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Trade: XMR/USDT/60/OHLC4/VWMA/8507

Strategy
XMR/USDT/60/OHLC4/VWMA/8507
Pair
XMR_USDT
Interval
1h
Score
603824
Daily Profit
0.280809
Profit Factor
1.626469
Profitability
77.835951
Streak
597.027747
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-04 23:39
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 128913.7752 67306.9588 61606.8165 224821.4205 96740.9956 128080.4249
Total P&L (%) 128.9138 67.307 61.6068 224.8214 96.741 128.0804
Avg Daily Profit (%) 0.2808 0.1466 0.1342 0.257 0.1475 0.1798
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23031 -23031 -20718 -68907 -68907 -30276
Profit Factor 1.6265 1.6699 1.585 1.6695 1.5201 1.855
Total Trades 573 286 287 573 286 287
Winning Trades 446 227 219 446 227 219
Losing Trades 127 59 68 127 59 68
Profitability (%) 77.836 79.3706 76.3066 77.836 79.3706 76.3066
Ratio Avg Win / Avg Loss 0.4631 0.434 0.4921 0.4754 0.3951 0.576
Largest Winning Trade 4757 4757 4580 12870 12870 11181
Largest Losing Trade -23031 -23031 -20718 -68907 -68907 -30276
Avg Bars in Trades 18 18 19 18 18 19
Avg Bars in Winners 9 10 9 9 10 9
Avg Bars in Losers 50 46 53 50 46 53
Bars Traded 10816 5148 5668 10816 5148 5668
Profit Streak 597.0277 602.6111 597.0277 597.0277 602.6111 597.0277
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 603824 316381 -9174 589475 333759 468641
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": 1669068000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759610397379,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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": [
        [
            128913.7752391004,
            67306.9587684934,
            61606.8164706069,
            224821.4205285553,
            96740.9956117195,
            128080.4249168359
        ],
        [
            128.913775,
            67.306959,
            61.606816,
            224.821421,
            96.740996,
            128.080425
        ],
        [
            0.280809,
            0.146613,
            0.134196,
            0.256953,
            0.147516,
            0.179766
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23031,
            -23031,
            -20718,
            -68907,
            -68907,
            -30276
        ],
        [
            1.626469,
            1.669927,
            1.585009,
            1.669526,
            1.520132,
            1.855016
        ],
        [
            573,
            286,
            287,
            573,
            286,
            287
        ],
        [
            446,
            227,
            219,
            446,
            227,
            219
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            77.835951,
            79.370629,
            76.30662,
            77.835951,
            79.370629,
            76.30662
        ],
        [
            0.463143,
            0.434034,
            0.492149,
            0.475403,
            0.3951,
            0.575987
        ],
        [
            4757,
            4757,
            4580,
            12870,
            12870,
            11181
        ],
        [
            -23031,
            -23031,
            -20718,
            -68907,
            -68907,
            -30276
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            50,
            46,
            53,
            50,
            46,
            53
        ],
        [
            10816,
            5148,
            5668,
            10816,
            5148,
            5668
        ],
        [
            597.027747,
            602.611081,
            597.027747,
            597.027747,
            602.611081,
            597.027747
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
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            0.8,
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            1.45
        ],
        [
            603824,
            316381,
            -9174,
            589475,
            333759,
            468641
        ]
    ]
}
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": 1669068000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759610397379,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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)