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Trade: XMR/USDT/60/OHLC4/VWMA/8886

Strategy
XMR/USDT/60/OHLC4/VWMA/8886
Pair
XMR_USDT
Interval
1h
Score
497159
Daily Profit
0.210431
Profit Factor
1.628557
Profitability
75.892857
Streak
607.202919
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 00:52
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 96604.5373 48059.8894 48544.6479 142116.9738 51848.9836 90267.9902
Total P&L (%) 96.6045 48.0599 48.5446 142.117 51.849 90.268
Avg Daily Profit (%) 0.2104 0.1047 0.1057 0.1928 0.091 0.1402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25924 -15537 -20097 -36383 -37512 -27623
Profit Factor 1.6286 1.6287 1.6284 1.6209 1.4114 1.8777
Total Trades 448 224 224 448 224 224
Winning Trades 340 169 171 340 169 171
Losing Trades 108 55 53 108 55 53
Profitability (%) 75.8929 75.4464 76.3393 75.8929 75.4464 76.3393
Ratio Avg Win / Avg Loss 0.5173 0.53 0.5047 0.5149 0.4593 0.582
Largest Winning Trade 11042 5521 11042 26873 6041 26873
Largest Losing Trade -18799 -9475 -18799 -26139 -25539 -26139
Avg Bars in Trades 23 22 24 23 22 24
Avg Bars in Winners 11 10 13 11 10 13
Avg Bars in Losers 61 62 61 61 62 61
Bars Traded 10694 5135 5559 10694 5135 5559
Profit Streak 607.2029 0 619.9113 607.2029 0 619.9113
Trades During Streak 1 0 9 1 0 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497159 -50995 -47997 491204 -70115 -87
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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760219532173,
    "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": 163,
            "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": [
        [
            96604.5373131165,
            48059.8894275966,
            48544.6478855199,
            142116.9738435991,
            51848.9836483032,
            90267.9901952959
        ],
        [
            96.604537,
            48.059889,
            48.544648,
            142.116974,
            51.848984,
            90.26799
        ],
        [
            0.210431,
            0.104687,
            0.105743,
            0.192799,
            0.091031,
            0.140218
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25924,
            -15537,
            -20097,
            -36383,
            -37512,
            -27623
        ],
        [
            1.628557,
            1.62868,
            1.628436,
            1.620928,
            1.411386,
            1.877724
        ],
        [
            448,
            224,
            224,
            448,
            224,
            224
        ],
        [
            340,
            169,
            171,
            340,
            169,
            171
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            75.892857,
            75.446429,
            76.339286,
            75.892857,
            75.446429,
            76.339286
        ],
        [
            0.517306,
            0.530044,
            0.50472,
            0.514883,
            0.459327,
            0.581985
        ],
        [
            11042,
            5521,
            11042,
            26873,
            6041,
            26873
        ],
        [
            -18799,
            -9475,
            -18799,
            -26139,
            -25539,
            -26139
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            61,
            62,
            61,
            61,
            62,
            61
        ],
        [
            10694,
            5135,
            5559,
            10694,
            5135,
            5559
        ],
        [
            607.202919,
            0,
            619.911252,
            607.202919,
            0,
            619.911252
        ],
        [
            1,
            0,
            9,
            1,
            0,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497159,
            -50995,
            -47997,
            491204,
            -70115,
            -87
        ]
    ]
}
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": 1669312800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760219532173,
    "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": 163,
            "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)