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Trade: XMR/USDT/240/BBL/VWMA/6231

Strategy
XMR/USDT/240/BBL/VWMA/6231
Pair
XMR_USDT
Interval
4h
Score
303858
Daily Profit
0.165689
Profit Factor
1.720764
Profitability
65.068493
Streak
600.832193
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-09-26 18:58
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298625.6244 243443.5994 55182.025 607214.9219 393431.2345 213783.6875
Total P&L (%) 298.6256 243.4436 55.182 607.2149 393.4312 213.7837
Avg Daily Profit (%) 0.1657 0.1351 0.0306 0.1086 0.0886 0.0635
Buy And Hold Return (%) 76.1912 76.1912 76.1912 76.1912 76.1912 76.1912
Max Trade Drawdown -75382 -75272 -27105 -697804 -686328 -159625
Profit Factor 1.7208 1.9113 1.3749 1.3125 1.2818 1.3908
Total Trades 146 73 73 146 73 73
Winning Trades 95 49 46 95 49 46
Losing Trades 51 24 27 51 24 27
Profitability (%) 65.0685 67.1233 63.0137 65.0685 67.1233 63.0137
Ratio Avg Win / Avg Loss 0.9238 0.9361 0.807 0.7046 0.6278 0.8163
Largest Winning Trade 54498 54498 20926 179488 179488 89468
Largest Losing Trade -46212 -46212 -17857 -482633 -482633 -131011
Avg Bars in Trades 72 130 13 72 130 13
Avg Bars in Winners 48 80 13 48 80 13
Avg Bars in Losers 116 232 14 116 232 14
Bars Traded 10567 9548 1019 10567 9548 1019
Profit Streak 600.8322 0 698.1655 600.8322 0 698.1655
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303858 -84257 -387254 -46181 -147047 -180862

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1554955200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758902301464,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.91883
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "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": [
        [
            298625.6244202861,
            243443.5994332664,
            55182.0249870196,
            607214.9219138034,
            393431.234453739,
            213783.6874600642
        ],
        [
            298.625624,
            243.443599,
            55.182025,
            607.214922,
            393.431234,
            213.783687
        ],
        [
            0.165689,
            0.135072,
            0.030617,
            0.108594,
            0.088603,
            0.063468
        ],
        [
            76.191183,
            76.191183,
            76.191183,
            76.191183,
            76.191183,
            76.191183
        ],
        [
            -75382,
            -75272,
            -27105,
            -697804,
            -686328,
            -159625
        ],
        [
            1.720764,
            1.911291,
            1.374937,
            1.312484,
            1.281805,
            1.390773
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            65.068493,
            67.123288,
            63.013699,
            65.068493,
            67.123288,
            63.013699
        ],
        [
            0.923779,
            0.936142,
            0.807028,
            0.704596,
            0.627823,
            0.816323
        ],
        [
            54498,
            54498,
            20926,
            179488,
            179488,
            89468
        ],
        [
            -46212,
            -46212,
            -17857,
            -482633,
            -482633,
            -131011
        ],
        [
            72,
            130,
            13,
            72,
            130,
            13
        ],
        [
            48,
            80,
            13,
            48,
            80,
            13
        ],
        [
            116,
            232,
            14,
            116,
            232,
            14
        ],
        [
            10567,
            9548,
            1019,
            10567,
            9548,
            1019
        ],
        [
            600.832193,
            0,
            698.165526,
            600.832193,
            0,
            698.165526
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303858,
            -84257,
            -387254,
            -46181,
            -147047,
            -180862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1554955200000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758902301464,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.91883
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "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)