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Trade: XLM/USDT/240/T3/VWMA/8429

Strategy
XLM/USDT/240/T3/VWMA/8429
Pair
XLM_USDT
Interval
4h
Score
504951
Daily Profit
0.319424
Profit Factor
3.634181
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
2502.330000
Evaluation Time
2025-10-02 16:06
Expiration Time
2025-12-16 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 873482.5099 799303.8624 74178.6474 1129822.3503 722509.3716 407312.9787
Total P&L (%) 873.4825 799.3039 74.1786 1129.8224 722.5094 407.313
Avg Daily Profit (%) 0.3491 0.3194 0.0296 0.1003 0.0842 0.0649
Buy And Hold Return (%) 246.8542 246.8542 246.8542 246.8542 246.8542 246.8542
Max Trade Drawdown -131716 -93704 -76963 -329483 -279549 -118017
Profit Factor 2.4948 3.6342 1.2641 1.9889 2.0634 1.8797
Total Trades 91 45 46 91 45 46
Winning Trades 54 26 28 54 26 28
Losing Trades 37 19 18 37 19 18
Profitability (%) 59.3407 57.7778 60.8696 59.3407 57.7778 60.8696
Ratio Avg Win / Avg Loss 1.7094 2.6557 0.8126 1.3628 1.5079 1.2084
Largest Winning Trade 434988 434988 45187 431821 431821 187690
Largest Losing Trade -69180 -53124 -69180 -163917 -163917 -118017
Avg Bars in Trades 158 203 113 158 203 113
Avg Bars in Winners 139 161 119 139 161 119
Avg Bars in Losers 185 261 105 185 261 105
Bars Traded 14397 9163 5234 14397 9163 5234
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 463974 504951 -319378 -56197 -78242 -111530
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15014,
    "evaluation_days": 2502.33,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546099200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410366151,
    "expiration_time": 1765892448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 93,
            "offset": 0,
            "a": 0.79291
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "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": [
        [
            873482.5098552823,
            799303.8624354937,
            74178.6474197885,
            1129822.350257965,
            722509.3715982585,
            407312.9786597062
        ],
        [
            873.48251,
            799.303862,
            74.178647,
            1129.82235,
            722.509372,
            407.312979
        ],
        [
            0.349068,
            0.319424,
            0.029644,
            0.100335,
            0.084245,
            0.064919
        ],
        [
            246.854233,
            246.854233,
            246.854233,
            246.854233,
            246.854233,
            246.854233
        ],
        [
            -131716,
            -93704,
            -76963,
            -329483,
            -279549,
            -118017
        ],
        [
            2.494836,
            3.634181,
            1.264077,
            1.988926,
            2.063389,
            1.879661
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            37,
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            18,
            37,
            19,
            18
        ],
        [
            59.340659,
            57.777778,
            60.869565,
            59.340659,
            57.777778,
            60.869565
        ],
        [
            1.709425,
            2.655748,
            0.812621,
            1.362782,
            1.507861,
            1.208353
        ],
        [
            434988,
            434988,
            45187,
            431821,
            431821,
            187690
        ],
        [
            -69180,
            -53124,
            -69180,
            -163917,
            -163917,
            -118017
        ],
        [
            158,
            203,
            113,
            158,
            203,
            113
        ],
        [
            139,
            161,
            119,
            139,
            161,
            119
        ],
        [
            185,
            261,
            105,
            185,
            261,
            105
        ],
        [
            14397,
            9163,
            5234,
            14397,
            9163,
            5234
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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        ],
        [
            463974,
            504951,
            -319378,
            -56197,
            -78242,
            -111530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15014,
    "evaluation_days": 2502.33,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546099200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410366151,
    "expiration_time": 1765892448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 93,
            "offset": 0,
            "a": 0.79291
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "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)