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

Trade: XMR/USDT/60/VWAP/RMA/6508

Strategy
XMR/USDT/60/VWAP/RMA/6508
Pair
XMR_USDT
Interval
1h
Score
458273
Daily Profit
0.157290
Profit Factor
1.778694
Profitability
77.536232
Streak
630.280673
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 15:44
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 72208.915 44334.1646 27874.7504 93183.7089 51549.3645 41634.3444
Total P&L (%) 72.2089 44.3342 27.8748 93.1837 51.5494 41.6343
Avg Daily Profit (%) 0.1573 0.0966 0.0607 0.1435 0.0906 0.0759
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25347 -13127 -17220 -33976 -18036 -23399
Profit Factor 1.7787 2.2328 1.491 1.8389 2.1323 1.6351
Total Trades 138 69 69 138 69 69
Winning Trades 107 55 52 107 55 52
Losing Trades 31 14 17 31 14 17
Profitability (%) 77.5362 79.7101 75.3623 77.5362 79.7101 75.3623
Ratio Avg Win / Avg Loss 0.5153 0.5684 0.4874 0.5328 0.5428 0.5345
Largest Winning Trade 5327 5056 5327 9519 5641 9519
Largest Losing Trade -17037 -7499 -17037 -22253 -10056 -22253
Avg Bars in Trades 75 71 80 75 71 80
Avg Bars in Winners 36 32 40 36 32 40
Avg Bars in Losers 210 223 200 210 223 200
Bars Traded 10444 4908 5536 10444 4908 5536
Profit Streak 630.2807 630.2807 675.5307 630.2807 630.2807 675.5307
Trades During Streak 9 4 12 9 4 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458273 -161653 -213255 149937 -169202 -191124
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": 1669284000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759495450127,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 155,
            "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": [
        [
            72208.9150110905,
            44334.1646478607,
            27874.7503632299,
            93183.7089422253,
            51549.3645297937,
            41634.3444124317
        ],
        [
            72.208915,
            44.334165,
            27.87475,
            93.183709,
            51.549365,
            41.634344
        ],
        [
            0.15729,
            0.096572,
            0.060719,
            0.143536,
            0.090601,
            0.07585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25347,
            -13127,
            -17220,
            -33976,
            -18036,
            -23399
        ],
        [
            1.778694,
            2.232845,
            1.491013,
            1.83886,
            2.1323,
            1.635081
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            107,
            55,
            52,
            107,
            55,
            52
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            77.536232,
            79.710145,
            75.362319,
            77.536232,
            79.710145,
            75.362319
        ],
        [
            0.515323,
            0.56836,
            0.487446,
            0.532754,
            0.542767,
            0.534546
        ],
        [
            5327,
            5056,
            5327,
            9519,
            5641,
            9519
        ],
        [
            -17037,
            -7499,
            -17037,
            -22253,
            -10056,
            -22253
        ],
        [
            75,
            71,
            80,
            75,
            71,
            80
        ],
        [
            36,
            32,
            40,
            36,
            32,
            40
        ],
        [
            210,
            223,
            200,
            210,
            223,
            200
        ],
        [
            10444,
            4908,
            5536,
            10444,
            4908,
            5536
        ],
        [
            630.280673,
            630.280673,
            675.530673,
            630.280673,
            630.280673,
            675.530673
        ],
        [
            9,
            4,
            12,
            9,
            4,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458273,
            -161653,
            -213255,
            149937,
            -169202,
            -191124
        ]
    ]
}
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": 1669284000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759495450127,
    "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": "rma",
        "factors": {
            "length": 155,
            "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)