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Trade: XMR/USDT/60/VWAP/KCL/5393

Strategy
XMR/USDT/60/VWAP/KCL/5393
Pair
XMR_USDT
Interval
1h
Score
472675
Daily Profit
0.169514
Profit Factor
1.782834
Profitability
80.405405
Streak
605.265203
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 09:21
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 77820.504 35154.1483 42666.3557 101750.0831 36805.984 64944.0991
Total P&L (%) 77.8205 35.1541 42.6664 101.7501 36.806 64.9441
Avg Daily Profit (%) 0.1695 0.0766 0.0929 0.153 0.0683 0.1091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19085 -13579 -18813 -30211 -30041 -29778
Profit Factor 1.7828 1.9159 1.6992 1.6777 1.5616 1.7676
Total Trades 148 74 74 148 74 74
Winning Trades 119 56 63 119 56 63
Losing Trades 29 18 11 29 18 11
Profitability (%) 80.4054 75.6757 85.1351 80.4054 75.6757 85.1351
Ratio Avg Win / Avg Loss 0.4345 0.6158 0.2967 0.4088 0.5019 0.3086
Largest Winning Trade 7151 5793 7151 9716 9716 9706
Largest Losing Trade -18813 -13569 -18813 -29778 -29739 -29778
Avg Bars in Trades 69 34 104 69 34 104
Avg Bars in Winners 35 19 49 35 19 49
Avg Bars in Losers 208 78 420 208 78 420
Bars Traded 10247 2517 7729 10247 2517 7729
Profit Streak 605.2652 605.2652 627.2652 605.2652 605.2652 627.2652
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472675 -153532 -129638 460289 -165278 -106353
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": 1669579200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760163713585,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            77820.5039618217,
            35154.1482699349,
            42666.3556918869,
            101750.0831340296,
            36805.9840328717,
            64944.0991011578
        ],
        [
            77.820504,
            35.154148,
            42.666356,
            101.750083,
            36.805984,
            64.944099
        ],
        [
            0.169514,
            0.076575,
            0.092939,
            0.153001,
            0.068289,
            0.109068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19085,
            -13579,
            -18813,
            -30211,
            -30041,
            -29778
        ],
        [
            1.782834,
            1.915864,
            1.699161,
            1.677691,
            1.561581,
            1.767639
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            119,
            56,
            63,
            119,
            56,
            63
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            80.405405,
            75.675676,
            85.135135,
            80.405405,
            75.675676,
            85.135135
        ],
        [
            0.434472,
            0.615813,
            0.296679,
            0.408849,
            0.501937,
            0.308635
        ],
        [
            7151,
            5793,
            7151,
            9716,
            9716,
            9706
        ],
        [
            -18813,
            -13569,
            -18813,
            -29778,
            -29739,
            -29778
        ],
        [
            69,
            34,
            104,
            69,
            34,
            104
        ],
        [
            35,
            19,
            49,
            35,
            19,
            49
        ],
        [
            208,
            78,
            420,
            208,
            78,
            420
        ],
        [
            10247,
            2517,
            7729,
            10247,
            2517,
            7729
        ],
        [
            605.265203,
            605.265203,
            627.265203,
            605.265203,
            605.265204,
            627.265204
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472675,
            -153532,
            -129638,
            460289,
            -165278,
            -106353
        ]
    ]
}
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": 1669579200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760163713585,
    "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": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)