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Trade: XMR/USDT/60/VWAP/KCB/8937

Strategy
XMR/USDT/60/VWAP/KCB/8937
Pair
XMR_USDT
Interval
1h
Score
460549
Daily Profit
0.211125
Profit Factor
1.762604
Profitability
77.570093
Streak
593.988295
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-30 02:43
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 96923.1325 49553.4859 47369.6466 139712.5957 55152.578 84560.0177
Total P&L (%) 96.9231 49.5535 47.3696 139.7126 55.1526 84.56
Avg Daily Profit (%) 0.2111 0.1079 0.1032 0.1906 0.0957 0.1336
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26078 -13569 -20975 -44620 -36815 -35537
Profit Factor 1.7626 1.832 1.7014 1.6578 1.4987 1.8306
Total Trades 214 107 107 214 107 107
Winning Trades 166 84 82 166 84 82
Losing Trades 48 23 25 48 23 25
Profitability (%) 77.5701 78.5047 76.6355 77.5701 78.5047 76.6355
Ratio Avg Win / Avg Loss 0.5097 0.5016 0.5187 0.4794 0.4104 0.5581
Largest Winning Trade 11042 5569 11042 26980 7441 26980
Largest Losing Trade -20975 -13569 -20975 -36815 -36815 -35537
Avg Bars in Trades 49 47 52 49 47 52
Avg Bars in Winners 28 25 30 28 25 30
Avg Bars in Losers 124 125 124 124 125 124
Bars Traded 10658 5045 5613 10658 5045 5613
Profit Streak 593.9883 0 601.9883 593.9883 0 601.9883
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460549 -46621 -52693 446961 -63593 -10357
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759189388737,
    "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": 158,
            "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": [
        [
            96923.1325482781,
            49553.4859379683,
            47369.6466103098,
            139712.5957087201,
            55152.5779896174,
            84560.0177191027
        ],
        [
            96.923133,
            49.553486,
            47.369647,
            139.712596,
            55.152578,
            84.560018
        ],
        [
            0.211125,
            0.107941,
            0.103184,
            0.190621,
            0.095724,
            0.133574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26078,
            -13569,
            -20975,
            -44620,
            -36815,
            -35537
        ],
        [
            1.762604,
            1.83202,
            1.701389,
            1.657836,
            1.498749,
            1.830646
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            166,
            84,
            82,
            166,
            84,
            82
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            77.570093,
            78.504673,
            76.635514,
            77.570093,
            78.504673,
            76.635514
        ],
        [
            0.509669,
            0.501624,
            0.518716,
            0.479374,
            0.410372,
            0.558124
        ],
        [
            11042,
            5569,
            11042,
            26980,
            7441,
            26980
        ],
        [
            -20975,
            -13569,
            -20975,
            -36815,
            -36815,
            -35537
        ],
        [
            49,
            47,
            52,
            49,
            47,
            52
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            124,
            125,
            124,
            124,
            125,
            124
        ],
        [
            10658,
            5045,
            5613,
            10658,
            5045,
            5613
        ],
        [
            593.988295,
            0,
            601.988295,
            593.988296,
            0,
            601.988296
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460549,
            -46621,
            -52693,
            446961,
            -63593,
            -10357
        ]
    ]
}
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": 1669294800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759189388737,
    "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": 158,
            "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)