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Trade: XMR/USDT/60/VWAP/RMA/7658

Strategy
XMR/USDT/60/VWAP/RMA/7658
Pair
XMR_USDT
Interval
1h
Score
472403
Daily Profit
0.208761
Profit Factor
1.742081
Profitability
74.545455
Streak
605.050841
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 03:13
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 95837.9033 49054.4002 46783.5031 137931.1598 52644.6746 85286.4853
Total P&L (%) 95.8379 49.0544 46.7835 137.9312 52.6447 85.2865
Avg Daily Profit (%) 0.2088 0.1069 0.1019 0.189 0.0922 0.1344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23853 -13704 -20117 -36061 -35612 -30241
Profit Factor 1.7421 1.7646 1.7199 1.6725 1.4624 1.9346
Total Trades 220 110 110 220 110 110
Winning Trades 164 81 83 164 81 83
Losing Trades 56 29 27 56 29 27
Profitability (%) 74.5455 73.6364 75.4545 74.5455 73.6364 75.4545
Ratio Avg Win / Avg Loss 0.5949 0.6318 0.5595 0.5711 0.5236 0.6293
Largest Winning Trade 10828 5256 10828 25389 6893 25389
Largest Losing Trade -20117 -13704 -20117 -35612 -35612 -30241
Avg Bars in Trades 49 46 52 49 46 52
Avg Bars in Winners 28 26 30 28 26 30
Avg Bars in Losers 109 102 117 109 102 117
Bars Traded 10859 5132 5727 10859 5132 5727
Profit Streak 605.0508 605.0508 615.0092 605.0508 605.0508 615.0092
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472403 -48284 -54150 461487 -68760 -8751
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": 1668960000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760141592667,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "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": [
        [
            95837.9033154545,
            49054.4002035533,
            46783.5031119013,
            137931.1598166079,
            52644.6745568906,
            85286.4852597174
        ],
        [
            95.837903,
            49.0544,
            46.783503,
            137.93116,
            52.644675,
            85.286485
        ],
        [
            0.208761,
            0.106854,
            0.101907,
            0.188993,
            0.092171,
            0.134431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23853,
            -13704,
            -20117,
            -36061,
            -35612,
            -30241
        ],
        [
            1.742081,
            1.764588,
            1.719863,
            1.672496,
            1.46239,
            1.934647
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            164,
            81,
            83,
            164,
            81,
            83
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            74.545455,
            73.636364,
            75.454545,
            74.545455,
            73.636364,
            75.454545
        ],
        [
            0.594857,
            0.631766,
            0.559473,
            0.571096,
            0.523572,
            0.629343
        ],
        [
            10828,
            5256,
            10828,
            25389,
            6893,
            25389
        ],
        [
            -20117,
            -13704,
            -20117,
            -35612,
            -35612,
            -30241
        ],
        [
            49,
            46,
            52,
            49,
            46,
            52
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            109,
            102,
            117,
            109,
            102,
            117
        ],
        [
            10859,
            5132,
            5727,
            10859,
            5132,
            5727
        ],
        [
            605.050841,
            605.050841,
            615.009174,
            605.050841,
            605.050841,
            615.009174
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472403,
            -48284,
            -54150,
            461487,
            -68760,
            -8751
        ]
    ]
}
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": 1668960000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760141592667,
    "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": "rma",
        "factors": {
            "length": 65,
            "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)