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Trade: XMR/USDT/60/VWAP/EMA/2408

Strategy
XMR/USDT/60/VWAP/EMA/2408
Pair
XMR_USDT
Interval
1h
Score
475504
Daily Profit
0.157704
Profit Factor
1.812754
Profitability
81.746032
Streak
619.486220
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-25 14:40
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 72398.7095 39160.3626 33238.3468 92383.2986 46544.4936 45838.805
Total P&L (%) 72.3987 39.1604 33.2383 92.3833 46.5445 45.8388
Avg Daily Profit (%) 0.1577 0.0853 0.0724 0.1426 0.0833 0.0822
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40562 -17850 -28684 -63412 -27877 -44681
Profit Factor 1.8128 2.0755 1.6311 1.7194 1.8574 1.6184
Total Trades 126 63 63 126 63 63
Winning Trades 103 51 52 103 51 52
Losing Trades 23 12 11 23 12 11
Profitability (%) 81.746 80.9524 82.5397 81.746 80.9524 82.5397
Ratio Avg Win / Avg Loss 0.4048 0.4884 0.345 0.384 0.437 0.3424
Largest Winning Trade 6095 6095 5205 9056 7514 9056
Largest Losing Trade -20031 -8379 -20031 -33846 -12703 -33846
Avg Bars in Trades 79 76 82 79 76 82
Avg Bars in Winners 42 38 46 42 38 46
Avg Bars in Losers 244 238 251 244 238 251
Bars Traded 10018 4837 5181 10018 4837 5181
Profit Streak 619.4862 622.4029 619.4862 619.4862 622.4029 619.4862
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475504 -222297 -240759 112890 -224759 -226563

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": 1669618800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758800409383,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 202,
            "offset": 46
        }
    }
}
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": [
        [
            72398.7094733032,
            39160.3626327663,
            33238.3468405369,
            92383.2986286726,
            46544.4935878761,
            45838.8050407964
        ],
        [
            72.398709,
            39.160363,
            33.238347,
            92.383299,
            46.544494,
            45.838805
        ],
        [
            0.157704,
            0.085302,
            0.072402,
            0.14263,
            0.083279,
            0.082227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40562,
            -17850,
            -28684,
            -63412,
            -27877,
            -44681
        ],
        [
            1.812754,
            2.075491,
            1.631108,
            1.719429,
            1.857361,
            1.618408
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            81.746032,
            80.952381,
            82.539683,
            81.746032,
            80.952381,
            82.539683
        ],
        [
            0.40479,
            0.488351,
            0.345042,
            0.38395,
            0.437026,
            0.342356
        ],
        [
            6095,
            6095,
            5205,
            9056,
            7514,
            9056
        ],
        [
            -20031,
            -8379,
            -20031,
            -33846,
            -12703,
            -33846
        ],
        [
            79,
            76,
            82,
            79,
            76,
            82
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            244,
            238,
            251,
            244,
            238,
            251
        ],
        [
            10018,
            4837,
            5181,
            10018,
            4837,
            5181
        ],
        [
            619.48622,
            622.402886,
            619.48622,
            619.48622,
            622.402886,
            619.48622
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475504,
            -222297,
            -240759,
            112890,
            -224759,
            -226563
        ]
    ]
}
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": 1669618800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758800409383,
    "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": "ema",
        "factors": {
            "length": 202,
            "offset": 46
        }
    }
}

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)