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Trade: XMR/USDT/60/SMA/VWMA/3034

Strategy
XMR/USDT/60/SMA/VWMA/3034
Pair
XMR_USDT
Interval
1h
Score
402353
Daily Profit
0.172611
Profit Factor
1.684049
Profitability
72.000000
Streak
605.891765
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 10:24
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 79242.2015 38280.9774 40961.2241 99979.8647 42143.5443 57836.3204
Total P&L (%) 79.2422 38.281 40.9612 99.9799 42.1435 57.8363
Avg Daily Profit (%) 0.1726 0.0834 0.0892 0.1511 0.0766 0.0995
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20712 -13058 -19814 -33280 -23772 -29368
Profit Factor 1.684 1.8484 1.5792 1.6257 1.6618 1.6017
Total Trades 125 62 63 125 62 63
Winning Trades 90 42 48 90 42 48
Losing Trades 35 20 15 35 20 15
Profitability (%) 72 67.7419 76.1905 72 67.7419 76.1905
Ratio Avg Win / Avg Loss 0.6549 0.8802 0.4935 0.6322 0.7913 0.5005
Largest Winning Trade 13209 6550 13209 21359 8858 21359
Largest Losing Trade -19814 -10927 -19814 -29368 -19835 -29368
Avg Bars in Trades 86 83 89 86 83 89
Avg Bars in Winners 70 75 66 70 75 66
Avg Bars in Losers 126 98 163 126 98 163
Bars Traded 10805 5168 5637 10805 5168 5637
Profit Streak 605.8918 606.3084 605.8918 605.8918 606.3084 605.8918
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402353 -235332 -219319 391671 -244354 -204212
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": 1669212000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760081048517,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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": [
        [
            79242.2015430306,
            38280.9774061074,
            40961.2241369234,
            99979.8646951679,
            42143.5442818976,
            57836.3204132704
        ],
        [
            79.242202,
            38.280977,
            40.961224,
            99.979865,
            42.143544,
            57.83632
        ],
        [
            0.172611,
            0.083386,
            0.089225,
            0.151078,
            0.076632,
            0.099463
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20712,
            -13058,
            -19814,
            -33280,
            -23772,
            -29368
        ],
        [
            1.684049,
            1.848352,
            1.579212,
            1.625655,
            1.661771,
            1.601726
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            72,
            67.741935,
            76.190476,
            72,
            67.741935,
            76.190476
        ],
        [
            0.654908,
            0.880168,
            0.493504,
            0.632199,
            0.79132,
            0.500539
        ],
        [
            13209,
            6550,
            13209,
            21359,
            8858,
            21359
        ],
        [
            -19814,
            -10927,
            -19814,
            -29368,
            -19835,
            -29368
        ],
        [
            86,
            83,
            89,
            86,
            83,
            89
        ],
        [
            70,
            75,
            66,
            70,
            75,
            66
        ],
        [
            126,
            98,
            163,
            126,
            98,
            163
        ],
        [
            10805,
            5168,
            5637,
            10805,
            5168,
            5637
        ],
        [
            605.891765,
            606.308432,
            605.891765,
            605.891765,
            606.308432,
            605.891765
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402353,
            -235332,
            -219319,
            391671,
            -244354,
            -204212
        ]
    ]
}
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": 1669212000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760081048517,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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)