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Trade: XLM/USDT/15/T3/VWMA/4793

Strategy
XLM/USDT/15/T3/VWMA/4793
Pair
XLM_USDT
Interval
15m
Score
342923
Daily Profit
0.408984
Profit Factor
1.558723
Profitability
42.222222
Streak
18.666699
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 09:15
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106507.6384 67826.6706 38680.9678 92700.0982 52572.6632 40127.4351
Total P&L (%) 106.5076 67.8267 38.681 92.7001 52.5727 40.1274
Avg Daily Profit (%) 0.409 0.2605 0.1485 0.2522 0.1624 0.1296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60108 -39525 -22857 -60916 -40598 -22794
Profit Factor 1.5587 1.6334 1.463 1.3956 1.3894 1.4039
Total Trades 90 45 45 90 45 45
Winning Trades 38 16 22 38 16 22
Losing Trades 52 29 23 52 29 23
Profitability (%) 42.2222 35.5556 48.8889 42.2222 35.5556 48.8889
Ratio Avg Win / Avg Loss 2.133 2.9606 1.5295 1.9097 2.5183 1.4677
Largest Winning Trade 90445 90445 15215 94951 94951 17135
Largest Losing Trade -12080 -9559 -12080 -12446 -12446 -11462
Avg Bars in Trades 272 268 277 272 268 277
Avg Bars in Winners 406 427 390 406 427 390
Avg Bars in Losers 175 180 168 175 180 168
Bars Traded 24549 12071 12478 24549 12071 12478
Profit Streak 18.6667 19.2917 18.6667 18.6667 19.2917 18.6667
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342923 187346 158157 258787 71901 -22144

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736439300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758867302791,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 236,
            "offset": 0,
            "a": 0.75781
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            106507.6383681079,
            67826.6705857551,
            38680.9677823528,
            92700.0982453195,
            52572.66315962,
            40127.4350856996
        ],
        [
            106.507638,
            67.826671,
            38.680968,
            92.700098,
            52.572663,
            40.127435
        ],
        [
            0.408984,
            0.260451,
            0.148533,
            0.252205,
            0.162358,
            0.129637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60108,
            -39525,
            -22857,
            -60916,
            -40598,
            -22794
        ],
        [
            1.558723,
            1.633428,
            1.462978,
            1.395554,
            1.389408,
            1.403906
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            42.222222,
            35.555556,
            48.888889,
            42.222222,
            35.555556,
            48.888889
        ],
        [
            2.132989,
            2.960588,
            1.529477,
            1.909705,
            2.518302,
            1.46772
        ],
        [
            90445,
            90445,
            15215,
            94951,
            94951,
            17135
        ],
        [
            -12080,
            -9559,
            -12080,
            -12446,
            -12446,
            -11462
        ],
        [
            272,
            268,
            277,
            272,
            268,
            277
        ],
        [
            406,
            427,
            390,
            406,
            427,
            390
        ],
        [
            175,
            180,
            168,
            175,
            180,
            168
        ],
        [
            24549,
            12071,
            12478,
            24549,
            12071,
            12478
        ],
        [
            18.666699,
            19.291699,
            18.666699,
            18.666699,
            19.291699,
            18.666699
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342923,
            187346,
            158157,
            258787,
            71901,
            -22144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736439300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758867302791,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 236,
            "offset": 0,
            "a": 0.75781
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)