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Trade: XMR/USDT/60/VWAP/MIDPRICE/6320

Strategy
XMR/USDT/60/VWAP/MIDPRICE/6320
Pair
XMR_USDT
Interval
1h
Score
378597
Daily Profit
0.156446
Profit Factor
1.400330
Profitability
71.548117
Streak
596.643972
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 11:27
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 71821.3583 38258.6714 33562.687 76550.3008 25620.0956 50930.2053
Total P&L (%) 71.8214 38.2587 33.5627 76.5503 25.6201 50.9302
Avg Daily Profit (%) 0.1564 0.0833 0.0731 0.1239 0.0497 0.0897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33791 -29650 -21903 -79380 -71742 -32519
Profit Factor 1.4003 1.3889 1.4142 1.2752 1.1543 1.4543
Total Trades 239 119 120 239 119 120
Winning Trades 171 83 88 171 83 88
Losing Trades 68 36 32 68 36 32
Profitability (%) 71.5481 69.7479 73.3333 71.5481 69.7479 73.3333
Ratio Avg Win / Avg Loss 0.5569 0.6024 0.5143 0.5071 0.5007 0.5288
Largest Winning Trade 5794 5635 5794 8811 8764 8811
Largest Losing Trade -29650 -29650 -20630 -71742 -71742 -32519
Avg Bars in Trades 45 39 50 45 39 50
Avg Bars in Winners 30 24 36 30 24 36
Avg Bars in Losers 81 73 89 81 73 89
Bars Traded 10823 4705 6118 10823 4705 6118
Profit Streak 596.644 597.1856 596.644 596.644 597.1856 596.644
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378597 -82965 -96121 -25107 -180362 -72221
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759220839190,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            71821.3583475642,
            38258.6713973174,
            33562.6869502469,
            76550.3008346609,
            25620.0955543581,
            50930.2052803025
        ],
        [
            71.821358,
            38.258671,
            33.562687,
            76.550301,
            25.620096,
            50.930205
        ],
        [
            0.156446,
            0.083338,
            0.073109,
            0.123897,
            0.049697,
            0.089708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33791,
            -29650,
            -21903,
            -79380,
            -71742,
            -32519
        ],
        [
            1.40033,
            1.388869,
            1.414247,
            1.275211,
            1.154305,
            1.454265
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            171,
            83,
            88,
            171,
            83,
            88
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            71.548117,
            69.747899,
            73.333333,
            71.548117,
            69.747899,
            73.333333
        ],
        [
            0.556856,
            0.602401,
            0.514272,
            0.507102,
            0.500662,
            0.528824
        ],
        [
            5794,
            5635,
            5794,
            8811,
            8764,
            8811
        ],
        [
            -29650,
            -29650,
            -20630,
            -71742,
            -71742,
            -32519
        ],
        [
            45,
            39,
            50,
            45,
            39,
            50
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            81,
            73,
            89,
            81,
            73,
            89
        ],
        [
            10823,
            4705,
            6118,
            10823,
            4705,
            6118
        ],
        [
            596.643972,
            597.185639,
            596.643972,
            596.643972,
            597.185639,
            596.643972
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378597,
            -82965,
            -96121,
            -25107,
            -180362,
            -72221
        ]
    ]
}
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": 1669129200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759220839190,
    "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": "midprice",
        "factors": {
            "length": 112,
            "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)