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Trade: XLM/USDT/720/LINREG/VWAP/2016

Strategy
XLM/USDT/720/LINREG/VWAP/2016
Pair
XLM_USDT
Interval
12h
Score
311576
Daily Profit
0.358850
Profit Factor
1.726459
Profitability
36.220472
Streak
55.303503
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 22:17
Expiration Time
2025-12-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897843.3334 795880.3237 101963.0097 2728865.9448 2137303.7771 591562.1677
Total P&L (%) 897.8433 795.8803 101.963 2728.8659 2137.3038 591.5622
Avg Daily Profit (%) 0.3589 0.3181 0.0408 0.1337 0.1243 0.0773
Buy And Hold Return (%) 235.5067 235.5067 235.5067 235.5067 235.5067 235.5067
Max Trade Drawdown -131240 -124699 -70452 -1193067 -909730 -632036
Profit Factor 1.7265 2.2063 1.177 1.4048 1.5976 1.1869
Total Trades 381 190 191 381 190 191
Winning Trades 138 66 72 138 66 72
Losing Trades 243 124 119 243 124 119
Profitability (%) 36.2205 34.7368 37.6963 36.2205 34.7368 37.6963
Ratio Avg Win / Avg Loss 3.0401 4.1452 1.9453 2.4737 3.0015 1.9617
Largest Winning Trade 442289 442289 43868 1128245 1128245 409566
Largest Losing Trade -46894 -17216 -46894 -337939 -223166 -337939
Avg Bars in Trades 12 13 12 12 13 12
Avg Bars in Winners 22 23 22 22 23 22
Avg Bars in Losers 7 7 6 7 7 6
Bars Traded 4936 2505 2431 4936 2505 2431
Profit Streak 55.3035 55.8035 55.3035 55.3035 55.8035 55.3035
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311576 224460 -332076 -13936 -27890 -109705
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259822710,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "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": [
        [
            897843.333364798,
            795880.3236526155,
            101963.0097121823,
            2728865.9448453397,
            2137303.7771066814,
            591562.1677386583
        ],
        [
            897.843333,
            795.880324,
            101.96301,
            2728.865945,
            2137.303777,
            591.562168
        ],
        [
            0.35885,
            0.318098,
            0.040753,
            0.133681,
            0.124292,
            0.077319
        ],
        [
            235.506706,
            235.506706,
            235.506706,
            235.506706,
            235.506706,
            235.506706
        ],
        [
            -131240,
            -124699,
            -70452,
            -1193067,
            -909730,
            -632036
        ],
        [
            1.726459,
            2.206326,
            1.176969,
            1.40481,
            1.597572,
            1.186939
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            138,
            66,
            72,
            138,
            66,
            72
        ],
        [
            243,
            124,
            119,
            243,
            124,
            119
        ],
        [
            36.220472,
            34.736842,
            37.696335,
            36.220472,
            34.736842,
            37.696335
        ],
        [
            3.040068,
            4.145219,
            1.945269,
            2.473687,
            3.0015,
            1.961747
        ],
        [
            442289,
            442289,
            43868,
            1128245,
            1128245,
            409566
        ],
        [
            -46894,
            -17216,
            -46894,
            -337939,
            -223166,
            -337939
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            4936,
            2505,
            2431,
            4936,
            2505,
            2431
        ],
        [
            55.303503,
            55.803503,
            55.303503,
            55.303504,
            55.803504,
            55.303504
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311576,
            224460,
            -332076,
            -13936,
            -27890,
            -109705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259822710,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "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)