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Trade: XMR/USDT/120/VWAP/JMA/3217

Strategy
XMR/USDT/120/VWAP/JMA/3217
Pair
XMR_USDT
Interval
2h
Score
443950
Daily Profit
0.222579
Profit Factor
1.268947
Profitability
69.661458
Streak
601.372780
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-12 17:56
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 333869.0984 257738.3691 76130.7293 677337.8838 350138.0678 327199.8159
Total P&L (%) 333.8691 257.7384 76.1307 677.3379 350.1381 327.1998
Avg Daily Profit (%) 0.2226 0.1718 0.0508 0.1368 0.1003 0.0969
Buy And Hold Return (%) 70.1548 70.1548 70.1548 70.1548 70.1548 70.1548
Max Trade Drawdown -101184 -63801 -101563 -831248 -569172 -307832
Profit Factor 1.2689 1.4615 1.1115 1.1224 1.1262 1.1185
Total Trades 768 384 384 768 384 384
Winning Trades 535 282 253 535 282 253
Losing Trades 233 102 131 233 102 131
Profitability (%) 69.6615 73.4375 65.8854 69.6615 73.4375 65.8854
Ratio Avg Win / Avg Loss 0.5526 0.5286 0.5755 0.4888 0.4074 0.5791
Largest Winning Trade 14549 14110 14549 78808 76178 78808
Largest Losing Trade -36108 -36108 -31441 -374400 -374400 -136525
Avg Bars in Trades 23 20 25 23 20 25
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 17898 8017 9881 17898 8017 9881
Profit Streak 601.3728 0 603.7894 601.3728 0 603.7894
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443950 325434 -359596 -89746 -138941 -152805
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760281008254,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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": [
        [
            333869.0984100212,
            257738.3691242391,
            76130.7292857821,
            677337.8837841911,
            350138.0678348918,
            327199.8159493009
        ],
        [
            333.869098,
            257.738369,
            76.130729,
            677.337884,
            350.138068,
            327.199816
        ],
        [
            0.222579,
            0.171826,
            0.050754,
            0.136807,
            0.100343,
            0.096852
        ],
        [
            70.154817,
            70.154817,
            70.154817,
            70.154817,
            70.154817,
            70.154817
        ],
        [
            -101184,
            -63801,
            -101563,
            -831248,
            -569172,
            -307832
        ],
        [
            1.268947,
            1.461458,
            1.111488,
            1.122354,
            1.12622,
            1.118471
        ],
        [
            768,
            384,
            384,
            768,
            384,
            384
        ],
        [
            535,
            282,
            253,
            535,
            282,
            253
        ],
        [
            233,
            102,
            131,
            233,
            102,
            131
        ],
        [
            69.661458,
            73.4375,
            65.885417,
            69.661458,
            73.4375,
            65.885417
        ],
        [
            0.552644,
            0.528613,
            0.575513,
            0.488801,
            0.407356,
            0.579129
        ],
        [
            14549,
            14110,
            14549,
            78808,
            76178,
            78808
        ],
        [
            -36108,
            -36108,
            -31441,
            -374400,
            -374400,
            -136525
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            17898,
            8017,
            9881,
            17898,
            8017,
            9881
        ],
        [
            601.37278,
            0,
            603.789447,
            601.372781,
            0,
            603.789447
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443950,
            325434,
            -359596,
            -89746,
            -138941,
            -152805
        ]
    ]
}
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": 1579356000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760281008254,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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)