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Trade: XMR/USDT/60/VWAP/KCB/9747

Strategy
XMR/USDT/60/VWAP/KCB/9747
Pair
XMR_USDT
Interval
1h
Score
451622
Daily Profit
0.192206
Profit Factor
1.687139
Profitability
78.431373
Streak
605.675288
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 19:12
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 88238.1019 45126.2982 43111.8037 120212.0103 46839.5251 73372.4852
Total P&L (%) 88.2381 45.1263 43.1118 120.212 46.8395 73.3725
Avg Daily Profit (%) 0.1922 0.0983 0.0939 0.1721 0.0837 0.1199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25647 -13569 -20684 -42757 -33820 -34101
Profit Factor 1.6871 1.7321 1.6457 1.5809 1.4276 1.7533
Total Trades 204 102 102 204 102 102
Winning Trades 160 80 80 160 80 80
Losing Trades 44 22 22 44 22 22
Profitability (%) 78.4314 78.4314 78.4314 78.4314 78.4314 78.4314
Ratio Avg Win / Avg Loss 0.464 0.4763 0.4526 0.4347 0.3926 0.4821
Largest Winning Trade 11042 5256 11042 24785 6835 24785
Largest Losing Trade -20684 -13569 -20684 -34101 -33820 -34101
Avg Bars in Trades 52 49 54 52 49 54
Avg Bars in Winners 28 26 31 28 26 31
Avg Bars in Losers 136 133 140 136 133 140
Bars Traded 10658 5061 5597 10658 5061 5597
Profit Streak 605.6753 0 613.6753 605.6753 0 613.6753
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451622 -60088 -65326 435175 -80683 -28471
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": 1669280400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760199144851,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 154,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            88238.1018987098,
            45126.2981731353,
            43111.8037255746,
            120212.0102710162,
            46839.5251177787,
            73372.4851532374
        ],
        [
            88.238102,
            45.126298,
            43.111804,
            120.21201,
            46.839525,
            73.372485
        ],
        [
            0.192206,
            0.098297,
            0.093909,
            0.172105,
            0.083718,
            0.119936
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25647,
            -13569,
            -20684,
            -42757,
            -33820,
            -34101
        ],
        [
            1.687139,
            1.732057,
            1.645671,
            1.580869,
            1.427577,
            1.753267
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            78.431373,
            78.431373,
            78.431373,
            78.431373,
            78.431373,
            78.431373
        ],
        [
            0.463963,
            0.476316,
            0.45256,
            0.434739,
            0.392584,
            0.482148
        ],
        [
            11042,
            5256,
            11042,
            24785,
            6835,
            24785
        ],
        [
            -20684,
            -13569,
            -20684,
            -34101,
            -33820,
            -34101
        ],
        [
            52,
            49,
            54,
            52,
            49,
            54
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            136,
            133,
            140,
            136,
            133,
            140
        ],
        [
            10658,
            5061,
            5597,
            10658,
            5061,
            5597
        ],
        [
            605.675288,
            0,
            613.675288,
            605.675288,
            0,
            613.675288
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451622,
            -60088,
            -65326,
            435175,
            -80683,
            -28471
        ]
    ]
}
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": 1669280400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760199144851,
    "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": "kcb",
        "factors": {
            "length": 154,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)