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Trade: XMR/USDT/60/VWMA/HILO/2544

Strategy
XMR/USDT/60/VWMA/HILO/2544
Pair
XMR_USDT
Interval
1h
Score
526316
Daily Profit
0.263958
Profit Factor
1.341144
Profitability
70.588235
Streak
593.905768
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-03 15:44
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 121177.636 61236.6283 59941.0077 199566.8757 77345.7199 122221.1557
Total P&L (%) 121.1776 61.2366 59.941 199.5669 77.3457 122.2212
Avg Daily Profit (%) 0.264 0.1334 0.1306 0.2393 0.1249 0.1741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20740 -19317 -17846 -40419 -57898 -26353
Profit Factor 1.3411 1.3302 1.3531 1.3332 1.2338 1.4557
Total Trades 731 365 366 731 365 366
Winning Trades 516 256 260 516 256 260
Losing Trades 215 109 106 215 109 106
Profitability (%) 70.5882 70.137 71.0383 70.5882 70.137 71.0383
Ratio Avg Win / Avg Loss 0.5588 0.5664 0.5517 0.5555 0.5253 0.5935
Largest Winning Trade 10667 4038 10667 28590 9437 28590
Largest Losing Trade -16184 -13501 -16184 -40047 -40047 -22539
Avg Bars in Trades 15 13 16 15 13 16
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 29 25 34 29 25 34
Bars Traded 10974 4867 6107 10974 4867 6107
Profit Streak 593.9058 593.9058 596.8224 593.9058 593.9058 596.8224
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526316 -12223 -15646 516968 -23854 423566
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759495458411,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            121177.6359741112,
            61236.6282882501,
            59941.0076858609,
            199566.875664843,
            77345.7199243266,
            122221.1557405165
        ],
        [
            121.177636,
            61.236628,
            59.941008,
            199.566876,
            77.34572,
            122.221156
        ],
        [
            0.263958,
            0.13339,
            0.130568,
            0.239278,
            0.124878,
            0.174087
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20740,
            -19317,
            -17846,
            -40419,
            -57898,
            -26353
        ],
        [
            1.341144,
            1.330193,
            1.353108,
            1.333174,
            1.233842,
            1.455663
        ],
        [
            731,
            365,
            366,
            731,
            365,
            366
        ],
        [
            516,
            256,
            260,
            516,
            256,
            260
        ],
        [
            215,
            109,
            106,
            215,
            109,
            106
        ],
        [
            70.588235,
            70.136986,
            71.038251,
            70.588235,
            70.136986,
            71.038251
        ],
        [
            0.55881,
            0.566371,
            0.551652,
            0.555489,
            0.525347,
            0.593463
        ],
        [
            10667,
            4038,
            10667,
            28590,
            9437,
            28590
        ],
        [
            -16184,
            -13501,
            -16184,
            -40047,
            -40047,
            -22539
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            10974,
            4867,
            6107,
            10974,
            4867,
            6107
        ],
        [
            593.905768,
            593.905768,
            596.822435,
            593.905769,
            593.905769,
            596.822435
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526316,
            -12223,
            -15646,
            516968,
            -23854,
            423566
        ]
    ]
}
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": 1668805200000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759495458411,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)