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Trade: XMR/USDT/60/VWAP/ALMA/3855

Strategy
XMR/USDT/60/VWAP/ALMA/3855
Pair
XMR_USDT
Interval
1h
Score
454782
Daily Profit
0.174661
Profit Factor
1.705958
Profitability
80.597015
Streak
591.142559
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 18:25
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 80183.317 36423.8136 43759.5034 101084.2732 35362.9422 65721.3311
Total P&L (%) 80.1833 36.4238 43.7595 101.0843 35.3629 65.7213
Avg Daily Profit (%) 0.1747 0.0793 0.0953 0.1523 0.066 0.1101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18584 -20406 -18584 -41148 -46060 -36560
Profit Factor 1.706 1.6068 1.8171 1.5075 1.323 1.7329
Total Trades 134 67 67 134 67 67
Winning Trades 108 52 56 108 52 56
Losing Trades 26 15 11 26 15 11
Profitability (%) 80.597 77.6119 83.5821 80.597 77.6119 83.5821
Ratio Avg Win / Avg Loss 0.4107 0.4635 0.3569 0.3629 0.3816 0.3404
Largest Winning Trade 7993 7993 7090 13397 9003 13397
Largest Losing Trade -18584 -16810 -18584 -37879 -37879 -36560
Avg Bars in Trades 78 76 80 78 76 80
Avg Bars in Winners 53 47 59 53 47 59
Avg Bars in Losers 180 176 185 180 176 185
Bars Traded 10481 5105 5376 10481 5105 5376
Profit Streak 591.1426 591.6426 591.1426 591.1426 591.6426 591.1426
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454782 -202577 -179556 420192 -222196 -158418

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": 1669298400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900317067,
    "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": 159,
            "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": [
        [
            80183.316955996,
            36423.8135567714,
            43759.5033992246,
            101084.2732426967,
            35362.9421546663,
            65721.3310880303
        ],
        [
            80.183317,
            36.423814,
            43.759503,
            101.084273,
            35.362942,
            65.721331
        ],
        [
            0.174661,
            0.079341,
            0.09532,
            0.15228,
            0.065977,
            0.110093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18584,
            -20406,
            -18584,
            -41148,
            -46060,
            -36560
        ],
        [
            1.705958,
            1.606795,
            1.817105,
            1.507531,
            1.322972,
            1.732873
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            80.597015,
            77.61194,
            83.58209,
            80.597015,
            77.61194,
            83.58209
        ],
        [
            0.410694,
            0.463499,
            0.356931,
            0.362924,
            0.381626,
            0.340386
        ],
        [
            7993,
            7993,
            7090,
            13397,
            9003,
            13397
        ],
        [
            -18584,
            -16810,
            -18584,
            -37879,
            -37879,
            -36560
        ],
        [
            78,
            76,
            80,
            78,
            76,
            80
        ],
        [
            53,
            47,
            59,
            53,
            47,
            59
        ],
        [
            180,
            176,
            185,
            180,
            176,
            185
        ],
        [
            10481,
            5105,
            5376,
            10481,
            5105,
            5376
        ],
        [
            591.142559,
            591.642559,
            591.142559,
            591.142559,
            591.642559,
            591.142559
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454782,
            -202577,
            -179556,
            420192,
            -222196,
            -158418
        ]
    ]
}
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": 1669298400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758900317067,
    "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": 159,
            "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)