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Trade: XMR/USDT/60/OHLC4/VWMA/6595

Strategy
XMR/USDT/60/OHLC4/VWMA/6595
Pair
XMR_USDT
Interval
1h
Score
503224
Daily Profit
0.219435
Profit Factor
1.655364
Profitability
75.877193
Streak
597.270048
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-02 02:28
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 100738.1858 50105.0222 50633.1636 152526.8187 55592.7835 96934.0352
Total P&L (%) 100.7382 50.105 50.6332 152.5268 55.5928 96.934
Avg Daily Profit (%) 0.2194 0.1091 0.1103 0.202 0.0963 0.1477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25393 -14413 -19664 -37208 -39854 -28216
Profit Factor 1.6554 1.6486 1.6622 1.6411 1.419 1.9212
Total Trades 456 228 228 456 228 228
Winning Trades 346 171 175 346 171 175
Losing Trades 110 57 53 110 57 53
Profitability (%) 75.8772 75 76.7544 75.8772 75 76.7544
Ratio Avg Win / Avg Loss 0.5263 0.5495 0.5034 0.5217 0.473 0.5818
Largest Winning Trade 11042 5521 11042 28155 6260 28155
Largest Losing Trade -18366 -9450 -18366 -26756 -26756 -26659
Avg Bars in Trades 23 22 24 23 22 24
Avg Bars in Winners 11 10 13 11 10 13
Avg Bars in Losers 60 59 60 60 59 60
Bars Traded 10694 5134 5560 10694 5134 5560
Profit Streak 597.27 0 609.9784 597.27 0 609.9784
Trades During Streak 1 0 9 1 0 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503224 -44874 -41618 496864 -62775 363167
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": 1669316400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759361332166,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "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": [
        [
            100738.1857678972,
            50105.0221521113,
            50633.1636157859,
            152526.8187347682,
            55592.7834921132,
            96934.035242655
        ],
        [
            100.738186,
            50.105022,
            50.633164,
            152.526819,
            55.592783,
            96.934035
        ],
        [
            0.219435,
            0.109142,
            0.110293,
            0.201987,
            0.096342,
            0.14773
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25393,
            -14413,
            -19664,
            -37208,
            -39854,
            -28216
        ],
        [
            1.655364,
            1.648633,
            1.662163,
            1.641094,
            1.418973,
            1.921179
        ],
        [
            456,
            228,
            228,
            456,
            228,
            228
        ],
        [
            346,
            171,
            175,
            346,
            171,
            175
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            75.877193,
            75,
            76.754386,
            75.877193,
            75,
            76.754386
        ],
        [
            0.526272,
            0.549544,
            0.503398,
            0.521735,
            0.472991,
            0.581843
        ],
        [
            11042,
            5521,
            11042,
            28155,
            6260,
            28155
        ],
        [
            -18366,
            -9450,
            -18366,
            -26756,
            -26756,
            -26659
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            60,
            59,
            60,
            60,
            59,
            60
        ],
        [
            10694,
            5134,
            5560,
            10694,
            5134,
            5560
        ],
        [
            597.270048,
            0,
            609.978381,
            597.270048,
            0,
            609.978382
        ],
        [
            1,
            0,
            9,
            1,
            0,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503224,
            -44874,
            -41618,
            496864,
            -62775,
            363167
        ]
    ]
}
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": 1669316400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759361332166,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "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)