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Trade: XMR/USDT/60/VWAP/KCB/7589

Strategy
XMR/USDT/60/VWAP/KCB/7589
Pair
XMR_USDT
Interval
1h
Score
446947
Daily Profit
0.162800
Profit Factor
1.581741
Profitability
78.712871
Streak
593.715622
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-29 21:10
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 74738.0019 39442.6911 35295.3108 91886.8395 36743.4421 55143.3974
Total P&L (%) 74.738 39.4427 35.2953 91.8868 36.7434 55.1434
Avg Daily Profit (%) 0.1628 0.0859 0.0769 0.1421 0.0682 0.0957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26591 -13569 -20103 -40768 -29909 -30298
Profit Factor 1.5817 1.648 1.5221 1.4824 1.3713 1.6026
Total Trades 202 101 101 202 101 101
Winning Trades 159 80 79 159 80 79
Losing Trades 43 21 22 43 21 22
Profitability (%) 78.7129 79.2079 78.2178 78.7129 79.2079 78.2178
Ratio Avg Win / Avg Loss 0.4278 0.4326 0.4239 0.4009 0.36 0.4463
Largest Winning Trade 10667 5354 10667 21246 6091 21246
Largest Losing Trade -20103 -13569 -20103 -30298 -29909 -30298
Avg Bars in Trades 52 49 55 52 49 55
Avg Bars in Winners 29 23 34 29 23 34
Avg Bars in Losers 139 148 130 139 148 130
Bars Traded 10655 5034 5621 10655 5034 5621
Profit Streak 593.7156 593.7573 593.7156 593.7156 593.7573 593.7156
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446947 -76581 -89692 40324 -101948 -62457
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": 1759169429714,
    "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": 174,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            74738.0019148747,
            39442.6910852135,
            35295.3108296613,
            91886.8394534734,
            36743.4420633714,
            55143.3973901018
        ],
        [
            74.738002,
            39.442691,
            35.295311,
            91.886839,
            36.743442,
            55.143397
        ],
        [
            0.1628,
            0.085917,
            0.076883,
            0.142066,
            0.068189,
            0.095711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26591,
            -13569,
            -20103,
            -40768,
            -29909,
            -30298
        ],
        [
            1.581741,
            1.647977,
            1.522101,
            1.482407,
            1.371288,
            1.602571
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            78.712871,
            79.207921,
            78.217822,
            78.712871,
            79.207921,
            78.217822
        ],
        [
            0.427766,
            0.432594,
            0.423876,
            0.400903,
            0.359963,
            0.446286
        ],
        [
            10667,
            5354,
            10667,
            21246,
            6091,
            21246
        ],
        [
            -20103,
            -13569,
            -20103,
            -30298,
            -29909,
            -30298
        ],
        [
            52,
            49,
            55,
            52,
            49,
            55
        ],
        [
            29,
            23,
            34,
            29,
            23,
            34
        ],
        [
            139,
            148,
            130,
            139,
            148,
            130
        ],
        [
            10655,
            5034,
            5621,
            10655,
            5034,
            5621
        ],
        [
            593.715622,
            593.757288,
            593.715622,
            593.715622,
            593.757288,
            593.715622
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446947,
            -76581,
            -89692,
            40324,
            -101948,
            -62457
        ]
    ]
}
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": 1759169429714,
    "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": 174,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)