← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XMR/USDT/60/VWAP/PWMA/5822

Strategy
XMR/USDT/60/VWAP/PWMA/5822
Pair
XMR_USDT
Interval
1h
Score
336497
Daily Profit
0.153411
Profit Factor
1.255610
Profitability
63.414634
Streak
595.491482
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-05 14:47
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 70427.9846 36094.8287 34333.1559 75990.8237 29439.8248 46550.9989
Total P&L (%) 70.428 36.0948 34.3332 75.9908 29.4398 46.551
Avg Daily Profit (%) 0.1534 0.0786 0.0748 0.1232 0.0562 0.0833
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28422 -22465 -22782 -40027 -40027 -28967
Profit Factor 1.2556 1.271 1.2412 1.2327 1.1769 1.2905
Total Trades 410 205 205 410 205 205
Winning Trades 260 130 130 260 130 130
Losing Trades 150 75 75 150 75 75
Profitability (%) 63.4146 63.4146 63.4146 63.4146 63.4146 63.4146
Ratio Avg Win / Avg Loss 0.7244 0.7333 0.7161 0.7112 0.679 0.7445
Largest Winning Trade 9516 8157 9516 10840 10426 10840
Largest Losing Trade -22465 -22465 -19311 -40027 -40027 -25650
Avg Bars in Trades 26 24 29 26 24 29
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 42 37 48 42 37 48
Bars Traded 10939 4938 6001 10939 4938 6001
Profit Streak 595.4915 0 598.4498 595.4915 0 598.4498
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336497 -90534 -95030 -26548 -146792 -82306
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": 1668902400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759664864094,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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": [
        [
            70427.9845951421,
            36094.8287050012,
            34333.1558901409,
            75990.8236680456,
            29439.8247856826,
            46550.998882363
        ],
        [
            70.427985,
            36.094829,
            34.333156,
            75.990824,
            29.439825,
            46.550999
        ],
        [
            0.153411,
            0.078624,
            0.074787,
            0.123205,
            0.056225,
            0.083289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28422,
            -22465,
            -22782,
            -40027,
            -40027,
            -28967
        ],
        [
            1.25561,
            1.271014,
            1.241197,
            1.232668,
            1.176939,
            1.29054
        ],
        [
            410,
            205,
            205,
            410,
            205,
            205
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            63.414634,
            63.414634,
            63.414634,
            63.414634,
            63.414634,
            63.414634
        ],
        [
            0.72439,
            0.733278,
            0.716075,
            0.711154,
            0.679003,
            0.744542
        ],
        [
            9516,
            8157,
            9516,
            10840,
            10426,
            10840
        ],
        [
            -22465,
            -22465,
            -19311,
            -40027,
            -40027,
            -25650
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            42,
            37,
            48,
            42,
            37,
            48
        ],
        [
            10939,
            4938,
            6001,
            10939,
            4938,
            6001
        ],
        [
            595.491482,
            0,
            598.449816,
            595.491483,
            0,
            598.449816
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336497,
            -90534,
            -95030,
            -26548,
            -146792,
            -82306
        ]
    ]
}
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": 1668902400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759664864094,
    "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": "pwma",
        "factors": {
            "length": 49,
            "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)