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Trade: XTZ/USDT/240/MIDPOINT/VWMA/3962

Strategy
XTZ/USDT/240/MIDPOINT/VWMA/3962
Pair
XTZ_USDT
Interval
4h
Score
312348
Daily Profit
0.156183
Profit Factor
1.369927
Profitability
49.159664
Streak
0.000000
Best Strategy
Training Data Length
2205.000000
Evaluation Time
2025-10-07 12:58
Expiration Time
2025-12-12 13:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344382.6902 283927.9812 60454.7089 199463.2801 350292.976 -150829.6958
Total P&L (%) 344.3827 283.928 60.4547 199.4633 350.293 -150.8297
Avg Daily Profit (%) 0.1562 0.1288 0.0274 0.0498 0.0683 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177661 -149091 -86864 -1328964 -1056668 -654579
Profit Factor 1.3699 1.594 1.1335 1.0384 1.1321 0.9406
Total Trades 238 119 119 238 119 119
Winning Trades 117 60 57 117 60 57
Losing Trades 121 59 62 121 59 62
Profitability (%) 49.1597 50.4202 47.8992 49.1597 50.4202 47.8992
Ratio Avg Win / Avg Loss 1.4168 1.5674 1.2329 1.0739 1.1132 1.0232
Largest Winning Trade 94224 94224 42580 380168 380168 293558
Largest Losing Trade -32273 -32273 -28662 -330923 -319827 -330923
Avg Bars in Trades 55 54 55 55 54 55
Avg Bars in Winners 64 55 74 64 55 74
Avg Bars in Losers 45 52 39 45 52 39
Bars Traded 13125 6466 6659 13125 6466 6659
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 312348 -18310 -231653 -303821 -177187 -580166
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13230,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570766400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831086555,
    "expiration_time": 1765539360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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": [
        [
            344382.6901534569,
            283927.9812458813,
            60454.7089075755,
            199463.2801326837,
            350292.975952245,
            -150829.6958195616
        ],
        [
            344.38269,
            283.927981,
            60.454709,
            199.46328,
            350.292976,
            -150.829696
        ],
        [
            0.156183,
            0.128766,
            0.027417,
            0.049755,
            0.068265,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177661,
            -149091,
            -86864,
            -1328964,
            -1056668,
            -654579
        ],
        [
            1.369927,
            1.593992,
            1.133469,
            1.038412,
            1.1321,
            0.940641
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            121,
            59,
            62,
            121,
            59,
            62
        ],
        [
            49.159664,
            50.420168,
            47.89916,
            49.159664,
            50.420168,
            47.89916
        ],
        [
            1.416762,
            1.567425,
            1.232896,
            1.073913,
            1.113232,
            1.023154
        ],
        [
            94224,
            94224,
            42580,
            380168,
            380168,
            293558
        ],
        [
            -32273,
            -32273,
            -28662,
            -330923,
            -319827,
            -330923
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            64,
            55,
            74,
            64,
            55,
            74
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            13125,
            6466,
            6659,
            13125,
            6466,
            6659
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312348,
            -18310,
            -231653,
            -303821,
            -177187,
            -580166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13230,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570766400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831086555,
    "expiration_time": 1765539360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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)