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Trade: XMR/USDT/60/WMA/VWMA/1627

Strategy
XMR/USDT/60/WMA/VWMA/1627
Pair
XMR_USDT
Interval
1h
Score
407017
Daily Profit
0.168504
Profit Factor
1.575309
Profitability
72.592593
Streak
611.322019
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-09 17:43
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 77356.9727 38451.0856 38905.8871 92227.1833 40214.9688 52012.2145
Total P&L (%) 77.357 38.4511 38.9059 92.2272 40.215 52.0122
Avg Daily Profit (%) 0.1685 0.0838 0.0847 0.1425 0.0737 0.0913
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27065 -11884 -23081 -44884 -20817 -38504
Profit Factor 1.5753 1.6666 1.5067 1.4678 1.4681 1.4675
Total Trades 135 67 68 135 67 68
Winning Trades 98 49 49 98 49 49
Losing Trades 37 18 19 37 18 19
Profitability (%) 72.5926 73.1343 72.0588 72.5926 73.1343 72.0588
Ratio Avg Win / Avg Loss 0.5948 0.6122 0.5842 0.5542 0.5393 0.569
Largest Winning Trade 17002 7208 17002 26241 9050 26241
Largest Losing Trade -21462 -11884 -21462 -34411 -20817 -34411
Avg Bars in Trades 80 78 81 80 78 81
Avg Bars in Winners 62 64 60 62 64 60
Avg Bars in Losers 125 115 136 125 115 136
Bars Traded 10804 5234 5570 10804 5234 5570
Profit Streak 611.322 611.322 612.447 611.322 611.322 612.447
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407017 -196974 -188575 15405 -211222 -179004
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760021022486,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "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": [
        [
            77356.9727348578,
            38451.0856196427,
            38905.8871152152,
            92227.183295048,
            40214.9688358956,
            52012.2144591523
        ],
        [
            77.356973,
            38.451086,
            38.905887,
            92.227183,
            40.214969,
            52.012214
        ],
        [
            0.168504,
            0.083757,
            0.084748,
            0.142453,
            0.073654,
            0.091266
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27065,
            -11884,
            -23081,
            -44884,
            -20817,
            -38504
        ],
        [
            1.575309,
            1.666576,
            1.506738,
            1.467753,
            1.468081,
            1.467499
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            72.592593,
            73.134328,
            72.058824,
            72.592593,
            73.134328,
            72.058824
        ],
        [
            0.594759,
            0.612212,
            0.584245,
            0.554152,
            0.539295,
            0.56903
        ],
        [
            17002,
            7208,
            17002,
            26241,
            9050,
            26241
        ],
        [
            -21462,
            -11884,
            -21462,
            -34411,
            -20817,
            -34411
        ],
        [
            80,
            78,
            81,
            80,
            78,
            81
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            125,
            115,
            136,
            125,
            115,
            136
        ],
        [
            10804,
            5234,
            5570,
            10804,
            5234,
            5570
        ],
        [
            611.322019,
            611.322019,
            612.447019,
            611.322019,
            611.322019,
            612.447019
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407017,
            -196974,
            -188575,
            15405,
            -211222,
            -179004
        ]
    ]
}
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760021022486,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "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)