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Trade: XMR/USDT/60/VWAP/EMA/9646

Strategy
XMR/USDT/60/VWAP/EMA/9646
Pair
XMR_USDT
Interval
1h
Score
443627
Daily Profit
0.170125
Profit Factor
1.642055
Profitability
79.569892
Streak
604.650675
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 22:36
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 78100.8691 41139.3175 36961.5516 100045.1201 40053.2136 59991.9065
Total P&L (%) 78.1009 41.1393 36.9616 100.0451 40.0532 59.9919
Avg Daily Profit (%) 0.1701 0.0896 0.0805 0.1511 0.0734 0.1024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21923 -12354 -17643 -34037 -27802 -27034
Profit Factor 1.6421 1.7236 1.5705 1.5488 1.4252 1.681
Total Trades 186 93 93 186 93 93
Winning Trades 148 74 74 148 74 74
Losing Trades 38 19 19 38 19 19
Profitability (%) 79.5699 79.5699 79.5699 79.5699 79.5699 79.5699
Ratio Avg Win / Avg Loss 0.4216 0.4425 0.4032 0.3977 0.3659 0.4316
Largest Winning Trade 10667 5226 10667 21692 6297 21692
Largest Losing Trade -17643 -12354 -17643 -27802 -27802 -27034
Avg Bars in Trades 57 53 60 57 53 60
Avg Bars in Winners 30 25 35 30 25 35
Avg Bars in Losers 160 162 158 160 162 158
Bars Traded 10653 5013 5640 10653 5013 5640
Profit Streak 604.6507 0 612.8173 604.6507 0 612.8173
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443627 -71913 -83880 423599 -94932 -52506
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": 1669395600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125018369,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 186,
            "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": [
        [
            78100.869095317,
            41139.3174550205,
            36961.5516402966,
            100045.1200796931,
            40053.2136169431,
            59991.9064627499
        ],
        [
            78.100869,
            41.139317,
            36.961552,
            100.04512,
            40.053214,
            59.991906
        ],
        [
            0.170125,
            0.089613,
            0.080512,
            0.151149,
            0.073402,
            0.102421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21923,
            -12354,
            -17643,
            -34037,
            -27802,
            -27034
        ],
        [
            1.642055,
            1.723611,
            1.570489,
            1.548783,
            1.425156,
            1.680988
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            79.569892,
            79.569892,
            79.569892,
            79.569892,
            79.569892,
            79.569892
        ],
        [
            0.421609,
            0.442549,
            0.403234,
            0.39766,
            0.365919,
            0.431605
        ],
        [
            10667,
            5226,
            10667,
            21692,
            6297,
            21692
        ],
        [
            -17643,
            -12354,
            -17643,
            -27802,
            -27802,
            -27034
        ],
        [
            57,
            53,
            60,
            57,
            53,
            60
        ],
        [
            30,
            25,
            35,
            30,
            25,
            35
        ],
        [
            160,
            162,
            158,
            160,
            162,
            158
        ],
        [
            10653,
            5013,
            5640,
            10653,
            5013,
            5640
        ],
        [
            604.650675,
            0,
            612.817342,
            604.650676,
            0,
            612.817342
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443627,
            -71913,
            -83880,
            423599,
            -94932,
            -52506
        ]
    ]
}
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": 1669395600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125018369,
    "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": "ema",
        "factors": {
            "length": 186,
            "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)