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Trade: XMR/USDT/60/HL2/VWMA/7814

Strategy
XMR/USDT/60/HL2/VWMA/7814
Pair
XMR_USDT
Interval
1h
Score
497043
Daily Profit
0.225354
Profit Factor
1.468902
Profitability
68.497577
Streak
604.086656
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 11:04
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 103455.6636 55249.1873 48206.4763 148395.6315 63658.2729 84737.3586
Total P&L (%) 103.4557 55.2492 48.2065 148.3956 63.6583 84.7374
Avg Daily Profit (%) 0.2254 0.1203 0.105 0.1984 0.1074 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33984 -27772 -20791 -80542 -69003 -29094
Profit Factor 1.4689 1.5001 1.4376 1.4314 1.3374 1.5457
Total Trades 619 309 310 619 309 310
Winning Trades 424 216 208 424 216 208
Losing Trades 195 93 102 195 93 102
Profitability (%) 68.4976 69.9029 67.0968 68.4976 69.9029 67.0968
Ratio Avg Win / Avg Loss 0.6756 0.6459 0.705 0.6583 0.5758 0.758
Largest Winning Trade 5232 5232 4744 10530 10530 6798
Largest Losing Trade -27057 -27057 -20791 -67498 -67498 -29094
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 9 10 9 9 10 9
Avg Bars in Losers 33 31 36 33 31 36
Bars Traded 10816 5154 5662 10816 5154 5662
Profit Streak 604.0867 609.6283 604.0867 604.0867 609.6283 604.0867
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497043 -29199 -51375 480500 -46948 -11130
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": 1669096800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760256287117,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "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": [
        [
            103455.6636300384,
            55249.1873317383,
            48206.4762982999,
            148395.6315469021,
            63658.2729435421,
            84737.35860336
        ],
        [
            103.455664,
            55.249187,
            48.206476,
            148.395632,
            63.658273,
            84.737359
        ],
        [
            0.225354,
            0.120348,
            0.105007,
            0.198387,
            0.107361,
            0.133784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33984,
            -27772,
            -20791,
            -80542,
            -69003,
            -29094
        ],
        [
            1.468902,
            1.500083,
            1.437629,
            1.431423,
            1.337385,
            1.545684
        ],
        [
            619,
            309,
            310,
            619,
            309,
            310
        ],
        [
            424,
            216,
            208,
            424,
            216,
            208
        ],
        [
            195,
            93,
            102,
            195,
            93,
            102
        ],
        [
            68.497577,
            69.902913,
            67.096774,
            68.497577,
            69.902913,
            67.096774
        ],
        [
            0.675556,
            0.645869,
            0.704991,
            0.658319,
            0.575818,
            0.75798
        ],
        [
            5232,
            5232,
            4744,
            10530,
            10530,
            6798
        ],
        [
            -27057,
            -27057,
            -20791,
            -67498,
            -67498,
            -29094
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            33,
            31,
            36,
            33,
            31,
            36
        ],
        [
            10816,
            5154,
            5662,
            10816,
            5154,
            5662
        ],
        [
            604.086656,
            609.628323,
            604.086656,
            604.086656,
            609.628323,
            604.086656
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497043,
            -29199,
            -51375,
            480500,
            -46948,
            -11130
        ]
    ]
}
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": 1669096800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760256287117,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "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)