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Trade: XLM/USDT/720/PWMA/VWMA/8534

Strategy
XLM/USDT/720/PWMA/VWMA/8534
Pair
XLM_USDT
Interval
12h
Score
563615
Daily Profit
0.305688
Profit Factor
4.739180
Profitability
58.823529
Streak
120.176506
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 19:14
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 903851.9331 764219.0918 139632.8413 4977242.1872 3138521.2685 1838720.9187
Total P&L (%) 903.8519 764.2191 139.6328 4977.2422 3138.5213 1838.7209
Avg Daily Profit (%) 0.3615 0.3057 0.0559 0.1572 0.1392 0.1187
Buy And Hold Return (%) 242.2524 242.2524 242.2524 242.2524 242.2524 242.2524
Max Trade Drawdown -92332 -78804 -54628 -612937 -538797 -301796
Profit Factor 3.4524 4.7392 1.8505 3.4874 3.5486 3.3894
Total Trades 69 34 35 69 34 35
Winning Trades 45 20 25 45 20 25
Losing Trades 24 14 10 24 14 10
Profitability (%) 65.2174 58.8235 71.4286 65.2174 58.8235 71.4286
Ratio Avg Win / Avg Loss 1.8413 3.3174 0.7402 1.8599 2.484 1.3558
Largest Winning Trade 485963 485963 33096 1487272 1487272 854255
Largest Losing Trade -54628 -43096 -54628 -301796 -281268 -301796
Avg Bars in Trades 68 89 49 68 89 49
Avg Bars in Winners 51 59 45 51 59 45
Avg Bars in Losers 100 131 57 100 131 57
Bars Traded 4754 3038 1716 4754 3038 1716
Profit Streak 120.1765 120.1765 126.1765 120.1765 120.1765 126.1765
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89045 563615 -279260 -88262 73172 -24693
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903250131,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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": [
        [
            903851.9331111488,
            764219.0918217353,
            139632.8412894135,
            4977242.187181148,
            3138521.268483404,
            1838720.9186977441
        ],
        [
            903.851933,
            764.219092,
            139.632841,
            4977.242187,
            3138.521268,
            1838.720919
        ],
        [
            0.361541,
            0.305688,
            0.055853,
            0.157218,
            0.139205,
            0.118655
        ],
        [
            242.25236,
            242.25236,
            242.25236,
            242.25236,
            242.25236,
            242.25236
        ],
        [
            -92332,
            -78804,
            -54628,
            -612937,
            -538797,
            -301796
        ],
        [
            3.452411,
            4.73918,
            1.850512,
            3.487372,
            3.548597,
            3.389396
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            65.217391,
            58.823529,
            71.428571,
            65.217391,
            58.823529,
            71.428571
        ],
        [
            1.841286,
            3.317426,
            0.740205,
            1.859932,
            2.484018,
            1.355758
        ],
        [
            485963,
            485963,
            33096,
            1487272,
            1487272,
            854255
        ],
        [
            -54628,
            -43096,
            -54628,
            -301796,
            -281268,
            -301796
        ],
        [
            68,
            89,
            49,
            68,
            89,
            49
        ],
        [
            51,
            59,
            45,
            51,
            59,
            45
        ],
        [
            100,
            131,
            57,
            100,
            131,
            57
        ],
        [
            4754,
            3038,
            1716,
            4754,
            3038,
            1716
        ],
        [
            120.176506,
            120.176506,
            126.176506,
            120.176506,
            120.176506,
            126.176506
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89045,
            563615,
            -279260,
            -88262,
            73172,
            -24693
        ]
    ]
}
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": 1552521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903250131,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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)