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Trade: XMR/USDT/60/VWAP/SMA/7548

Strategy
XMR/USDT/60/VWAP/SMA/7548
Pair
XMR_USDT
Interval
1h
Score
402463
Daily Profit
0.150781
Profit Factor
1.514052
Profitability
77.586207
Streak
603.986005
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 00:39
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 69220.6094 35313.7382 33906.8712 78610.0605 27091.784 51518.2765
Total P&L (%) 69.2206 35.3137 33.9069 78.6101 27.0918 51.5183
Avg Daily Profit (%) 0.1508 0.0769 0.0739 0.1264 0.0522 0.0906
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27496 -22904 -20703 -49827 -51040 -32489
Profit Factor 1.5141 1.5103 1.518 1.3621 1.2219 1.5424
Total Trades 174 87 87 174 87 87
Winning Trades 135 69 66 135 69 66
Losing Trades 39 18 21 39 18 21
Profitability (%) 77.5862 79.3103 75.8621 77.5862 79.3103 75.8621
Ratio Avg Win / Avg Loss 0.4374 0.394 0.483 0.3935 0.3188 0.4908
Largest Winning Trade 7151 5635 7151 7830 7824 7830
Largest Losing Trade -22586 -22586 -20703 -49827 -49827 -32489
Avg Bars in Trades 61 58 64 61 58 64
Avg Bars in Winners 34 32 37 34 32 37
Avg Bars in Losers 153 157 149 153 157 149
Bars Traded 10701 5070 5630 10701 5070 5630
Profit Streak 603.986 0 612.9027 603.986 0 612.9027
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402463 -90187 -93450 -21134 -125598 -69505
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": 1759959590813,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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": [
        [
            69220.6094370683,
            35313.738194512,
            33906.8712425563,
            78610.0604998049,
            27091.7839850968,
            51518.2765147081
        ],
        [
            69.220609,
            35.313738,
            33.906871,
            78.61006,
            27.091784,
            51.518277
        ],
        [
            0.150781,
            0.076923,
            0.073858,
            0.126427,
            0.052235,
            0.090556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27496,
            -22904,
            -20703,
            -49827,
            -51040,
            -32489
        ],
        [
            1.514052,
            1.510346,
            1.517969,
            1.362108,
            1.221875,
            1.542376
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            135,
            69,
            66,
            135,
            69,
            66
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            77.586207,
            79.310345,
            75.862069,
            77.586207,
            79.310345,
            75.862069
        ],
        [
            0.437393,
            0.394003,
            0.48299,
            0.393498,
            0.31875,
            0.490756
        ],
        [
            7151,
            5635,
            7151,
            7830,
            7824,
            7830
        ],
        [
            -22586,
            -22586,
            -20703,
            -49827,
            -49827,
            -32489
        ],
        [
            61,
            58,
            64,
            61,
            58,
            64
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            153,
            157,
            149,
            153,
            157,
            149
        ],
        [
            10701,
            5070,
            5630,
            10701,
            5070,
            5630
        ],
        [
            603.986005,
            0,
            612.902671,
            603.986005,
            0,
            612.902671
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402463,
            -90187,
            -93450,
            -21134,
            -125598,
            -69505
        ]
    ]
}
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": 1759959590813,
    "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": "sma",
        "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)