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Trade: XTZ/USDT/360/VWMA/HMA/1862

Strategy
XTZ/USDT/360/VWMA/HMA/1862
Pair
XTZ_USDT
Interval
6h
Score
333306
Daily Profit
0.147667
Profit Factor
2.326418
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
2200.250000
Evaluation Time
2025-10-02 14:14
Expiration Time
2025-12-07 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458321.7351 324904.3099 133417.4251 1136286.2728 493935.7789 642350.4939
Total P&L (%) 458.3217 324.9043 133.4174 1136.2863 493.9358 642.3505
Avg Daily Profit (%) 0.2083 0.1477 0.0606 0.1144 0.081 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73032 -84474 -55949 -443952 -477621 -221742
Profit Factor 2.0338 2.3264 1.6725 1.4782 1.3337 1.7168
Total Trades 67 34 33 67 34 33
Winning Trades 35 19 16 35 19 16
Losing Trades 32 15 17 32 15 17
Profitability (%) 52.2388 55.8824 48.4848 52.2388 55.8824 48.4848
Ratio Avg Win / Avg Loss 1.8595 1.8366 1.7771 1.3515 1.0529 1.8241
Largest Winning Trade 117040 117040 57274 509987 509987 318924
Largest Losing Trade -42589 -42589 -28381 -243277 -243277 -99205
Avg Bars in Trades 124 98 151 124 98 151
Avg Bars in Winners 174 134 221 174 134 221
Avg Bars in Losers 70 52 86 70 52 86
Bars Traded 8363 3349 5014 8363 3349 5014
Profit Streak 0 0 79.7186 0 0 79.7186
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109152 333306 -108844 -159450 -83764 -67656
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8801,
    "evaluation_days": 2200.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573236000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759403690220,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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": [
        [
            458321.7350656886,
            324904.3099414218,
            133417.4251242667,
            1136286.2728403034,
            493935.7789123495,
            642350.4939279535
        ],
        [
            458.321735,
            324.90431,
            133.417425,
            1136.286273,
            493.935779,
            642.350494
        ],
        [
            0.208304,
            0.147667,
            0.060637,
            0.114357,
            0.081005,
            0.091152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73032,
            -84474,
            -55949,
            -443952,
            -477621,
            -221742
        ],
        [
            2.033827,
            2.326418,
            1.672546,
            1.478175,
            1.333693,
            1.716838
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            52.238806,
            55.882353,
            48.484848,
            52.238806,
            55.882353,
            48.484848
        ],
        [
            1.859499,
            1.836646,
            1.77708,
            1.351474,
            1.052915,
            1.82414
        ],
        [
            117040,
            117040,
            57274,
            509987,
            509987,
            318924
        ],
        [
            -42589,
            -42589,
            -28381,
            -243277,
            -243277,
            -99205
        ],
        [
            124,
            98,
            151,
            124,
            98,
            151
        ],
        [
            174,
            134,
            221,
            174,
            134,
            221
        ],
        [
            70,
            52,
            86,
            70,
            52,
            86
        ],
        [
            8363,
            3349,
            5014,
            8363,
            3349,
            5014
        ],
        [
            0,
            0,
            79.718637,
            0,
            0,
            79.718637
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109152,
            333306,
            -108844,
            -159450,
            -83764,
            -67656
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8801,
    "evaluation_days": 2200.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573236000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759403690220,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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)