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Trade: XMR/USDT/60/VWAP/HILO/7693

Strategy
XMR/USDT/60/VWAP/HILO/7693
Pair
XMR_USDT
Interval
1h
Score
495077
Daily Profit
0.213418
Profit Factor
1.226324
Profitability
68.047337
Streak
587.118775
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 20:51
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 97975.8594 52861.636 45114.2234 122631.4619 45336.2695 77295.1924
Total P&L (%) 97.9759 52.8616 45.1142 122.6315 45.3363 77.2952
Avg Daily Profit (%) 0.2134 0.1151 0.0983 0.1745 0.0815 0.1248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32496 -28762 -19064 -67158 -66984 -20854
Profit Factor 1.2263 1.2204 1.2337 1.2073 1.1316 1.3129
Total Trades 845 422 423 845 422 423
Winning Trades 575 294 281 575 294 281
Losing Trades 270 128 142 270 128 142
Profitability (%) 68.0473 69.6682 66.4303 68.0473 69.6682 66.4303
Ratio Avg Win / Avg Loss 0.5758 0.5313 0.6234 0.5669 0.4927 0.6635
Largest Winning Trade 14950 14950 10667 24776 24776 22448
Largest Losing Trade -28762 -28762 -16184 -66984 -66984 -18268
Avg Bars in Trades 12 10 15 12 10 15
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 22 17 27 22 17 27
Bars Traded 10974 4540 6434 10974 4540 6434
Profit Streak 587.1188 587.1188 590.0354 587.1188 587.1188 590.0354
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495077 -37817 -60819 478913 -158710 -23174

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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758909062159,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            97975.8593624192,
            52861.6359880939,
            45114.2233743254,
            122631.4618729651,
            45336.2695009177,
            77295.1923720474
        ],
        [
            97.975859,
            52.861636,
            45.114223,
            122.631462,
            45.33627,
            77.295192
        ],
        [
            0.213418,
            0.115147,
            0.098271,
            0.174489,
            0.081474,
            0.124816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32496,
            -28762,
            -19064,
            -67158,
            -66984,
            -20854
        ],
        [
            1.226324,
            1.220422,
            1.233655,
            1.207296,
            1.131577,
            1.312913
        ],
        [
            845,
            422,
            423,
            845,
            422,
            423
        ],
        [
            575,
            294,
            281,
            575,
            294,
            281
        ],
        [
            270,
            128,
            142,
            270,
            128,
            142
        ],
        [
            68.047337,
            69.668246,
            66.43026,
            68.047337,
            69.668246,
            66.43026
        ],
        [
            0.575839,
            0.53134,
            0.623413,
            0.566904,
            0.492659,
            0.663465
        ],
        [
            14950,
            14950,
            10667,
            24776,
            24776,
            22448
        ],
        [
            -28762,
            -28762,
            -16184,
            -66984,
            -66984,
            -18268
        ],
        [
            12,
            10,
            15,
            12,
            10,
            15
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            22,
            17,
            27,
            22,
            17,
            27
        ],
        [
            10974,
            4540,
            6434,
            10974,
            4540,
            6434
        ],
        [
            587.118775,
            587.118775,
            590.035441,
            587.118775,
            587.118775,
            590.035442
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495077,
            -37817,
            -60819,
            478913,
            -158710,
            -23174
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758909062159,
    "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": "hilo",
        "factors": {
            "length": 0,
            "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)