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Trade: XMR/USDT/60/FWMA/VWAP/9270

Strategy
XMR/USDT/60/FWMA/VWAP/9270
Pair
XMR_USDT
Interval
1h
Score
384807
Daily Profit
0.154014
Profit Factor
1.454054
Profitability
70.869565
Streak
602.020731
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 10:29
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 70704.6634 34733.6087 35971.0547 81589.7666 29668.9488 51920.8179
Total P&L (%) 70.7047 34.7336 35.9711 81.5898 29.6689 51.9208
Avg Daily Profit (%) 0.154 0.0757 0.0784 0.13 0.0566 0.0911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21968 -16945 -19391 -38266 -35909 -28887
Profit Factor 1.4541 1.4499 1.4581 1.3589 1.2514 1.4749
Total Trades 230 115 115 230 115 115
Winning Trades 163 85 78 163 85 78
Losing Trades 67 30 37 67 30 37
Profitability (%) 70.8696 73.913 67.8261 70.8696 73.913 67.8261
Ratio Avg Win / Avg Loss 0.5977 0.5117 0.6917 0.5586 0.4417 0.6996
Largest Winning Trade 11520 8181 11520 21890 9282 21890
Largest Losing Trade -19391 -16945 -19391 -35909 -35909 -28887
Avg Bars in Trades 46 45 47 46 45 47
Avg Bars in Winners 30 29 31 30 29 31
Avg Bars in Losers 85 91 81 85 91 81
Bars Traded 10691 5231 5460 10691 5231 5460
Profit Streak 602.0207 603.0207 602.0207 602.0207 603.0207 602.0207
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384807 -92337 -89648 -16545 -119397 -71132
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": 1669510800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822191188,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 127
        }
    }
}
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": [
        [
            70704.663390199,
            34733.6087182995,
            35971.0546718997,
            81589.7666358726,
            29668.9487688025,
            51920.8178670699
        ],
        [
            70.704663,
            34.733609,
            35.971055,
            81.589767,
            29.668949,
            51.920818
        ],
        [
            0.154014,
            0.075659,
            0.078355,
            0.130036,
            0.056611,
            0.091134
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21968,
            -16945,
            -19391,
            -38266,
            -35909,
            -28887
        ],
        [
            1.454054,
            1.449894,
            1.458145,
            1.3589,
            1.251443,
            1.474864
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            163,
            85,
            78,
            163,
            85,
            78
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            70.869565,
            73.913043,
            67.826087,
            70.869565,
            73.913043,
            67.826087
        ],
        [
            0.597679,
            0.511727,
            0.691684,
            0.558566,
            0.441686,
            0.699615
        ],
        [
            11520,
            8181,
            11520,
            21890,
            9282,
            21890
        ],
        [
            -19391,
            -16945,
            -19391,
            -35909,
            -35909,
            -28887
        ],
        [
            46,
            45,
            47,
            46,
            45,
            47
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            85,
            91,
            81,
            85,
            91,
            81
        ],
        [
            10691,
            5231,
            5460,
            10691,
            5231,
            5460
        ],
        [
            602.020731,
            603.020731,
            602.020731,
            602.020731,
            603.020731,
            602.020731
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384807,
            -92337,
            -89648,
            -16545,
            -119397,
            -71132
        ]
    ]
}
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": 1669510800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759822191188,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 127
        }
    }
}

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)