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Trade: XMR/USDT/60/VWAP/RMA/8419

Strategy
XMR/USDT/60/VWAP/RMA/8419
Pair
XMR_USDT
Interval
1h
Score
498908
Daily Profit
0.230981
Profit Factor
1.838284
Profitability
77.511962
Streak
590.544668
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 16:04
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 106038.73 53728.2272 52310.5028 163028.1052 64688.7435 98339.3617
Total P&L (%) 106.0387 53.7282 52.3105 163.0281 64.6887 98.3394
Avg Daily Profit (%) 0.231 0.117 0.1139 0.2109 0.1087 0.1493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25086 -13569 -20483 -42728 -37120 -34606
Profit Factor 1.8383 1.8737 1.8047 1.759 1.5558 1.9992
Total Trades 209 104 105 209 104 105
Winning Trades 162 79 83 162 79 83
Losing Trades 47 25 22 47 25 22
Profitability (%) 77.512 75.9615 79.0476 77.512 75.9615 79.0476
Ratio Avg Win / Avg Loss 0.5333 0.593 0.4784 0.5103 0.4923 0.5299
Largest Winning Trade 10721 5834 10721 26488 7880 26488
Largest Losing Trade -20483 -13569 -20483 -37120 -37120 -34606
Avg Bars in Trades 51 48 54 51 48 54
Avg Bars in Winners 29 25 32 29 25 32
Avg Bars in Losers 129 123 137 129 123 137
Bars Traded 10805 5084 5721 10805 5084 5721
Profit Streak 590.5447 590.5447 598.628 590.5447 590.5447 598.628
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498908 -33505 -37058 487212 -44646 417947

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": 1668985200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758891859289,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 72,
            "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": [
        [
            106038.7299819009,
            53728.227159589,
            52310.502822312,
            163028.1051620759,
            64688.7434890855,
            98339.3616729905
        ],
        [
            106.03873,
            53.728227,
            52.310503,
            163.028105,
            64.688743,
            98.339362
        ],
        [
            0.230981,
            0.117035,
            0.113946,
            0.21088,
            0.10873,
            0.149281
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25086,
            -13569,
            -20483,
            -42728,
            -37120,
            -34606
        ],
        [
            1.838284,
            1.873748,
            1.804735,
            1.758953,
            1.555822,
            1.999153
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            162,
            79,
            83,
            162,
            79,
            83
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            77.511962,
            75.961538,
            79.047619,
            77.511962,
            75.961538,
            79.047619
        ],
        [
            0.533329,
            0.592958,
            0.478364,
            0.510313,
            0.492349,
            0.529896
        ],
        [
            10721,
            5834,
            10721,
            26488,
            7880,
            26488
        ],
        [
            -20483,
            -13569,
            -20483,
            -37120,
            -37120,
            -34606
        ],
        [
            51,
            48,
            54,
            51,
            48,
            54
        ],
        [
            29,
            25,
            32,
            29,
            25,
            32
        ],
        [
            129,
            123,
            137,
            129,
            123,
            137
        ],
        [
            10805,
            5084,
            5721,
            10805,
            5084,
            5721
        ],
        [
            590.544668,
            590.544668,
            598.628001,
            590.544668,
            590.544668,
            598.628001
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498908,
            -33505,
            -37058,
            487212,
            -44646,
            417947
        ]
    ]
}
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": 1668985200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758891859289,
    "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": "rma",
        "factors": {
            "length": 72,
            "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)