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Trade: XLM/USDT/720/VWMA/VWMA/3289

Strategy
XLM/USDT/720/VWMA/VWMA/3289
Pair
XLM_USDT
Interval
12h
Score
318858
Daily Profit
0.325612
Profit Factor
1.808723
Profitability
37.049180
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 05:14
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 814029.9428 691613.0475 122416.8953 2726001.0765 2574964.9711 151036.1054
Total P&L (%) 814.0299 691.613 122.4169 2726.0011 2574.965 151.0361
Avg Daily Profit (%) 0.3256 0.2766 0.049 0.1337 0.1315 0.0368
Buy And Hold Return (%) 130.9262 130.9262 130.9262 130.9262 130.9262 130.9262
Max Trade Drawdown -116236 -94222 -88163 -1786089 -1492339 -1317002
Profit Factor 1.8087 2.3667 1.2446 1.2661 1.5075 1.0292
Total Trades 305 153 152 305 153 152
Winning Trades 113 51 62 113 51 62
Losing Trades 192 102 90 192 102 90
Profitability (%) 37.0492 33.3333 40.7895 37.0492 33.3333 40.7895
Ratio Avg Win / Avg Loss 3.0732 4.7334 1.8066 2.1513 3.015 1.494
Largest Winning Trade 411811 411811 36387 1833919 1833919 437911
Largest Losing Trade -54628 -19158 -54628 -918009 -393249 -918009
Avg Bars in Trades 16 14 18 16 14 18
Avg Bars in Winners 30 27 32 30 27 32
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 4968 2162 2806 4968 2162 2806
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318858 219536 -295501 -16235 -20488 -453154

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1543708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852846638,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "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": [
        [
            814029.9428301669,
            691613.0474925919,
            122416.8953375749,
            2726001.0765216392,
            2574964.971092432,
            151036.1054292058
        ],
        [
            814.029943,
            691.613047,
            122.416895,
            2726.001077,
            2574.964971,
            151.036105
        ],
        [
            0.325612,
            0.276645,
            0.048967,
            0.133747,
            0.131547,
            0.036824
        ],
        [
            130.926178,
            130.926178,
            130.926178,
            130.926178,
            130.926178,
            130.926178
        ],
        [
            -116236,
            -94222,
            -88163,
            -1786089,
            -1492339,
            -1317002
        ],
        [
            1.808723,
            2.36671,
            1.24458,
            1.266112,
            1.507509,
            1.029214
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            113,
            51,
            62,
            113,
            51,
            62
        ],
        [
            192,
            102,
            90,
            192,
            102,
            90
        ],
        [
            37.04918,
            33.333333,
            40.789474,
            37.04918,
            33.333333,
            40.789474
        ],
        [
            3.073229,
            4.73342,
            1.806648,
            2.15127,
            3.015018,
            1.49402
        ],
        [
            411811,
            411811,
            36387,
            1833919,
            1833919,
            437911
        ],
        [
            -54628,
            -19158,
            -54628,
            -918009,
            -393249,
            -918009
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            30,
            27,
            32,
            30,
            27,
            32
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            4968,
            2162,
            2806,
            4968,
            2162,
            2806
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318858,
            219536,
            -295501,
            -16235,
            -20488,
            -453154
        ]
    ]
}
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": 1543708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852846638,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "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)