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Trade: XMR/USDT/60/VWMA/LINREG/5842

Strategy
XMR/USDT/60/VWMA/LINREG/5842
Pair
XMR_USDT
Interval
1h
Score
347964
Daily Profit
0.151006
Profit Factor
1.478404
Profitability
58.955224
Streak
603.119521
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 00:52
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 69323.871 35280.5538 34043.3172 74523.3532 28683.6389 45839.7143
Total P&L (%) 69.3239 35.2806 34.0433 74.5234 28.6836 45.8397
Avg Daily Profit (%) 0.151 0.0769 0.0742 0.1214 0.0549 0.0822
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37893 -29615 -23045 -91299 -71827 -54167
Profit Factor 1.4784 1.4897 1.4673 1.2569 1.1972 1.317
Total Trades 134 67 67 134 67 67
Winning Trades 79 42 37 79 42 37
Losing Trades 55 25 30 55 25 30
Profitability (%) 58.9552 62.6866 55.2239 58.9552 62.6866 55.2239
Ratio Avg Win / Avg Loss 1.0293 0.8867 1.1897 0.8751 0.7126 1.0678
Largest Winning Trade 11612 8799 11612 20905 16192 20905
Largest Losing Trade -26366 -26366 -21591 -66018 -66018 -49513
Avg Bars in Trades 79 78 81 79 78 81
Avg Bars in Winners 64 67 60 64 67 60
Avg Bars in Losers 102 97 107 102 97 107
Bars Traded 10703 5249 5454 10703 5249 5454
Profit Streak 603.1195 0 603.6195 603.1195 0 603.6195
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347964 -209204 -211762 -31479 -243874 -200869
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": 1760219526580,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "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": [
        [
            69323.8709949239,
            35280.5537885166,
            34043.3172064074,
            74523.3531633486,
            28683.6388655174,
            45839.7142978313
        ],
        [
            69.323871,
            35.280554,
            34.043317,
            74.523353,
            28.683639,
            45.839714
        ],
        [
            0.151006,
            0.076851,
            0.074156,
            0.121379,
            0.054948,
            0.082228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37893,
            -29615,
            -23045,
            -91299,
            -71827,
            -54167
        ],
        [
            1.478404,
            1.489683,
            1.46725,
            1.256904,
            1.197173,
            1.316992
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            58.955224,
            62.686567,
            55.223881,
            58.955224,
            62.686567,
            55.223881
        ],
        [
            1.029269,
            0.886716,
            1.189662,
            0.875059,
            0.712603,
            1.067831
        ],
        [
            11612,
            8799,
            11612,
            20905,
            16192,
            20905
        ],
        [
            -26366,
            -26366,
            -21591,
            -66018,
            -66018,
            -49513
        ],
        [
            79,
            78,
            81,
            79,
            78,
            81
        ],
        [
            64,
            67,
            60,
            64,
            67,
            60
        ],
        [
            102,
            97,
            107,
            102,
            97,
            107
        ],
        [
            10703,
            5249,
            5454,
            10703,
            5249,
            5454
        ],
        [
            603.119521,
            0,
            603.619521,
            603.119521,
            0,
            603.619521
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347964,
            -209204,
            -211762,
            -31479,
            -243874,
            -200869
        ]
    ]
}
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": 1760219526580,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "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)