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Trade: XLM/USDT/240/SWMA/VWMA/1235

Strategy
XLM/USDT/240/SWMA/VWMA/1235
Pair
XLM_USDT
Interval
4h
Score
334272
Daily Profit
0.253624
Profit Factor
2.645458
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-06 21:01
Expiration Time
2025-12-20 22:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604451.929 635709.5801 -31257.6511 77274.4344 81491.6031 -4217.1687
Total P&L (%) 604.4519 635.7096 -31.2577 77.2744 81.4916 -4.2172
Avg Daily Profit (%) 0.2412 0.2536 -0.0125 0.0228 0.0238 -0.0017
Buy And Hold Return (%) 266.4239 266.4239 266.4239 266.4239 266.4239 266.4239
Max Trade Drawdown -140194 -131766 -98413 -134697 -116053 -62552
Profit Factor 1.91 2.6455 0.8875 1.1541 1.2442 0.9749
Total Trades 89 44 45 89 44 45
Winning Trades 50 22 28 50 22 28
Losing Trades 39 22 17 39 22 17
Profitability (%) 56.1798 50 62.2222 56.1798 50 62.2222
Ratio Avg Win / Avg Loss 1.4898 2.6455 0.5388 0.9002 1.2442 0.5919
Largest Winning Trade 429262 429262 34194 99807 99807 39516
Largest Losing Trade -56252 -44372 -56252 -56126 -56126 -30950
Avg Bars in Trades 162 211 113 162 211 113
Avg Bars in Winners 119 136 106 119 136 106
Avg Bars in Losers 216 286 125 216 286 125
Bars Traded 14423 9319 5104 14423 9319 5104
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 246471 334272 -579127 -379792 -327072 -579127
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773674432,
    "expiration_time": 1766263248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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": [
        [
            604451.9290347497,
            635709.5801321565,
            -31257.6510974066,
            77274.4343513652,
            81491.6031011913,
            -4217.1687498262
        ],
        [
            604.451929,
            635.70958,
            -31.257651,
            77.274434,
            81.491603,
            -4.217169
        ],
        [
            0.241154,
            0.253624,
            -0.012471,
            0.022844,
            0.023783,
            -0.001719
        ],
        [
            266.423883,
            266.423883,
            266.423883,
            266.423883,
            266.423883,
            266.423883
        ],
        [
            -140194,
            -131766,
            -98413,
            -134697,
            -116053,
            -62552
        ],
        [
            1.910023,
            2.645458,
            0.887512,
            1.15408,
            1.24416,
            0.974862
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            56.179775,
            50,
            62.222222,
            56.179775,
            50,
            62.222222
        ],
        [
            1.489818,
            2.645458,
            0.538846,
            0.900182,
            1.24416,
            0.59188
        ],
        [
            429262,
            429262,
            34194,
            99807,
            99807,
            39516
        ],
        [
            -56252,
            -44372,
            -56252,
            -56126,
            -56126,
            -30950
        ],
        [
            162,
            211,
            113,
            162,
            211,
            113
        ],
        [
            119,
            136,
            106,
            119,
            136,
            106
        ],
        [
            216,
            286,
            125,
            216,
            286,
            125
        ],
        [
            14423,
            9319,
            5104,
            14423,
            9319,
            5104
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            246471,
            334272,
            -579127,
            -379792,
            -327072,
            -579127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773674432,
    "expiration_time": 1766263248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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)