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Trade: XMR/USDT/60/VWAP/DEMA/7167

Strategy
XMR/USDT/60/VWAP/DEMA/7167
Pair
XMR_USDT
Interval
1h
Score
328466
Daily Profit
0.166530
Profit Factor
1.325603
Profitability
62.611276
Streak
600.419189
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 06:03
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 76450.5592 34998.0415 41452.5177 88816.1515 29989.3816 58826.7698
Total P&L (%) 76.4506 34.998 41.4525 88.8162 29.9894 58.8268
Avg Daily Profit (%) 0.1665 0.0762 0.0903 0.1385 0.0571 0.1008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22601 -22601 -17998 -41332 -41332 -22456
Profit Factor 1.3256 1.2879 1.366 1.3149 1.1971 1.4527
Total Trades 337 168 169 337 168 169
Winning Trades 211 111 100 211 111 100
Losing Trades 126 57 69 126 57 69
Profitability (%) 62.6113 66.0714 59.1716 62.6113 66.0714 59.1716
Ratio Avg Win / Avg Loss 0.7916 0.6614 0.9426 0.7852 0.6148 1.0023
Largest Winning Trade 9516 8157 9516 15058 8132 15058
Largest Losing Trade -22601 -22601 -14855 -41332 -41332 -18920
Avg Bars in Trades 32 30 34 32 30 34
Avg Bars in Winners 19 18 21 19 18 21
Avg Bars in Losers 53 53 53 53 53 53
Bars Traded 10888 5091 5797 10888 5091 5797
Profit Streak 600.4192 0 603.1275 600.4192 0 603.1275
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328466 -93839 -73598 -6353 -123406 -56011
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": 1669089600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151817957,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "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": [
        [
            76450.5591722046,
            34998.0414749746,
            41452.51769723,
            88816.1514632042,
            29989.3816397491,
            58826.769823455
        ],
        [
            76.450559,
            34.998041,
            41.452518,
            88.816151,
            29.989382,
            58.82677
        ],
        [
            0.16653,
            0.076235,
            0.090295,
            0.138547,
            0.057149,
            0.100827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22601,
            -22601,
            -17998,
            -41332,
            -41332,
            -22456
        ],
        [
            1.325603,
            1.287941,
            1.366022,
            1.314873,
            1.197149,
            1.452671
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            211,
            111,
            100,
            211,
            111,
            100
        ],
        [
            126,
            57,
            69,
            126,
            57,
            69
        ],
        [
            62.611276,
            66.071429,
            59.171598,
            62.611276,
            66.071429,
            59.171598
        ],
        [
            0.791592,
            0.661375,
            0.942555,
            0.785185,
            0.614752,
            1.002343
        ],
        [
            9516,
            8157,
            9516,
            15058,
            8132,
            15058
        ],
        [
            -22601,
            -22601,
            -14855,
            -41332,
            -41332,
            -18920
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            10888,
            5091,
            5797,
            10888,
            5091,
            5797
        ],
        [
            600.419189,
            0,
            603.127522,
            600.419189,
            0,
            603.127523
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328466,
            -93839,
            -73598,
            -6353,
            -123406,
            -56011
        ]
    ]
}
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": 1669089600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760151817957,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "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)