← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XMR/USDT/60/VWAP/HMA/6744

Strategy
XMR/USDT/60/VWAP/HMA/6744
Pair
XMR_USDT
Interval
1h
Score
342308
Daily Profit
0.170429
Profit Factor
1.292259
Profitability
62.373737
Streak
594.177901
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 07:16
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 78240.6637 34551.6108 43689.0529 94870.0687 29685.2043 65184.8644
Total P&L (%) 78.2407 34.5516 43.6891 94.8701 29.6852 65.1849
Avg Daily Profit (%) 0.1704 0.0753 0.0952 0.1454 0.0566 0.1094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32084 -19369 -18340 -44512 -28318 -24315
Profit Factor 1.2923 1.2767 1.3058 1.2752 1.1773 1.3675
Total Trades 396 198 198 396 198 198
Winning Trades 247 130 117 247 130 117
Losing Trades 149 68 81 149 68 81
Profitability (%) 62.3737 65.6566 59.0909 62.3737 65.6566 59.0909
Ratio Avg Win / Avg Loss 0.7795 0.6678 0.904 0.7692 0.6158 0.9467
Largest Winning Trade 10667 6988 10667 18773 7926 18773
Largest Losing Trade -12286 -12286 -10883 -23929 -23929 -12245
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 42 40 43 42 40 43
Bars Traded 10849 5185 5664 10849 5185 5664
Profit Streak 594.1779 0 597.3446 594.1779 0 597.3446
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342308 -94863 -67602 112998 -145545 -46693
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": 1669244400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759551370636,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 134,
            "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": [
        [
            78240.6637046523,
            34551.6108100101,
            43689.0528946422,
            94870.0687084987,
            29685.2042675297,
            65184.8644409688
        ],
        [
            78.240664,
            34.551611,
            43.689053,
            94.870069,
            29.685204,
            65.184864
        ],
        [
            0.170429,
            0.075263,
            0.095167,
            0.145432,
            0.056638,
            0.109386
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32084,
            -19369,
            -18340,
            -44512,
            -28318,
            -24315
        ],
        [
            1.292259,
            1.27674,
            1.305821,
            1.275166,
            1.177321,
            1.367517
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            247,
            130,
            117,
            247,
            130,
            117
        ],
        [
            149,
            68,
            81,
            149,
            68,
            81
        ],
        [
            62.373737,
            65.656566,
            59.090909,
            62.373737,
            65.656566,
            59.090909
        ],
        [
            0.779541,
            0.667833,
            0.90403,
            0.769229,
            0.61583,
            0.946743
        ],
        [
            10667,
            6988,
            10667,
            18773,
            7926,
            18773
        ],
        [
            -12286,
            -12286,
            -10883,
            -23929,
            -23929,
            -12245
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            42,
            40,
            43,
            42,
            40,
            43
        ],
        [
            10849,
            5185,
            5664,
            10849,
            5185,
            5664
        ],
        [
            594.177901,
            0,
            597.344567,
            594.177901,
            0,
            597.344568
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342308,
            -94863,
            -67602,
            112998,
            -145545,
            -46693
        ]
    ]
}
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": 1669244400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759551370636,
    "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": "hma",
        "factors": {
            "length": 134,
            "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)