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Trade: XMR/USDT/60/VWAP/KCL/1672

Strategy
XMR/USDT/60/VWAP/KCL/1672
Pair
XMR_USDT
Interval
1h
Score
470643
Daily Profit
0.179530
Profit Factor
1.634614
Profitability
78.500000
Streak
600.854800
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 23:30
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 82418.4084 39678.1902 42740.2182 106819.1 36591 70228.1
Total P&L (%) 82.4184 39.6782 42.7402 106.8191 36.591 70.2281
Avg Daily Profit (%) 0.1795 0.0864 0.0931 0.1584 0.0679 0.1159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20254 -18290 -19106 -39827 -43906 -31386
Profit Factor 1.6346 1.7984 1.5331 1.5202 1.407 1.6083
Total Trades 200 100 100 200 100 100
Winning Trades 157 81 76 157 81 76
Losing Trades 43 19 24 43 19 24
Profitability (%) 78.5 81 76 78.5 81 76
Ratio Avg Win / Avg Loss 0.4477 0.4218 0.4841 0.4164 0.33 0.5079
Largest Winning Trade 8404 4603 8404 18368 5671 18368
Largest Losing Trade -19106 -16810 -19106 -39827 -39827 -31386
Avg Bars in Trades 53 31 75 53 31 75
Avg Bars in Winners 31 21 43 31 21 43
Avg Bars in Losers 133 76 178 133 76 178
Bars Traded 10764 3170 7594 10764 3170 7594
Profit Streak 600.8548 600.8548 613.8548 600.8548 600.8548 613.8548
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470643 -75111 -66881 444176 -101871 -34019
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": 1669183200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759696254751,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "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": [
        [
            82418.4083725153,
            39678.1901551519,
            42740.2182173633,
            106819.1000426656,
            36591.0000096281,
            70228.1000330375
        ],
        [
            82.418408,
            39.67819,
            42.740218,
            106.8191,
            36.591,
            70.2281
        ],
        [
            0.17953,
            0.08643,
            0.0931,
            0.158415,
            0.067946,
            0.115944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20254,
            -18290,
            -19106,
            -39827,
            -43906,
            -31386
        ],
        [
            1.634614,
            1.798362,
            1.533106,
            1.520161,
            1.407001,
            1.608279
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            157,
            81,
            76,
            157,
            81,
            76
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            78.5,
            81,
            76,
            78.5,
            81,
            76
        ],
        [
            0.447697,
            0.421838,
            0.484139,
            0.41635,
            0.330037,
            0.507877
        ],
        [
            8404,
            4603,
            8404,
            18368,
            5671,
            18368
        ],
        [
            -19106,
            -16810,
            -19106,
            -39827,
            -39827,
            -31386
        ],
        [
            53,
            31,
            75,
            53,
            31,
            75
        ],
        [
            31,
            21,
            43,
            31,
            21,
            43
        ],
        [
            133,
            76,
            178,
            133,
            76,
            178
        ],
        [
            10764,
            3170,
            7594,
            10764,
            3170,
            7594
        ],
        [
            600.8548,
            600.8548,
            613.8548,
            600.8548,
            600.8548,
            613.8548
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470643,
            -75111,
            -66881,
            444176,
            -101871,
            -34019
        ]
    ]
}
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": 1669183200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759696254751,
    "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": "kcl",
        "factors": {
            "length": 127,
            "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)