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Trade: XMR/USDT/120/VWAP/JMA/8353

Strategy
XMR/USDT/120/VWAP/JMA/8353
Pair
XMR_USDT
Interval
2h
Score
348005
Daily Profit
0.160651
Profit Factor
1.245315
Profitability
74.678112
Streak
597.218395
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-30 06:14
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 240976.9511 205841.3423 35135.6088 148083.0779 103244.4519 44838.626
Total P&L (%) 240.977 205.8413 35.1356 148.0831 103.2445 44.8386
Avg Daily Profit (%) 0.1607 0.1372 0.0234 0.0606 0.0473 0.0247
Buy And Hold Return (%) 68.8958 68.8958 68.8958 68.8958 68.8958 68.8958
Max Trade Drawdown -90742 -59416 -121680 -138972 -102160 -115863
Profit Factor 1.2453 1.4707 1.0645 1.1105 1.1574 1.0656
Total Trades 466 233 233 466 233 233
Winning Trades 348 177 171 348 177 171
Losing Trades 118 56 62 118 56 62
Profitability (%) 74.6781 75.9657 73.3906 74.6781 75.9657 73.3906
Ratio Avg Win / Avg Loss 0.4223 0.4653 0.3859 0.3766 0.3662 0.3863
Largest Winning Trade 25802 25802 19436 18433 18433 16413
Largest Losing Trade -41669 -41669 -35920 -90173 -90173 -42868
Avg Bars in Trades 37 34 41 37 34 41
Avg Bars in Winners 21 20 22 21 20 22
Avg Bars in Losers 84 76 92 84 76 92
Bars Traded 17622 7995 9627 17622 7995 9627
Profit Streak 597.2184 597.2184 608.1351 597.2184 597.2184 608.1351
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348005 -8884 -473572 -211568 -184884 -470661
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759202069375,
    "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": 223,
            "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": [
        [
            240976.9510997288,
            205841.3423010774,
            35135.6087986513,
            148083.0779046983,
            103244.4519397333,
            44838.625964965
        ],
        [
            240.976951,
            205.841342,
            35.135609,
            148.083078,
            103.244452,
            44.838626
        ],
        [
            0.160651,
            0.137228,
            0.023424,
            0.060591,
            0.047294,
            0.0247
        ],
        [
            68.895845,
            68.895845,
            68.895845,
            68.895845,
            68.895845,
            68.895845
        ],
        [
            -90742,
            -59416,
            -121680,
            -138972,
            -102160,
            -115863
        ],
        [
            1.245315,
            1.470727,
            1.064465,
            1.110517,
            1.157377,
            1.065565
        ],
        [
            466,
            233,
            233,
            466,
            233,
            233
        ],
        [
            348,
            177,
            171,
            348,
            177,
            171
        ],
        [
            118,
            56,
            62,
            118,
            56,
            62
        ],
        [
            74.678112,
            75.965665,
            73.390558,
            74.678112,
            75.965665,
            73.390558
        ],
        [
            0.422262,
            0.465315,
            0.385946,
            0.376555,
            0.366176,
            0.386345
        ],
        [
            25802,
            25802,
            19436,
            18433,
            18433,
            16413
        ],
        [
            -41669,
            -41669,
            -35920,
            -90173,
            -90173,
            -42868
        ],
        [
            37,
            34,
            41,
            37,
            34,
            41
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            84,
            76,
            92,
            84,
            76,
            92
        ],
        [
            17622,
            7995,
            9627,
            17622,
            7995,
            9627
        ],
        [
            597.218395,
            597.218395,
            608.135062,
            597.218395,
            597.218396,
            608.135062
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348005,
            -8884,
            -473572,
            -211568,
            -184884,
            -470661
        ]
    ]
}
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": 1580328000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759202069375,
    "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": 223,
            "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)