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Trade: XLM/USDT/480/HILO/VWAP/4466

Strategy
XLM/USDT/480/HILO/VWAP/4466
Pair
XLM_USDT
Interval
8h
Score
302568
Daily Profit
0.298515
Profit Factor
1.568173
Profitability
33.480176
Streak
18.402243
Best Strategy
Training Data Length
2511.330000
Evaluation Time
2025-10-09 20:39
Expiration Time
2025-12-23 18:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 749669.4746 679761.5943 69907.8803 999733.6631 1569064.2487 -569330.5857
Total P&L (%) 749.6695 679.7616 69.9079 999.7337 1569.0642 -569.3306
Avg Daily Profit (%) 0.2985 0.2707 0.0278 0.0955 0.1121 0
Buy And Hold Return (%) 122.9246 122.9246 122.9246 122.9246 122.9246 122.9246
Max Trade Drawdown -174341 -149195 -117663 -866839 -514302 -833384
Profit Factor 1.5682 1.9628 1.114 1.184 1.5689 0.7871
Total Trades 454 227 227 454 227 227
Winning Trades 152 62 90 152 62 90
Losing Trades 302 165 137 302 165 137
Profitability (%) 33.4802 27.3128 39.6476 33.4802 27.3128 39.6476
Ratio Avg Win / Avg Loss 3.1157 5.2236 1.6957 2.3525 4.1753 1.1981
Largest Winning Trade 424299 424299 30903 975903 975903 218476
Largest Losing Trade -32633 -19829 -32633 -308331 -155814 -308331
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 31 37 27 31 37 27
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 7500 3719 3781 7500 3719 3781
Profit Streak 18.4022 18.4022 22.0689 18.4022 18.4022 22.0689
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302568 -6758 -418089 -84714 -58167 -581678
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7534,
    "evaluation_days": 2511.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543651200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760031553814,
    "expiration_time": 1766506176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            749669.4746465129,
            679761.5943394854,
            69907.8803070273,
            999733.6630809202,
            1569064.2487362742,
            -569330.5856553537
        ],
        [
            749.669475,
            679.761594,
            69.90788,
            999.733663,
            1569.064249,
            -569.330586
        ],
        [
            0.298515,
            0.270678,
            0.027837,
            0.095519,
            0.112149,
            0
        ],
        [
            122.924618,
            122.924618,
            122.924618,
            122.924618,
            122.924618,
            122.924618
        ],
        [
            -174341,
            -149195,
            -117663,
            -866839,
            -514302,
            -833384
        ],
        [
            1.568173,
            1.962807,
            1.113965,
            1.184037,
            1.568901,
            0.787101
        ],
        [
            454,
            227,
            227,
            454,
            227,
            227
        ],
        [
            152,
            62,
            90,
            152,
            62,
            90
        ],
        [
            302,
            165,
            137,
            302,
            165,
            137
        ],
        [
            33.480176,
            27.312775,
            39.647577,
            33.480176,
            27.312775,
            39.647577
        ],
        [
            3.115713,
            5.223599,
            1.695702,
            2.352494,
            4.175301,
            1.198143
        ],
        [
            424299,
            424299,
            30903,
            975903,
            975903,
            218476
        ],
        [
            -32633,
            -19829,
            -32633,
            -308331,
            -155814,
            -308331
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            31,
            37,
            27,
            31,
            37,
            27
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            7500,
            3719,
            3781,
            7500,
            3719,
            3781
        ],
        [
            18.402243,
            18.402243,
            22.06891,
            18.402243,
            18.402243,
            22.06891
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            302568,
            -6758,
            -418089,
            -84714,
            -58167,
            -581678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7534,
    "evaluation_days": 2511.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543651200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760031553814,
    "expiration_time": 1766506176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)