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Trade: XMR/USDT/60/VWAP/KCB/1524

Strategy
XMR/USDT/60/VWAP/KCB/1524
Pair
XMR_USDT
Interval
1h
Score
483811
Daily Profit
0.182762
Profit Factor
1.887194
Profitability
79.629630
Streak
614.198972
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 08:46
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 83902.5401 45383.4136 38519.1265 116444.0833 59216.8656 57227.2176
Total P&L (%) 83.9025 45.3834 38.5191 116.4441 59.2169 57.2272
Avg Daily Profit (%) 0.1828 0.0989 0.0839 0.1683 0.1014 0.0986
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23031 -12304 -18662 -35932 -19310 -28753
Profit Factor 1.8872 2.1154 1.7149 1.8584 1.9918 1.7535
Total Trades 162 81 81 162 81 81
Winning Trades 129 66 63 129 66 63
Losing Trades 33 15 18 33 15 18
Profitability (%) 79.6296 81.4815 77.7778 79.6296 81.4815 77.7778
Ratio Avg Win / Avg Loss 0.4828 0.4808 0.49 0.4754 0.4527 0.501
Largest Winning Trade 8404 4773 8404 16781 6388 16781
Largest Losing Trade -18662 -8254 -18662 -28753 -11720 -28753
Avg Bars in Trades 61 59 64 61 59 64
Avg Bars in Winners 32 29 35 32 29 35
Avg Bars in Losers 177 193 163 177 193 163
Bars Traded 10037 4843 5194 10037 4843 5194
Profit Streak 614.199 633.199 614.199 614.199 633.199 614.199
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483811 -68264 -91075 477373 -64416 -69878
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": 1669546800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759729591183,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            83902.5401150199,
            45383.4136050598,
            38519.1265099602,
            116444.0832827883,
            59216.8656472799,
            57227.2176355085
        ],
        [
            83.90254,
            45.383414,
            38.519127,
            116.444083,
            59.216866,
            57.227218
        ],
        [
            0.182762,
            0.098857,
            0.083905,
            0.168339,
            0.101362,
            0.09862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23031,
            -12304,
            -18662,
            -35932,
            -19310,
            -28753
        ],
        [
            1.887194,
            2.115352,
            1.714893,
            1.858402,
            1.991785,
            1.753537
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            79.62963,
            81.481481,
            77.777778,
            79.62963,
            81.481481,
            77.777778
        ],
        [
            0.48277,
            0.480762,
            0.489969,
            0.475405,
            0.452678,
            0.501011
        ],
        [
            8404,
            4773,
            8404,
            16781,
            6388,
            16781
        ],
        [
            -18662,
            -8254,
            -18662,
            -28753,
            -11720,
            -28753
        ],
        [
            61,
            59,
            64,
            61,
            59,
            64
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            177,
            193,
            163,
            177,
            193,
            163
        ],
        [
            10037,
            4843,
            5194,
            10037,
            4843,
            5194
        ],
        [
            614.198972,
            633.198972,
            614.198972,
            614.198972,
            633.198972,
            614.198972
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483811,
            -68264,
            -91075,
            477373,
            -64416,
            -69878
        ]
    ]
}
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": 1669546800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759729591183,
    "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": "kcb",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)