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Trade: XLM/USDT/720/HILO/VWMA/1561

Strategy
XLM/USDT/720/HILO/VWMA/1561
Pair
XLM_USDT
Interval
12h
Score
453803
Daily Profit
0.278762
Profit Factor
3.654112
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 17:32
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 786471.814 696904.6492 89567.1648 564692.5039 560403.0158 4289.4881
Total P&L (%) 786.4718 696.9046 89.5672 564.6925 560.403 4.2895
Avg Daily Profit (%) 0.3146 0.2788 0.0358 0.0758 0.0755 0.0017
Buy And Hold Return (%) 277.0823 277.0823 277.0823 277.0823 277.0823 277.0823
Max Trade Drawdown -90436 -84943 -108647 -386303 -245574 -247244
Profit Factor 2.5966 3.6541 1.3894 1.5437 2.0284 1.0087
Total Trades 97 48 49 97 48 49
Winning Trades 62 26 36 62 26 36
Losing Trades 35 22 13 35 22 13
Profitability (%) 63.9175 54.1667 73.4694 63.9175 54.1667 73.4694
Ratio Avg Win / Avg Loss 1.4658 3.0919 0.5017 0.8714 1.7163 0.3642
Largest Winning Trade 425527 425527 41757 472227 472227 96533
Largest Losing Trade -90436 -42538 -90436 -233090 -173908 -233090
Avg Bars in Trades 48 62 34 48 62 34
Avg Bars in Winners 37 43 33 37 43 33
Avg Bars in Losers 67 85 38 67 85 38
Bars Traded 4711 3015 1696 4711 3015 1696
Profit Streak 33.6058 0 249.6058 33.6058 0 249.6058
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439440 453803 -307313 -95454 -93929 -564442
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897141828,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            786471.8140115471,
            696904.6491842424,
            89567.1648273048,
            564692.5039285042,
            560403.0158444102,
            4289.4880840938
        ],
        [
            786.471814,
            696.904649,
            89.567165,
            564.692504,
            560.403016,
            4.289488
        ],
        [
            0.314589,
            0.278762,
            0.035827,
            0.075795,
            0.075536,
            0.00168
        ],
        [
            277.082282,
            277.082282,
            277.082282,
            277.082282,
            277.082282,
            277.082282
        ],
        [
            -90436,
            -84943,
            -108647,
            -386303,
            -245574,
            -247244
        ],
        [
            2.596586,
            3.654112,
            1.389388,
            1.543708,
            2.028392,
            1.008689
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            35,
            22,
            13,
            35,
            22,
            13
        ],
        [
            63.917526,
            54.166667,
            73.469388,
            63.917526,
            54.166667,
            73.469388
        ],
        [
            1.465815,
            3.091941,
            0.501723,
            0.871448,
            1.716331,
            0.364249
        ],
        [
            425527,
            425527,
            41757,
            472227,
            472227,
            96533
        ],
        [
            -90436,
            -42538,
            -90436,
            -233090,
            -173908,
            -233090
        ],
        [
            48,
            62,
            34,
            48,
            62,
            34
        ],
        [
            37,
            43,
            33,
            37,
            43,
            33
        ],
        [
            67,
            85,
            38,
            67,
            85,
            38
        ],
        [
            4711,
            3015,
            1696,
            4711,
            3015,
            1696
        ],
        [
            33.605808,
            0,
            249.605808,
            33.605808,
            0,
            249.605808
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439440,
            453803,
            -307313,
            -95454,
            -93929,
            -564442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897141828,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)