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Trade: XMR/USDT/60/VWAP/T3/6696

Strategy
XMR/USDT/60/VWAP/T3/6696
Pair
XMR_USDT
Interval
1h
Score
421571
Daily Profit
0.180015
Profit Factor
1.640732
Profitability
76.923077
Streak
590.924987
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 19:11
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 82641.3714 35335.3443 47306.0271 99484.2067 29031.6922 70452.5145
Total P&L (%) 82.6414 35.3353 47.306 99.4842 29.0317 70.4525
Avg Daily Profit (%) 0.18 0.077 0.103 0.1505 0.0555 0.1162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31585 -23343 -21896 -66041 -54386 -44324
Profit Factor 1.6407 1.5154 1.7829 1.4161 1.216 1.6731
Total Trades 130 65 65 130 65 65
Winning Trades 100 48 52 100 48 52
Losing Trades 30 17 13 30 17 13
Profitability (%) 76.9231 73.8462 80 76.9231 73.8462 80
Ratio Avg Win / Avg Loss 0.4922 0.5367 0.4457 0.4248 0.4307 0.4183
Largest Winning Trade 12410 6855 12410 22023 10178 22023
Largest Losing Trade -22980 -22980 -21896 -52948 -52948 -44324
Avg Bars in Trades 81 80 82 81 80 82
Avg Bars in Winners 47 45 50 47 45 50
Avg Bars in Losers 192 179 210 192 179 210
Bars Traded 10559 5217 5342 10559 5217 5342
Profit Streak 590.925 0 599.675 590.925 0 599.675
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421571 -222436 -183980 369213 -253404 -165036

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": 1669287600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758903118910,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.71135
        }
    }
}
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": [
        [
            82641.3713559971,
            35335.3442644214,
            47306.0270915758,
            99484.2066845317,
            29031.6921845351,
            70452.5144999967
        ],
        [
            82.641371,
            35.335344,
            47.306027,
            99.484207,
            29.031692,
            70.452514
        ],
        [
            0.180015,
            0.07697,
            0.103045,
            0.150537,
            0.055537,
            0.116232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31585,
            -23343,
            -21896,
            -66041,
            -54386,
            -44324
        ],
        [
            1.640732,
            1.515421,
            1.782909,
            1.416099,
            1.215989,
            1.673058
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            76.923077,
            73.846154,
            80,
            76.923077,
            73.846154,
            80
        ],
        [
            0.49222,
            0.536712,
            0.445727,
            0.42483,
            0.430663,
            0.418264
        ],
        [
            12410,
            6855,
            12410,
            22023,
            10178,
            22023
        ],
        [
            -22980,
            -22980,
            -21896,
            -52948,
            -52948,
            -44324
        ],
        [
            81,
            80,
            82,
            81,
            80,
            82
        ],
        [
            47,
            45,
            50,
            47,
            45,
            50
        ],
        [
            192,
            179,
            210,
            192,
            179,
            210
        ],
        [
            10559,
            5217,
            5342,
            10559,
            5217,
            5342
        ],
        [
            590.924987,
            0,
            599.674987,
            590.924987,
            0,
            599.674987
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421571,
            -222436,
            -183980,
            369213,
            -253404,
            -165036
        ]
    ]
}
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": 1669287600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758903118910,
    "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": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.71135
        }
    }
}

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)