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Trade: XMR/USDT/60/VWAP/KCB/3131

Strategy
XMR/USDT/60/VWAP/KCB/3131
Pair
XMR_USDT
Interval
1h
Score
449290
Daily Profit
0.165627
Profit Factor
1.815639
Profitability
76.973684
Streak
618.775689
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 22:37
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 76036.2224 41432.6883 34603.5341 100058.8879 51451.9043 48606.9836
Total P&L (%) 76.0362 41.4327 34.6035 100.0589 51.4519 48.607
Avg Daily Profit (%) 0.1656 0.0903 0.0754 0.1512 0.0905 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23408 -13077 -19167 -33980 -18708 -28440
Profit Factor 1.8156 2.0536 1.642 1.8071 1.9669 1.6869
Total Trades 152 76 76 152 76 76
Winning Trades 117 61 56 117 61 56
Losing Trades 35 15 20 35 15 20
Profitability (%) 76.9737 80.2632 73.6842 76.9737 80.2632 73.6842
Ratio Avg Win / Avg Loss 0.5431 0.505 0.5864 0.5406 0.4837 0.6025
Largest Winning Trade 8404 4508 8404 15510 5905 15510
Largest Losing Trade -19167 -8128 -19167 -27493 -10399 -27493
Avg Bars in Trades 66 64 68 66 64 68
Avg Bars in Winners 35 33 37 35 33 37
Avg Bars in Losers 167 186 153 167 186 153
Bars Traded 10037 4864 5173 10037 4864 5173
Profit Streak 618.7757 637.734 618.7757 618.7757 637.734 618.7757
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449290 -117827 -140967 444246 -117136 -125035
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125019518,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            76036.2224286562,
            41432.6882871007,
            34603.5341415556,
            100058.8878991827,
            51451.9042977675,
            48606.9836014152
        ],
        [
            76.036222,
            41.432688,
            34.603534,
            100.058888,
            51.451904,
            48.606984
        ],
        [
            0.165627,
            0.090252,
            0.075376,
            0.151164,
            0.09046,
            0.086326
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23408,
            -13077,
            -19167,
            -33980,
            -18708,
            -28440
        ],
        [
            1.815639,
            2.053649,
            1.641997,
            1.807084,
            1.966916,
            1.686894
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            76.973684,
            80.263158,
            73.684211,
            76.973684,
            80.263158,
            73.684211
        ],
        [
            0.54314,
            0.504996,
            0.586427,
            0.540581,
            0.483668,
            0.602462
        ],
        [
            8404,
            4508,
            8404,
            15510,
            5905,
            15510
        ],
        [
            -19167,
            -8128,
            -19167,
            -27493,
            -10399,
            -27493
        ],
        [
            66,
            64,
            68,
            66,
            64,
            68
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            167,
            186,
            153,
            167,
            186,
            153
        ],
        [
            10037,
            4864,
            5173,
            10037,
            4864,
            5173
        ],
        [
            618.775689,
            637.734022,
            618.775689,
            618.775689,
            637.734022,
            618.775689
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449290,
            -117827,
            -140967,
            444246,
            -117136,
            -125035
        ]
    ]
}
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": 1669586400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760125019518,
    "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": "kcb",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)