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Trade: XMR/USDT/60/LINREG/VWMA/8829

Strategy
XMR/USDT/60/LINREG/VWMA/8829
Pair
XMR_USDT
Interval
1h
Score
468327
Daily Profit
0.259907
Profit Factor
1.600940
Profitability
73.313783
Streak
598.795174
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 01:05
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 119317.9195 59431.1892 59886.7302 196755.4002 81312.5726 115442.8276
Total P&L (%) 119.3179 59.4312 59.8867 196.7554 81.3126 115.4428
Avg Daily Profit (%) 0.2599 0.1295 0.1304 0.2372 0.1297 0.1673
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23940 -13240 -21843 -34442 -30694 -29670
Profit Factor 1.6009 1.6927 1.5311 1.6528 1.5675 1.7301
Total Trades 341 170 171 341 170 171
Winning Trades 250 125 125 250 125 125
Losing Trades 91 45 46 91 45 46
Profitability (%) 73.3138 73.5294 73.0994 73.3138 73.5294 73.0994
Ratio Avg Win / Avg Loss 0.5827 0.6094 0.5634 0.6016 0.5643 0.6367
Largest Winning Trade 13806 5419 13806 32472 13578 32472
Largest Losing Trade -20892 -11467 -20892 -30694 -30694 -29670
Avg Bars in Trades 32 30 33 32 30 33
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 69 61 77 69 61 77
Bars Traded 10914 5122 5792 10914 5122 5792
Profit Streak 598.7952 0 602.0035 598.7952 0 602.0035
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468327 -17851 -16191 464948 -17198 409370
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": 1669003200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047503072,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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": [
        [
            119317.9194795915,
            59431.1892343096,
            59886.7302452818,
            196755.4002002928,
            81312.5725612806,
            115442.8276390122
        ],
        [
            119.317919,
            59.431189,
            59.88673,
            196.7554,
            81.312573,
            115.442828
        ],
        [
            0.259907,
            0.129457,
            0.130449,
            0.23722,
            0.129702,
            0.167328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23940,
            -13240,
            -21843,
            -34442,
            -30694,
            -29670
        ],
        [
            1.60094,
            1.692729,
            1.531103,
            1.652788,
            1.567474,
            1.730099
        ],
        [
            341,
            170,
            171,
            341,
            170,
            171
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            73.313783,
            73.529412,
            73.099415,
            73.313783,
            73.529412,
            73.099415
        ],
        [
            0.582742,
            0.609382,
            0.563446,
            0.601615,
            0.564291,
            0.636676
        ],
        [
            13806,
            5419,
            13806,
            32472,
            13578,
            32472
        ],
        [
            -20892,
            -11467,
            -20892,
            -30694,
            -30694,
            -29670
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            69,
            61,
            77,
            69,
            61,
            77
        ],
        [
            10914,
            5122,
            5792,
            10914,
            5122,
            5792
        ],
        [
            598.795174,
            0,
            602.003508,
            598.795174,
            0,
            602.003508
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468327,
            -17851,
            -16191,
            464948,
            -17198,
            409370
        ]
    ]
}
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": 1669003200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047503072,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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)