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Trade: XLM/USDT/480/VWMA/HILO/3539

Strategy
XLM/USDT/480/VWMA/HILO/3539
Pair
XLM_USDT
Interval
8h
Score
561158
Daily Profit
0.244037
Profit Factor
3.175525
Profitability
48.484848
Streak
106.464229
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 06:08
Expiration Time
2025-12-16 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -295888.1476 282762.8562 -578651.0037 44630789.6058 10752144.6509 33878644.9549
Total P&L (%) -295.8881 282.7629 -578.651 44630.7896 10752.1447 33878.645
Avg Daily Profit (%) -0.1182 0.1129 -0.2311 0.244 0.1874 0.233
Buy And Hold Return (%) 272.0277 272.0277 272.0277 272.0277 272.0277 272.0277
Max Trade Drawdown -654697 -63865 -703221 -6408124 -9400749 -4927504
Profit Factor 0.7597 2.1643 0.4146 3.1755 1.8016 5.7707
Total Trades 99 49 50 99 49 50
Winning Trades 66 31 35 48 22 26
Losing Trades 33 18 15 51 27 24
Profitability (%) 66.6667 63.2653 70 48.4848 44.898 52
Ratio Avg Win / Avg Loss 0.3799 1.2567 0.1777 3.374 2.211 5.3268
Largest Winning Trade 95589 95589 41643 24463206 14463059 24463206
Largest Losing Trade -448735 -39865 -448735 -6272071 -6272071 -1310814
Avg Bars in Trades 73 66 80 73 66 80
Avg Bars in Winners 66 58 73 68 68 68
Avg Bars in Losers 88 81 95 78 65 93
Bars Traded 7288 3273 4015 7288 3273 4015
Profit Streak 106.4642 106.4642 258.4642 106.4642 106.4642 331.7976
Trades During Streak 5 2 7 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576645 -189961 -756798 561158 375015 -161669
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374509387,
    "expiration_time": 1765853568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 142
        }
    }
}
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": [
        [
            -295888.1475885175,
            282762.8561559292,
            -578651.0037444469,
            44630789.60580765,
            10752144.650941746,
            33878644.9548659
        ],
        [
            -295.888148,
            282.762856,
            -578.651004,
            44630.789606,
            10752.144651,
            33878.644955
        ],
        [
            -0.118166,
            0.112924,
            -0.231091,
            0.244037,
            0.187354,
            0.233031
        ],
        [
            272.02771,
            272.02771,
            272.02771,
            272.02771,
            272.02771,
            272.02771
        ],
        [
            -654697,
            -63865,
            -703221,
            -6408124,
            -9400749,
            -4927504
        ],
        [
            0.759707,
            2.164305,
            0.414619,
            3.175525,
            1.801588,
            5.770702
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            66,
            31,
            35,
            48,
            22,
            26
        ],
        [
            33,
            18,
            15,
            51,
            27,
            24
        ],
        [
            66.666667,
            63.265306,
            70,
            48.484848,
            44.897959,
            52
        ],
        [
            0.379853,
            1.256693,
            0.177694,
            3.373995,
            2.211039,
            5.326802
        ],
        [
            95589,
            95589,
            41643,
            24463206,
            14463059,
            24463206
        ],
        [
            -448735,
            -39865,
            -448735,
            -6272071,
            -6272071,
            -1310814
        ],
        [
            73,
            66,
            80,
            73,
            66,
            80
        ],
        [
            66,
            58,
            73,
            68,
            68,
            68
        ],
        [
            88,
            81,
            95,
            78,
            65,
            93
        ],
        [
            7288,
            3273,
            4015,
            7288,
            3273,
            4015
        ],
        [
            106.464229,
            106.464229,
            258.464229,
            106.464229,
            106.464229,
            331.797562
        ],
        [
            5,
            2,
            7,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576645,
            -189961,
            -756798,
            561158,
            375015,
            -161669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374509387,
    "expiration_time": 1765853568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 142
        }
    }
}

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)