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Trade: XMR/USDT/60/VWAP/DEMA/9045

Strategy
XMR/USDT/60/VWAP/DEMA/9045
Pair
XMR_USDT
Interval
1h
Score
353739
Daily Profit
0.155830
Profit Factor
1.408060
Profitability
68.750000
Streak
587.011503
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-27 01:16
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 71538.5509 31939.8771 39598.6738 77723.6708 18690.3156 59033.3551
Total P&L (%) 71.5386 31.9399 39.5987 77.7237 18.6903 59.0334
Avg Daily Profit (%) 0.1558 0.0696 0.0863 0.1253 0.0373 0.1011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36273 -30129 -21231 -85598 -71509 -32239
Profit Factor 1.4081 1.3661 1.4497 1.2746 1.1248 1.4429
Total Trades 240 120 120 240 120 120
Winning Trades 165 85 80 165 85 80
Losing Trades 75 35 40 75 35 40
Profitability (%) 68.75 70.8333 66.6667 68.75 70.8333 66.6667
Ratio Avg Win / Avg Loss 0.64 0.5625 0.7248 0.5794 0.4632 0.7214
Largest Winning Trade 8157 8157 7628 12596 8678 12596
Largest Losing Trade -29003 -29003 -21231 -69634 -69634 -32239
Avg Bars in Trades 44 43 46 44 43 46
Avg Bars in Winners 26 24 28 26 24 28
Avg Bars in Losers 85 88 83 85 88 83
Bars Traded 10769 5172 5597 10769 5172 5597
Profit Streak 587.0115 0 587.9282 587.0115 0 587.9282
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353739 -102458 -78979 -23916 -234001 -57688

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": 1669352400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758924993867,
    "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": 174,
            "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": [
        [
            71538.5509170481,
            31939.8771496452,
            39598.6737674031,
            77723.6707607956,
            18690.3156353057,
            59033.3551254898
        ],
        [
            71.538551,
            31.939877,
            39.598674,
            77.723671,
            18.690316,
            59.033355
        ],
        [
            0.15583,
            0.069574,
            0.086257,
            0.125342,
            0.037331,
            0.101111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36273,
            -30129,
            -21231,
            -85598,
            -71509,
            -32239
        ],
        [
            1.40806,
            1.36605,
            1.449687,
            1.274591,
            1.124805,
            1.442874
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            165,
            85,
            80,
            165,
            85,
            80
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            68.75,
            70.833333,
            66.666667,
            68.75,
            70.833333,
            66.666667
        ],
        [
            0.640027,
            0.562491,
            0.724844,
            0.57936,
            0.463155,
            0.721437
        ],
        [
            8157,
            8157,
            7628,
            12596,
            8678,
            12596
        ],
        [
            -29003,
            -29003,
            -21231,
            -69634,
            -69634,
            -32239
        ],
        [
            44,
            43,
            46,
            44,
            43,
            46
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            85,
            88,
            83,
            85,
            88,
            83
        ],
        [
            10769,
            5172,
            5597,
            10769,
            5172,
            5597
        ],
        [
            587.011503,
            0,
            587.92817,
            587.011503,
            0,
            587.92817
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353739,
            -102458,
            -78979,
            -23916,
            -234001,
            -57688
        ]
    ]
}
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": 1669352400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758924993867,
    "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": 174,
            "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)