 -14177 -19106 -39999 -30470 -30381
Profit Factor 1.5986 1.5572 1.6359 1.489 1.3225 1.6584
Total Trades 138 69 69 138 69 69
Winning Trades 109 54 55 109 54 55
Losing Trades 29 15 14 29 15 14
Profitability (%) 78.9855 78.2609 79.7101 78.9855 78.2609 79.7101
Ratio Avg Win / Avg Loss 0.4253 0.4326 0.4164 0.3962 0.3674 0.4221
Largest Winning Trade 10667 5269 10667 20716 8596 20716
Largest Losing Trade -19106 -14177 -19106 -30470 -30470 -30381
Avg Bars in Trades 74 66 81 74 66 81
Avg Bars in Winners 42 38 45 42 38 45
Avg Bars in Losers 195 169 223 195 169 223
Bars Traded 10257 4616 5641 10257 4616 5641
Profit Streak 588.6009 0 598.6426 588.6009 0 598.6426
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424274 -197243 -168951 32734 -218379 -151257

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": 1669568400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900319239,
    "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": 234,
            "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": [
        [
            75865.0623046852,
            33453.2968898201,
            42411.7654148652,
            92218.4462829996,
            30665.5003316587,
            61552.9459513407
        ],
        [
            75.865062,
            33.453297,
            42.411765,
            92.218446,
            30.6655,
            61.552946
        ],
        [
            0.165255,
            0.07287,
            0.092384,
            0.142443,
            0.058279,
            0.104538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24283,
            -14177,
            -19106,
            -39999,
            -30470,
            -30381
        ],
        [
            1.598622,
            1.557227,
            1.635882,
            1.48903,
            1.32251,
            1.658388
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            78.985507,
            78.26087,
            79.710145,
            78.985507,
            78.26087,
            79.710145
        ],
        [
            0.425321,
            0.432563,
            0.416406,
            0.396164,
            0.367364,
            0.422135
        ],
        [
            10667,
            5269,
            10667,
            20716,
            8596,
            20716
        ],
        [
            -19106,
            -14177,
            -19106,
            -30470,
            -30470,
            -30381
        ],
        [
            74,
            66,
            81,
            74,
            66,
            81
        ],
        [
            42,
            38,
            45,
            42,
            38,
            45
        ],
        [
            195,
            169,
            223,
            195,
            169,
            223
        ],
        [
            10257,
            4616,
            5641,
            10257,
            4616,
            5641
        ],
        [
            588.600917,
            0,
            598.642584,
            588.600917,
            0,
            598.642584
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424274,
            -197243,
            -168951,
            32734,
            -218379,
            -151257
        ]
    ]
}
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": 1669568400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900319239,
    "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": 234,
            "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)