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Trade: XMR/USDT/60/VWMA/SUPERTREND/8569

Strategy
XMR/USDT/60/VWMA/SUPERTREND/8569
Pair
XMR_USDT
Interval
1h
Score
380636
Daily Profit
0.150010
Profit Factor
1.437337
Profitability
56.565657
Streak
597.792717
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 06:01
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 80237.8555 40816.8076 39421.0479 99002.678 37791.6077 61211.0702
Total P&L (%) 80.2379 40.8168 39.421 99.0027 37.7916 61.2111
Avg Daily Profit (%) 0.1748 0.0889 0.0859 0.15 0.0699 0.1041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61624 -29014 -38805 -58250 -31569 -35166
Profit Factor 1.3635 1.3788 1.349 1.4373 1.329 1.5489
Total Trades 198 99 99 198 99 99
Winning Trades 112 56 56 112 56 56
Losing Trades 86 43 43 86 43 43
Profitability (%) 56.5657 56.5657 56.5657 56.5657 56.5657 56.5657
Ratio Avg Win / Avg Loss 1.047 1.0587 1.0358 1.1037 1.0205 1.1894
Largest Winning Trade 11625 6319 11625 18296 7188 18296
Largest Losing Trade -11193 -11193 -10924 -12423 -12423 -10010
Avg Bars in Trades 54 49 58 54 49 58
Avg Bars in Winners 53 47 59 53 47 59
Avg Bars in Losers 54 53 56 54 53 56
Bars Traded 10697 4936 5761 10697 4936 5761
Profit Streak 597.7927 597.7927 604.5844 597.7927 597.7927 604.5844
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372024 -75464 -79074 380636 -101445 -51889

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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758855690770,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 4.44617
        }
    }
}
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": [
        [
            80237.855479145,
            40816.807628357,
            39421.047850788,
            99002.6779766059,
            37791.6077333574,
            61211.0702432484
        ],
        [
            80.237855,
            40.816808,
            39.421048,
            99.002678,
            37.791608,
            61.21107
        ],
        [
            0.17478,
            0.08891,
            0.08587,
            0.15001,
            0.069854,
            0.104076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61624,
            -29014,
            -38805,
            -58250,
            -31569,
            -35166
        ],
        [
            1.363544,
            1.378786,
            1.349002,
            1.437337,
            1.329001,
            1.548938
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            56.565657,
            56.565657,
            56.565657,
            56.565657,
            56.565657,
            56.565657
        ],
        [
            1.047007,
            1.058711,
            1.035841,
            1.10367,
            1.020483,
            1.189363
        ],
        [
            11625,
            6319,
            11625,
            18296,
            7188,
            18296
        ],
        [
            -11193,
            -11193,
            -10924,
            -12423,
            -12423,
            -10010
        ],
        [
            54,
            49,
            58,
            54,
            49,
            58
        ],
        [
            53,
            47,
            59,
            53,
            47,
            59
        ],
        [
            54,
            53,
            56,
            54,
            53,
            56
        ],
        [
            10697,
            4936,
            5761,
            10697,
            4936,
            5761
        ],
        [
            597.792717,
            597.792717,
            604.584384,
            597.792717,
            597.792717,
            604.584384
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372024,
            -75464,
            -79074,
            380636,
            -101445,
            -51889
        ]
    ]
}
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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758855690770,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 4.44617
        }
    }
}

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)