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Trade: XMR/USDT/60/VWAP/ALMA/3079

Strategy
XMR/USDT/60/VWAP/ALMA/3079
Pair
XMR_USDT
Interval
1h
Score
368629
Daily Profit
0.152345
Profit Factor
1.487747
Profitability
71.022727
Streak
591.478130
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 14:28
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 69938.5242 38695.4187 31243.1055 76727.6456 30844.1581 45883.4875
Total P&L (%) 69.9385 38.6954 31.2431 76.7276 30.8442 45.8835
Avg Daily Profit (%) 0.1523 0.0843 0.0681 0.1241 0.0586 0.0823
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29613 -26198 -21451 -70961 -62504 -40406
Profit Factor 1.4877 1.5349 1.4398 1.3005 1.2224 1.3934
Total Trades 176 88 88 176 88 88
Winning Trades 125 60 65 125 60 65
Losing Trades 51 28 23 51 28 23
Profitability (%) 71.0227 68.1818 73.8636 71.0227 68.1818 73.8636
Ratio Avg Win / Avg Loss 0.607 0.7163 0.5095 0.5306 0.5704 0.493
Largest Winning Trade 6827 6827 6600 11887 7684 11887
Largest Losing Trade -26198 -26198 -21451 -62504 -62504 -40406
Avg Bars in Trades 61 59 63 61 59 63
Avg Bars in Winners 37 33 40 37 33 40
Avg Bars in Losers 121 115 127 121 115 127
Bars Traded 10835 5254 5581 10835 5254 5581
Profit Streak 591.4781 0 599.7281 591.4781 0 599.7281
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368629 -81355 -102923 -25432 -118246 -82921

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": 1669104000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758886110471,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "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": [
        [
            69938.5241899039,
            38695.4186799045,
            31243.1055099993,
            76727.645586409,
            30844.1580771098,
            45883.4875092994
        ],
        [
            69.938524,
            38.695419,
            31.243106,
            76.727646,
            30.844158,
            45.883488
        ],
        [
            0.152345,
            0.084289,
            0.068056,
            0.124116,
            0.058577,
            0.082294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29613,
            -26198,
            -21451,
            -70961,
            -62504,
            -40406
        ],
        [
            1.487747,
            1.534869,
            1.439763,
            1.300487,
            1.222364,
            1.393398
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            125,
            60,
            65,
            125,
            60,
            65
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            71.022727,
            68.181818,
            73.863636,
            71.022727,
            68.181818,
            73.863636
        ],
        [
            0.607001,
            0.716272,
            0.509455,
            0.530599,
            0.570436,
            0.493049
        ],
        [
            6827,
            6827,
            6600,
            11887,
            7684,
            11887
        ],
        [
            -26198,
            -26198,
            -21451,
            -62504,
            -62504,
            -40406
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            37,
            33,
            40,
            37,
            33,
            40
        ],
        [
            121,
            115,
            127,
            121,
            115,
            127
        ],
        [
            10835,
            5254,
            5581,
            10835,
            5254,
            5581
        ],
        [
            591.47813,
            0,
            599.72813,
            591.47813,
            0,
            599.72813
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368629,
            -81355,
            -102923,
            -25432,
            -118246,
            -82921
        ]
    ]
}
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": 1669104000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758886110471,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "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)