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Trade: XMR/USDT/60/VWAP/LINREG/3385

Strategy
XMR/USDT/60/VWAP/LINREG/3385
Pair
XMR_USDT
Interval
1h
Score
419445
Daily Profit
0.186187
Profit Factor
1.581569
Profitability
72.413793
Streak
601.045535
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 15:05
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 85474.6388 44812.0422 40662.5966 104202.8356 36227.5622 67975.2734
Total P&L (%) 85.4746 44.812 40.6626 104.2028 36.2276 67.9753
Avg Daily Profit (%) 0.1862 0.0976 0.0886 0.1556 0.0674 0.113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35163 -28627 -21050 -97107 -83041 -37712
Profit Factor 1.5816 1.6121 1.5512 1.3856 1.2397 1.5708
Total Trades 174 87 87 174 87 87
Winning Trades 126 64 62 126 64 62
Losing Trades 48 23 25 48 23 25
Profitability (%) 72.4138 73.5632 71.2644 72.4138 73.5632 71.2644
Ratio Avg Win / Avg Loss 0.6025 0.5794 0.6255 0.5278 0.4455 0.6334
Largest Winning Trade 7922 7922 7193 16960 14639 16960
Largest Losing Trade -28627 -28627 -19767 -83041 -83041 -35822
Avg Bars in Trades 61 60 62 61 60 62
Avg Bars in Winners 40 38 42 40 38 42
Avg Bars in Losers 117 121 114 117 121 114
Bars Traded 10702 5228 5474 10702 5228 5474
Profit Streak 601.0455 603.2539 601.0455 601.0455 603.2539 601.0455
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419445 -61346 -74387 366927 -104666 -39619
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": 1669345200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752334194,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 88,
            "offset": 84
        }
    }
}
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": [
        [
            85474.6387987582,
            44812.0422364562,
            40662.5965623021,
            104202.8355949185,
            36227.5622041291,
            67975.2733907893
        ],
        [
            85.474639,
            44.812042,
            40.662597,
            104.202836,
            36.227562,
            67.975273
        ],
        [
            0.186187,
            0.097613,
            0.088574,
            0.155637,
            0.067365,
            0.113039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35163,
            -28627,
            -21050,
            -97107,
            -83041,
            -37712
        ],
        [
            1.581569,
            1.612135,
            1.551235,
            1.385579,
            1.23967,
            1.570768
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            72.413793,
            73.563218,
            71.264368,
            72.413793,
            73.563218,
            71.264368
        ],
        [
            0.602502,
            0.579361,
            0.625498,
            0.52784,
            0.445506,
            0.633374
        ],
        [
            7922,
            7922,
            7193,
            16960,
            14639,
            16960
        ],
        [
            -28627,
            -28627,
            -19767,
            -83041,
            -83041,
            -35822
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            40,
            38,
            42,
            40,
            38,
            42
        ],
        [
            117,
            121,
            114,
            117,
            121,
            114
        ],
        [
            10702,
            5228,
            5474,
            10702,
            5228,
            5474
        ],
        [
            601.045535,
            603.253868,
            601.045535,
            601.045535,
            603.253868,
            601.045535
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419445,
            -61346,
            -74387,
            366927,
            -104666,
            -39619
        ]
    ]
}
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": 1669345200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759752334194,
    "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": "linreg",
        "factors": {
            "length": 88,
            "offset": 84
        }
    }
}

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)