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Trade: XTZ/USDT/240/MIDPOINT/VWMA/3176

Strategy
XTZ/USDT/240/MIDPOINT/VWMA/3176
Pair
XTZ_USDT
Interval
4h
Score
371786
Daily Profit
0.198157
Profit Factor
1.499190
Profitability
52.682927
Streak
0.000000
Best Strategy
Training Data Length
2207.500000
Evaluation Time
2025-10-10 02:32
Expiration Time
2025-12-15 03:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437430.7388 338882.9789 98547.76 379636.1283 1218904.395 -839268.2666
Total P&L (%) 437.4307 338.883 98.5478 379.6361 1218.9044 -839.2683
Avg Daily Profit (%) 0.1982 0.1535 0.0446 0.071 0.1169 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151839 -117875 -124695 -2349048 -995815 -1998125
Profit Factor 1.4992 1.7414 1.2351 1.0583 1.3997 0.7575
Total Trades 205 103 102 205 103 102
Winning Trades 108 49 59 108 49 59
Losing Trades 97 54 43 97 54 43
Profitability (%) 52.6829 47.5728 57.8431 52.6829 47.5728 57.8431
Ratio Avg Win / Avg Loss 1.3465 1.9191 0.9002 0.9505 1.5425 0.5521
Largest Winning Trade 93331 93331 44528 579149 579149 302394
Largest Losing Trade -66479 -28912 -66479 -841648 -489345 -841648
Avg Bars in Trades 63 62 64 63 62 64
Avg Bars in Winners 70 62 76 70 62 76
Avg Bars in Losers 56 62 48 56 62 48
Bars Traded 13049 6445 6604 13049 6445 6604
Profit Streak 0 0 59.8139 0 0 59.8139
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371786 334843 -133968 -254708 -35922 -579483
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13245,
    "evaluation_days": 2207.5,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571011200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760052723053,
    "expiration_time": 1765761840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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": [
        [
            437430.7388273815,
            338882.978859584,
            98547.7599677974,
            379636.1283087344,
            1218904.3949572027,
            -839268.2666484695
        ],
        [
            437.430739,
            338.882979,
            98.54776,
            379.636128,
            1218.904395,
            -839.268267
        ],
        [
            0.198157,
            0.153514,
            0.044642,
            0.071049,
            0.116915,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151839,
            -117875,
            -124695,
            -2349048,
            -995815,
            -1998125
        ],
        [
            1.49919,
            1.741372,
            1.235098,
            1.058308,
            1.399698,
            0.757526
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            108,
            49,
            59,
            108,
            49,
            59
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            52.682927,
            47.572816,
            57.843137,
            52.682927,
            47.572816,
            57.843137
        ],
        [
            1.346495,
            1.919063,
            0.900156,
            0.950518,
            1.542524,
            0.552095
        ],
        [
            93331,
            93331,
            44528,
            579149,
            579149,
            302394
        ],
        [
            -66479,
            -28912,
            -66479,
            -841648,
            -489345,
            -841648
        ],
        [
            63,
            62,
            64,
            63,
            62,
            64
        ],
        [
            70,
            62,
            76,
            70,
            62,
            76
        ],
        [
            56,
            62,
            48,
            56,
            62,
            48
        ],
        [
            13049,
            6445,
            6604,
            13049,
            6445,
            6604
        ],
        [
            0,
            0,
            59.813924,
            0,
            0,
            59.813924
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371786,
            334843,
            -133968,
            -254708,
            -35922,
            -579483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13245,
    "evaluation_days": 2207.5,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571011200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760052723053,
    "expiration_time": 1765761840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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)