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Trade: XLM/USDT/480/VWMA/MIDPRICE/9620

Strategy
XLM/USDT/480/VWMA/MIDPRICE/9620
Pair
XLM_USDT
Interval
8h
Score
381101
Daily Profit
0.327357
Profit Factor
2.137258
Profitability
47.857143
Streak
0.000000
Best Strategy
Training Data Length
2513.670000
Evaluation Time
2025-10-12 02:35
Expiration Time
2025-12-26 03:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 822866.8749 757141.966 65724.909 1865876.6839 1159648.8713 706227.8126
Total P&L (%) 822.8669 757.142 65.7249 1865.8767 1159.6489 706.2278
Avg Daily Profit (%) 0.3274 0.3012 0.0261 0.1186 0.1008 0.0831
Buy And Hold Return (%) 201.2071 201.2071 201.2071 201.2071 201.2071 201.2071
Max Trade Drawdown -99574 -94568 -112788 -1119133 -1066060 -686469
Profit Factor 2.1373 3.074 1.1833 1.5439 1.5235 1.5813
Total Trades 140 70 70 140 70 70
Winning Trades 67 32 35 67 32 35
Losing Trades 73 38 35 73 38 35
Profitability (%) 47.8571 45.7143 50 47.8571 45.7143 50
Ratio Avg Win / Avg Loss 2.3287 3.6504 1.1833 1.6822 1.8091 1.5813
Largest Winning Trade 471466 471466 58857 1602402 1602402 530944
Largest Losing Trade -33677 -33677 -29958 -743271 -743271 -354141
Avg Bars in Trades 52 60 43 52 60 43
Avg Bars in Winners 59 59 59 59 59 59
Avg Bars in Losers 45 62 27 45 62 27
Bars Traded 7316 4261 3055 7316 4261 3055
Profit Streak 0 0 92.6499 0 0 92.6499
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381101 -83782 -436474 -32082 -152330 -175275
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 2513.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760225754395,
    "expiration_time": 1766713824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            822866.8749269737,
            757141.9659557975,
            65724.9089711762,
            1865876.6839081056,
            1159648.871283045,
            706227.8126250608
        ],
        [
            822.866875,
            757.141966,
            65.724909,
            1865.876684,
            1159.648871,
            706.227813
        ],
        [
            0.327357,
            0.30121,
            0.026147,
            0.118563,
            0.100836,
            0.083068
        ],
        [
            201.207092,
            201.207092,
            201.207092,
            201.207092,
            201.207092,
            201.207092
        ],
        [
            -99574,
            -94568,
            -112788,
            -1119133,
            -1066060,
            -686469
        ],
        [
            2.137258,
            3.073991,
            1.183339,
            1.543946,
            1.523454,
            1.581315
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            47.857143,
            45.714286,
            50,
            47.857143,
            45.714286,
            50
        ],
        [
            2.328654,
            3.650365,
            1.183339,
            1.68221,
            1.809101,
            1.581315
        ],
        [
            471466,
            471466,
            58857,
            1602402,
            1602402,
            530944
        ],
        [
            -33677,
            -33677,
            -29958,
            -743271,
            -743271,
            -354141
        ],
        [
            52,
            60,
            43,
            52,
            60,
            43
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            45,
            62,
            27,
            45,
            62,
            27
        ],
        [
            7316,
            4261,
            3055,
            7316,
            4261,
            3055
        ],
        [
            0,
            0,
            92.649935,
            0,
            0,
            92.649935
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381101,
            -83782,
            -436474,
            -32082,
            -152330,
            -175275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 2513.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760225754395,
    "expiration_time": 1766713824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)