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Trade: XMR/USDT/60/SSF/VWMA/1731

Strategy
XMR/USDT/60/SSF/VWMA/1731
Pair
XMR_USDT
Interval
1h
Score
408282
Daily Profit
0.184658
Profit Factor
1.645390
Profitability
66.037736
Streak
612.591406
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 00:11
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 84772.9976 43775.4595 40997.538 108167.2817 51767.2371 56400.0447
Total P&L (%) 84.773 43.7755 40.9975 108.1673 51.7672 56.4
Avg Daily Profit (%) 0.1847 0.0954 0.0893 0.1598 0.0909 0.0975
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22922 -10980 -22648 -31222 -18447 -30849
Profit Factor 1.6454 1.7667 1.5521 1.66 1.7068 1.6223
Total Trades 159 79 80 159 79 80
Winning Trades 105 51 54 105 51 54
Losing Trades 54 28 26 54 28 26
Profitability (%) 66.0377 64.557 67.5 66.0377 64.557 67.5
Ratio Avg Win / Avg Loss 0.8462 0.9699 0.7473 0.8537 0.9371 0.7811
Largest Winning Trade 20456 7289 20456 30592 11852 30592
Largest Losing Trade -22648 -10980 -22648 -30849 -18447 -30849
Avg Bars in Trades 67 64 71 67 64 71
Avg Bars in Winners 50 49 52 50 49 52
Avg Bars in Losers 101 91 112 101 91 112
Bars Traded 10806 5071 5736 10806 5071 5736
Profit Streak 612.5914 612.5914 618.7164 612.5914 612.5914 618.7164
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408282 -91580 -92237 401662 -96946 -79786
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": 1669075200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760130697449,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            84772.9975530947,
            43775.4595351454,
            40997.5380179493,
            108167.2817380282,
            51767.2370794002,
            56400.0446586279
        ],
        [
            84.772998,
            43.77546,
            40.997538,
            108.167282,
            51.767237,
            56.400045
        ],
        [
            0.184658,
            0.095355,
            0.089304,
            0.159832,
            0.090914,
            0.09747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22922,
            -10980,
            -22648,
            -31222,
            -18447,
            -30849
        ],
        [
            1.64539,
            1.76665,
            1.552141,
            1.660049,
            1.706803,
            1.622268
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            66.037736,
            64.556962,
            67.5,
            66.037736,
            64.556962,
            67.5
        ],
        [
            0.846201,
            0.969926,
            0.747327,
            0.853739,
            0.937068,
            0.781092
        ],
        [
            20456,
            7289,
            20456,
            30592,
            11852,
            30592
        ],
        [
            -22648,
            -10980,
            -22648,
            -30849,
            -18447,
            -30849
        ],
        [
            67,
            64,
            71,
            67,
            64,
            71
        ],
        [
            50,
            49,
            52,
            50,
            49,
            52
        ],
        [
            101,
            91,
            112,
            101,
            91,
            112
        ],
        [
            10806,
            5071,
            5736,
            10806,
            5071,
            5736
        ],
        [
            612.591406,
            612.591406,
            618.716406,
            612.591406,
            612.591406,
            618.716406
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408282,
            -91580,
            -92237,
            401662,
            -96946,
            -79786
        ]
    ]
}
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": 1669075200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760130697449,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)