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Trade: XMR/USDT/120/MIDPOINT/VWMA/6738

Strategy
XMR/USDT/120/MIDPOINT/VWMA/6738
Pair
XMR_USDT
Interval
2h
Score
316697
Daily Profit
0.184885
Profit Factor
1.625694
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 09:39
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277327.0376 218736.8018 58590.2358 406806.4865 284044.0045 122762.482
Total P&L (%) 277.327 218.7368 58.5902 406.8065 284.044 122.7625
Avg Daily Profit (%) 0.1849 0.1458 0.0391 0.1083 0.0897 0.0534
Buy And Hold Return (%) 69.523 69.523 69.523 69.523 69.523 69.523
Max Trade Drawdown -154806 -96809 -59806 -1009859 -689663 -320195
Profit Factor 1.6257 1.9054 1.2906 1.1468 1.1739 1.1078
Total Trades 138 69 69 138 69 69
Winning Trades 70 36 34 70 36 34
Losing Trades 68 33 35 68 33 35
Profitability (%) 50.7246 52.1739 49.2754 50.7246 52.1739 49.2754
Ratio Avg Win / Avg Loss 1.5792 1.7466 1.3285 1.114 1.0761 1.1404
Largest Winning Trade 66108 66108 37110 372708 372708 225356
Largest Losing Trade -33623 -33623 -23204 -256722 -256722 -121893
Avg Bars in Trades 125 143 107 125 143 107
Avg Bars in Winners 143 182 102 143 182 102
Avg Bars in Losers 107 101 112 107 101 112
Bars Traded 17354 9933 7421 17354 9933 7421
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316697 -99135 -408717 -107832 -205883 -334188

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868788837,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            277327.0375577842,
            218736.8017612948,
            58590.2357964894,
            406806.4865371264,
            284044.0045454198,
            122762.4819917069
        ],
        [
            277.327038,
            218.736802,
            58.590236,
            406.806487,
            284.044005,
            122.762482
        ],
        [
            0.184885,
            0.145825,
            0.03906,
            0.108256,
            0.089746,
            0.05341
        ],
        [
            69.522993,
            69.522993,
            69.522993,
            69.522993,
            69.522993,
            69.522993
        ],
        [
            -154806,
            -96809,
            -59806,
            -1009859,
            -689663,
            -320195
        ],
        [
            1.625694,
            1.90536,
            1.290584,
            1.146787,
            1.173939,
            1.107838
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            50.724638,
            52.173913,
            49.275362,
            50.724638,
            52.173913,
            49.275362
        ],
        [
            1.579246,
            1.74658,
            1.328543,
            1.114022,
            1.076111,
            1.140421
        ],
        [
            66108,
            66108,
            37110,
            372708,
            372708,
            225356
        ],
        [
            -33623,
            -33623,
            -23204,
            -256722,
            -256722,
            -121893
        ],
        [
            125,
            143,
            107,
            125,
            143,
            107
        ],
        [
            143,
            182,
            102,
            143,
            182,
            102
        ],
        [
            107,
            101,
            112,
            107,
            101,
            112
        ],
        [
            17354,
            9933,
            7421,
            17354,
            9933,
            7421
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316697,
            -99135,
            -408717,
            -107832,
            -205883,
            -334188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758868788837,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)